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Questions tagged [recursive-model]

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7
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Population model to model year to year dynamics

My task is to assess how various environmental variables affect annual population fluctuations. For this, I would use a model like: $$ \mbox{log} ( \mu_{i,j+1} ) = \mbox{log} ( \mu_{i,j} ) + R_{j} + \...
6
votes
2answers
761 views

Intuition for recursive least squares

The least squares formula, $\beta = (X'X)^{-1}X'Y$ can be recursively formulated as \begin{align} \beta_t &= \beta_{t-1} +\frac{1}{t}R_t^{-1}x_t'(y_t-x_t\beta_{t-1}),\\ R_t &= R_{t-1}+\frac{1}...