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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Resolved: (MATH-386) R2 / Adjusted R2 for multiple linear regression
Date Tue, 24 Aug 2010 02:00:16 GMT

     [ https://issues.apache.org/jira/browse/MATH-386?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Phil Steitz resolved MATH-386.
------------------------------

    Resolution: Fixed

Sorry, I should have been clearer in my last comment above.  To estimate a model including
an intercept, you need to include a column identically equal to 1 in the design matrix.  This
is what I meant by weakness in the documentation. The documentation issue has been raised
as MATH-407.  

> R2 / Adjusted R2 for multiple linear regression
> -----------------------------------------------
>
>                 Key: MATH-386
>                 URL: https://issues.apache.org/jira/browse/MATH-386
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 2.1
>            Reporter: Chetan Gadgil
>             Fix For: 2.2
>
>   Original Estimate: 48h
>  Remaining Estimate: 48h
>
> I am used to using Minitab / other stat package which also returns other multiplelinear
regression data:
> R^2
> adjusted R^2
> Intercept (commons-math does not appear to normalize).
> Would be nice to have direct APIs for this data from MultipleLinearRegression

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