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From "Phil Steitz (JIRA)" <>
Subject [jira] Commented: (MATH-386) R2 / Adjusted R2 for multiple linear regression
Date Sat, 28 Aug 2010 22:20:53 GMT


Phil Steitz commented on MATH-386:

Sorry my previous response to the comment above was incorrect.   Using newSampleData(double[],
nvars, nobs) will create a model that includes an intercept term and this will be the first
element of the coefficient array.  The newSampleData(double[], double[]) method used in the
example above omits the intercept term (to get an intercept using that method, you need to
add a column of "1"s in the X matrix).  This will be fixed in math 2.2.  A separate ticket
has  been opened for this issue as MATH-411.  Thanks for reporting this.

> R2 / Adjusted R2 for multiple linear regression
> -----------------------------------------------
>                 Key: MATH-386
>                 URL:
>             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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