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https://issues.apache.org/jira/browse/MATH-386?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12903901#action_12903901
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Phil Steitz commented on MATH-386:
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Sorry my previous response to the comment above was incorrect. Using
newSampleData(double[], nvars, nobs) will create a model that includes an
intercept term and this will be the first element of the coefficient array.
The newSampleData(double[], double[]) method used in the example above omits
the intercept term (to get an intercept using that method, you need to add a
column of "1"s in the X matrix). This will be fixed in math 2.2. A separate
ticket has been opened for this issue as MATH-411. Thanks for reporting this.
> R2 / Adjusted R2 for multiple linear regression
> -----------------------------------------------
>
> Key: MATH-386
> URL: https://issues.apache.org/jira/browse/MATH-386
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.1
> Reporter: Chetan Gadgil
> Fix For: 2.2
>
> Original Estimate: 48h
> Remaining Estimate: 48h
>
> I am used to using Minitab / other stat package which also returns other
> multiplelinear regression data:
> R^2
> adjusted R^2
> Intercept (commons-math does not appear to normalize).
> Would be nice to have direct APIs for this data from MultipleLinearRegression
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