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https://issues.apache.org/jira/browse/MATH-217?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12617324#action_12617324
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Phil Steitz commented on MATH-217:
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Changes in beta computation committed in r 680162.
Leaving open, as there is still work to do on the variance estimation.
> OLS regression should use QR decomposition
> ------------------------------------------
>
> Key: MATH-217
> URL: https://issues.apache.org/jira/browse/MATH-217
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.0
> Reporter: Phil Steitz
> Fix For: 2.0
>
>
> Inverting the normal equations to estimate OLS regression parameters does not
> give good numerics. The newly added QR decomposition implementation in
> commons math could be used to improve performance and numerics.
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