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From "Phil Steitz (JIRA)" <>
Subject [jira] Resolved: (MATH-408) GLSMultipleLinearRegression has no nontrivial validation tests
Date Sun, 12 Dec 2010 21:51:01 GMT


Phil Steitz resolved MATH-408.

    Resolution: Fixed

Added a non-trivial test in r1044935.  While still not really a full verification test, it
does at least verify that the GLS impl provided does better than OLS for models with error
structure conforming to its covariance matrix.

> GLSMultipleLinearRegression has no nontrivial validation tests
> --------------------------------------------------------------
>                 Key: MATH-408
>                 URL:
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0, 2.1
>            Reporter: Phil Steitz
>             Fix For: 2.2
> There are no non-trivial tests verifying the computations for GLSMultipleLinearRegression.
 Tests verifying computations against analytically determined models, R or some other reference
package / datasets should be added to ensure that the statistics reported by this class are

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