I don't have a strong background in statistics, but I'm a programmer and needed to implement some statistical aggregate functions in the DSL I'm writing. This DSL processes events in an online fashion, with sub-linear memory constraints.
The second post is about implementing the online linear regression. I did it, and it seems to have consistent results with all implementations I've found on the internet.
But, looking for more info on it, I saw this question here on this site. And most answers seem to agree that it is not possible to compute running the linear regression. I find this a little confusing since I have an actual implementation that does so.
So, that's the question: is it possible to implement running/online linear regression? If not, what is wrong with the method I implemented?