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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-411) Multiple Regression newSampleData methods inconsistently create / omit intercepts
Date Wed, 08 Sep 2010 01:31:32 GMT

    [ https://issues.apache.org/jira/browse/MATH-411?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12907051#action_12907051
] 

Phil Steitz commented on MATH-411:
----------------------------------

Fixed in r993574.  Modified multiple regression newSample methods to ensure that by default
in all cases, regression models are estimated with intercept terms.  Prior to the fix for
this issue,  newXSampleData(double[][]), newSampleData(double[], double[][]) and newSampleData(double[],
double[][], double[][]) all required columns of "1's  to be inserted into the x[][] arrays
to create a model with an intercept term;while newSampleData(double[], int, int) created a
model including an intercept term without requiring the unitary column.  All methods have
 been changed to eliminate the need for users to add unitary columns to specify regression
models.

Leaving open until MATH-409 is resolved. 


> Multiple Regression newSampleData methods inconsistently create / omit intercepts
> ---------------------------------------------------------------------------------
>
>                 Key: MATH-411
>                 URL: https://issues.apache.org/jira/browse/MATH-411
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0, 2.1
>            Reporter: Phil Steitz
>             Fix For: 2.2
>
>
> The newSampleData(double[], nrows, ncols) method used in the unit tests adds a unitary
column to the design matrix, resulting in an intercept term being estimated among the regression
parameters.  The other newSampleData methods do not do this, forcing users to add the column
of "1"s to estimate models with intercept.  Behavior should be consistent and users should
not have to add the column.

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