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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Tue, 12 Jul 2011 17:09:19 GMT
Yes, I understand that Filippelli should be separate. I was more concerned
with Wampler... though I guess since I haven't checked if they all run, they
might need separate commits.

-Greg

On Tue, Jul 12, 2011 at 11:37 AM, Phil Steitz <phil.steitz@gmail.com> wrote:

> On 7/12/11 9:14 AM, Greg Sterijevski wrote:
> > I have opened a JIRA issue. I would also like to add the Wampler1-4 tests
> > into OLSMultipleRegression. Would it be okay to do this with one change?
> > Instead of multiple ones?
>
> Thanks!
>
> It would be better to separate the "successful" test patch.  Create
> a new issue called something like "Additional NIST reference data
> tests for OLS Regression."  There are two reasons for separating
> these patches:
>
> 1) We never like to commit failing tests. The test case illustrating
> MATH-615 will get committed when the bug is resolved.
> 2) The non-Fillippi tests have nothing to do with MATH-615.
>
> Many thanks for implementing the reference data tests.
>
> Phil
> > On Tue, Jul 12, 2011 at 10:37 AM, Greg Sterijevski
> > <gsterijevski@gmail.com>wrote:
> >
> >> I will add the tests. I do believe it is the QR decomp which is failing.
> >>
> >> -Greg
> >>
> >>
> >> On Tue, Jul 12, 2011 at 10:31 AM, Phil Steitz <phil.steitz@gmail.com
> >wrote:
> >>
> >>> 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 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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> >>>>>>>>
> >>>>>>>>
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> >>>>>
> >>>>>
> >>>
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> >>>
> >>>
>
>
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>

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