Preisser, John S.; Qaqish, Bahjat F.; Perin, Jamie - In: Biometrika 95 (2008) 2, pp. 509-513
We describe an algorithm based upon the Sherman--Morrison--Woodbury formula for the inversion of matrices with special structure that occur in formulae for deletion diagnostics. Substantial computational savings relative to a method based upon Cholesky's decomposition are illustrated. The result...