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A bug in DesignedRegress?

Hi Mathgroup!
I am currently doing very much regression analysis,where the design
matrix X is of size 4928 x k (k  > 26). The usual formula
betaHat=Inverse[Transpose[X].X].Transpose[X].y works fine.
DesignedRegress[X,y] says very soon "Out of memory", which I think is
impossible. I am using version 3.0 for Windows 95.

Osmo Kolehmainen
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