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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Tue, 12 Jul 2011 04:34:30 GMT
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.


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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