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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Longley Data
Date Tue, 12 Jul 2011 03:40:58 GMT
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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