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What is sadly lacking is a program for regression analysis. One can use CANALS/OVERALS, and for some cases even HOMALS, but a specialized program is needed. Similar to ACE, but more versatile, and using least squares throughout.
The project is to write this program, to test it an various data sets, to use the library of transformation routines, and to extend it by the various diagnostics and graphics that are common in regression. The program should be done in C, and it should have an HTML interface.
There should also be a thorough comparision with SIR, ACE, GAM, GLM, GEE, Box-Cox, both theoretically and practically.
Thought should be given to using weighted least squares for correlated errors, hierarchical models, and the like.