butchild created MATH-1428:
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Summary: OLSMultipleLinearRegression estimates different
residuals with different order of input
Key: MATH-1428
URL: https://issues.apache.org/jira/browse/MATH-1428
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.4.1
Environment: win7 64bit jdk1.8 intelljidea
Reporter: butchild
I have a regression job with 31 X ,which 30 of them are dummys .
And the length of data is 800+ .
I'm using OLSMultipleLinearRegression to do regression.
I found if I change the order of the 800+ data, the residuals I got from
ols.estimateResiduals()
are differents ,and the correlation of the two differet rersiduals is near
100%,like 99.8%.
My data is below in Docs Text area.
The fields of each Column is :
sig,y,x1,x2,........xn
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