On 7/12/11 7:43 AM, Greg Sterijevski wrote: > I will run against R. > > Here is the official repository @ NIST for Wampler/Longley/Filippelli data.. > > http://www.itl.nist.gov/div898/strd/lls/lls.shtml > > If you follow the link, the ASCII data files also have the certified > results. > > Would you like me to add these tests to the unit test for > OLSMultipleLinearRegression? > That would be great. Thanks!
We should also figure out why OLSLinearRegression thinks the Filippelli design matrix is singular. We should raise a JIRA for that. Could be this is a QR decomp issue. Phil > On Tue, Jul 12, 2011 at 12:52 AM, Phil Steitz <phil.ste...@gmail.com> wrote: > >> 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 >> >> --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
