[jira] [Created] (MATH-1428) OLSMultipleLinearRegression estimates different residuals with different order of input

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

[jira] [Created] (MATH-1428) OLSMultipleLinearRegression estimates different residuals with different order of input

JIRA jira@apache.org
butchild created MATH-1428:
------------------------------

             Summary: OLSMultipleLinearRegression estimates different  residuals with different order of input
                 Key: MATH-1428
                 URL: https://issues.apache.org/jira/browse/MATH-1428
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.4.1
         Environment: win7  64bit  jdk1.8  intelljidea
            Reporter: butchild


I have a regression job with  31 X  ,which 30 of them are dummys .
And the length of data is 800+ .
I'm using OLSMultipleLinearRegression to do regression.
I found if I change the order of the 800+ data, the residuals I got from  ols.estimateResiduals()
are differents ,and  the correlation of the two differet  rersiduals is near 100%,like 99.8%.

My data is below in Docs Text area.
The fields of each Column is :
sig,y,x1,x2,........xn




--
This message was sent by Atlassian JIRA
(v6.4.14#64029)
Loading...