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)