Re: [OctDev] regress and rcoplot (partially written, please help)

[Paul K. <pki...@us...>]

On Feb 15, 2006, at 8:03 AM, William Poetra Yoga Hadisoeseno wrote:

> OK, so it seems I've been idle for the past few weeks. Would you like
> to try the file? It's attached.
>
> --
> William Poetra Yoga Hadisoeseno
> <regress.m>

Okay, I added a test of the Longley data set from the NIST Statistical 
Reference Database.

The performance is pretty bad (norm of answer-certified value is about 
10^-7), but that's a bit better than the competition.

Someone with more R experience than me will have to see if it performs 
any better.

Also, if you can convert bint to standard error values that would be 
convenient.

	- Paul

----

% Longley data from the NIST Statistical Reference Dataset
Z = [  60323    83.0   234289   2356     1590    107608  1947
        61122    88.5   259426   2325     1456    108632  1948
        60171    88.2   258054   3682     1616    109773  1949
        61187    89.5   284599   3351     1650    110929  1950
        63221    96.2   328975   2099     3099    112075  1951
        63639    98.1   346999   1932     3594    113270  1952
        64989    99.0   365385   1870     3547    115094  1953
        63761   100.0   363112   3578     3350    116219  1954
        66019   101.2   397469   2904     3048    117388  1955
        67857   104.6   419180   2822     2857    118734  1956
        68169   108.4   442769   2936     2798    120445  1957
        66513   110.8   444546   4681     2637    121950  1958
        68655   112.6   482704   3813     2552    123366  1959
        69564   114.2   502601   3931     2514    125368  1960
        69331   115.7   518173   4806     2572    127852  1961
        70551   116.9   554894   4007     2827    130081  1962 ];
% Results certified by NIST using 100 digit arithmetic
% b and standard error in b
V = [  -3482258.63459582         890420.383607373
         15.0618722713733         84.9149257747669
        -0.358191792925910E-01    0.334910077722432E-01
        -2.02022980381683         0.488399681651699
        -1.03322686717359         0.214274163161675
        -0.511041056535807E-01    0.226073200069370
         1829.15146461355         455.478499142212 ];
Rsq = 0.995479004577296;
F = 330.285339234588;
y = Z(:,1); X = [ones(rows(Z),1), Z(:,2:end)];
[b, bint, r, rint, stats] = regress (y, X, 0.05);
assert(b, V(:,1), 6e-7)
assert(stats(1), Rsq, 7e-14)
assert(stats(2), F, 5e-9)