[
https://issues.apache.org/jira/browse/MATH-857?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Gilles updated MATH-857:
------------------------
Priority: Minor (was: Major)
Affects Version/s: (was: 3.1)
Fix Version/s: (was: 3.0)
Summary: Include a VIF and TOLERANCE check for a 2 dimensional
double array, to determine variables that cause multi-colinearity issues and
should be excluded from the models (was: I would like to include a VIF and
TOLERANCE check for a 2 dimensional double array, vey commonly used by major
packages to determine variables that cause multi-colinearity issues and should
be excluded from the models)
> Include a VIF and TOLERANCE check for a 2 dimensional double array, to
> determine variables that cause multi-colinearity issues and should be
> excluded from the models
> ---------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-857
> URL: https://issues.apache.org/jira/browse/MATH-857
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 3.0
> Environment: can apply to all operating systems
> Reporter: Marios Michaelidis
> Priority: Minor
> Labels: build, test
> Fix For: 3.1
>
> Original Estimate: 48h
> Remaining Estimate: 48h
>
> Multicollinearity is a statistical phenomenon in which two or more predictor
> variables in any multiple regression model are highly correlated. Tolerance
> and VIF are checks that allows to avoid optimization failes due to "inability
> to converge". Most of the times, the major packages (SAS, SPSS etc), have a
> check prior to running the model and they exclude variables that might cause
> these kind of problems. It is quite a useful tool to be in common maths.
--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators
For more information on JIRA, see: http://www.atlassian.com/software/jira
