calculateYVariance in OLS/GLSMultipleLinearRegression uses residuals not Y vars
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Key: MATH-392
URL: https://issues.apache.org/jira/browse/MATH-392
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.1
Reporter: Mark Devaney
Priority: Minor
Implementation of OLS/GLSMultipleLinearRegression is:
@Override
173 protected double calculateYVariance() {
174 RealVector residuals = calculateResiduals();
175 return residuals.dotProduct(residuals) /
176 (X.getRowDimension() - X.getColumnDimension());
177 }
This gives variance of residuals not variance of the dependent (Y) variable as
the documentation suggests.
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