On 7/12/11 7:43 AM, Greg Sterijevski wrote:
> I will run against R.
>
> Here is the official repository @ NIST for Wampler/Longley/Filippelli data..
>
> http://www.itl.nist.gov/div898/strd/lls/lls.shtml
>
> If you follow the link, the ASCII data files also have the certified
> results.
>
> Would you like me to add these tests to the unit test for
> OLSMultipleLinearRegression?
>
That would be great. Thanks!
We should also figure out why OLSLinearRegression thinks the
Filippelli design matrix is singular. We should raise a JIRA for
that. Could be this is a QR decomp issue.
Phil
> On Tue, Jul 12, 2011 at 12:52 AM, Phil Steitz <phil.steitz@gmail.com> wrote:
>
>> 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 nearsingular, 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
>> 1.0e6.
>>>>> This
>>>>>>> is a bit less than two orders of magnitude worse than the current
>>>>> incore
>>>>>>> estimator( 2.0e8). 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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>>
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