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