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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Tue, 12 Jul 2011 05:52:59 GMT
On 7/11/11 9:34 PM, Greg Sterijevski wrote:
> I also ran the filipelli data through both the regression technique that I
> am working on, and the current multiple regression package. My work in
> progress gets estimates which though not great are close to the certified
> values. OLSMultipleLinearRegression exceptions out, complaining about a
> singular matrix.

I assume the design matrix is near-singular, correct?  Where did the
certified values come from?  If you have access to R, it would be
good to compare results against R as well.  There is R code in
src/test/R set up to compare results against [math].
>
> On Mon, Jul 11, 2011 at 11:07 PM, Greg Sterijevski
> <gsterijevski@gmail.com>wrote:
>
>> Yes, my apologies. I am a bit new to this.
>>
>>
>>
>> On Mon, Jul 11, 2011 at 10:59 PM, Henri Yandell <flamefew@gmail.com>wrote:
>>
>>> I'm assuming this is Commons Math. I've added a [math] so it catches
>>> the interest of those involved.
>>>
>>>
>>> On Mon, Jul 11, 2011 at 8:52 PM, Greg Sterijevski
>>> <gsterijevski@gmail.com> wrote:
>>>> Additionally, I pass all of the Wampler beta estimates.
>>>>
>>>> On Mon, Jul 11, 2011 at 10:40 PM, Greg Sterijevski
>>>> <gsterijevski@gmail.com>wrote:
>>>>
>>>>> Hello All,
>>>>>
>>>>> I am testing the first 'updating' ols regression algorithm. I ran it
>>>>> through the Wampler1 data. It gets 1.0s for all of the beta estimates.
>>> I
>>>>> next ran the Longley dataset. I match, but with a tolerance of 1.0e-6.
>>> This
>>>>> is a bit less than two orders of magnitude worse than the current
>>> incore
>>>>> estimator( 2.0e-8). My question to the list, is how important is this
>>> diff?
>>>>> Is it worth tearing things apart to figure out where the error is
>>>>> accumulating?
>>>>>
>>>>> Thanks,
>>>>>
>>>>> -Greg
>>>>>
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