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From Henri Yandell <flame...@gmail.com>
Subject [math] Re: Longley Data
Date Tue, 12 Jul 2011 03:59:51 GMT
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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