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MathGroup Archive 2007

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HELP IN RECURSIVE ESTIMATION WITH MATHEMATICA

  • To: mathgroup at smc.vnet.net
  • Subject: [mg78091] HELP IN RECURSIVE ESTIMATION WITH MATHEMATICA
  • From: "Cecilia Maria Caruso" <cecilia_caruso at libero.it>
  • Date: Fri, 22 Jun 2007 06:51:08 -0400 (EDT)

Hallo, 
I'm Cecilia Caruso, an italian management engineer who is going to take her II level degree. I'm studying for my final work in Statistical Quality Control and i need some informations.

My teacher used a sigmoidal model to study a process and she used fitting tools of Mathematica to manage and study the data. 
Now i have to perform CUSUM and CUSUMQ tests on it, to test the constancy of parameters vector along the time. 

I must use a "recursive least squares" estimation method to perform the tests. I must use this method because the tests involve recursive residuals. I have a "Mathematica 5.1" version and i can't see if it's possible to perform these tests with your software. 
Can you help me? Is it possible to perform these tests with Mathematica 5.1?
Thank you so much
Greetings,
Cecilia Maria Caruso


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