Solving in another way is beyond my knowledge at this point. As i've stated, i'm no stats guru. I can however come up with an interface or something to perform the regression, and then provide a RealMatrix based implementation. Beyond that, i'm afraid i'm not going to be able to do more than i have already.
-----Original Message----- From: Phil Steitz [mailto:[EMAIL PROTECTED] Sent: Wednesday, January 28, 2004 5:22 PM To: Jakarta Commons Developers List Subject: RE: [math] Re: - Multiple Linear Regression --- [EMAIL PROTECTED] wrote: > Here's a little snippet on linear regression: > http://www.mathworks.com/access/helpdesk/help/toolbox/stats/linear20.shtml#4 9537 Nice reference. Unfortunately, it points out the fact that I think either you, J or Al mentioned some time ago that solving the normal equations directly gives bad numerics. That means that it is probably *not* a good idea to use RealMatrix directly, but maybe to first implement QR decomp. In any case, we need to look into the numerics, select a good algorithm and probably make it pluggable. > > The first equation is the common form (in matrix terms) of a linear > model. It also defines residuals and other important points regarding > multiple regression. > > The nice thing about linear models, is not only are they used for > regression analysis, but they are the basis for ANOVA as well. So, I > for one, would like to see a pure matrix based implementation for > linear regression as it more likely reuseable for ANOVA. > > Also, we can add a facade to the matrix implementation for those whole > just want to deal with double[] and double[][] structures. Much like > we've done with the summary stats. +1 > > Take note of the hat matrix. Some more advanced analysis like > measuring the effect of an observation can be easily accomplished > using the hat matrix. So, it might be worth while to incorporate > caching of the hat matrix in any implementation. +1 Phil __________________________________ Do you Yahoo!? Yahoo! SiteBuilder - Free web site building tool. Try it! http://webhosting.yahoo.com/ps/sb/ --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED] --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
