On 7/11/11 9:34 PM, Greg Sterijevski wrote: > I also ran the filipelli data through both the regression technique that I > am working on, and the current multiple regression package. My work in > progress gets estimates which though not great are close to the certified > values. OLSMultipleLinearRegression exceptions out, complaining about a > singular matrix.
I assume the design matrix is near-singular, correct? Where did the certified values come from? If you have access to R, it would be good to compare results against R as well. There is R code in src/test/R set up to compare results against [math]. > > On Mon, Jul 11, 2011 at 11:07 PM, Greg Sterijevski > <gsterijev...@gmail.com>wrote: > >> Yes, my apologies. I am a bit new to this. >> >> >> >> On Mon, Jul 11, 2011 at 10:59 PM, Henri Yandell <flame...@gmail.com>wrote: >> >>> I'm assuming this is Commons Math. I've added a [math] so it catches >>> the interest of those involved. >>> >>> >>> On Mon, Jul 11, 2011 at 8:52 PM, Greg Sterijevski >>> <gsterijev...@gmail.com> wrote: >>>> Additionally, I pass all of the Wampler beta estimates. >>>> >>>> On Mon, Jul 11, 2011 at 10:40 PM, Greg Sterijevski >>>> <gsterijev...@gmail.com>wrote: >>>> >>>>> Hello All, >>>>> >>>>> I am testing the first 'updating' ols regression algorithm. I ran it >>>>> through the Wampler1 data. It gets 1.0s for all of the beta estimates. >>> I >>>>> next ran the Longley dataset. I match, but with a tolerance of 1.0e-6. >>> This >>>>> is a bit less than two orders of magnitude worse than the current >>> incore >>>>> estimator( 2.0e-8). My question to the list, is how important is this >>> diff? >>>>> Is it worth tearing things apart to figure out where the error is >>>>> accumulating? >>>>> >>>>> Thanks, >>>>> >>>>> -Greg >>>>> >>> --------------------------------------------------------------------- >>> To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org >>> For additional commands, e-mail: dev-h...@commons.apache.org >>> >>> --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
