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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Tue, 12 Jul 2011 14:43:20 GMT
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?

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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