%0 Generic
%A Kn?sel, Leo
%D 2009
%F epub:9185
%T The General Linear Model and the Generalized Singular Value Decomposition
%U http://epub.ub.uni-muenchen.de/9185/
%V 48
%X The general linear model with correlated error variables can be transformed by means of the generalized singular value decomposition to a very simple model (canonical form) where the least squares solution is obvious. The method works also if X and the covariance matrix of the error variables do not have full rank or are nearly rank deficient (rank-k approximation). By backtransformation one obtains the solution for the original model.