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Date: Mon, 21 Jun 2010 10:01:28 -0400 (EDT)
From: "Phil Steitz (JIRA)" <jira@apache.org>
To: issues@commons.apache.org
Subject: [jira] Commented: (MATH-377) weight versus sigma in
 AbstractLeastSquares
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    [ https://issues.apache.org/jira/browse/MATH-377?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12880832#action_12880832 ] 

Phil Steitz commented on MATH-377:
----------------------------------

I guess if you assume normalliy distributed errors, it makes sense, so drop the last comment and I am +1 for the change (with definition added to the javadoc).

> weight versus sigma in AbstractLeastSquares
> -------------------------------------------
>
>                 Key: MATH-377
>                 URL: https://issues.apache.org/jira/browse/MATH-377
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.1
>            Reporter: Dimitri Pourbaix
>             Fix For: 2.2
>
>   Original Estimate: 0.02h
>  Remaining Estimate: 0.02h
>
> In AbstractLeastSquares, residualsWeights contains the WEIGHTS assigned to each observation.  In the method getRMS(), these weights are multiplicative as they should. unlike in getChiSquare() where it appears at the denominator!   If the weight is really the weight of the observation, it should multiply the square of the residual even in the computation of the chi2.
>  Once corrected, getRMS() can even reduce
>  public double getRMS() {return Math.sqrt(getChiSquare()/rows);}

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