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Posted to issues@commons.apache.org by "Fawaz Alhenaki (Jira)" <ji...@apache.org> on 2020/02/11 18:27:00 UTC

[jira] [Created] (MATH-1513) Additional Statistics To be toggled to Display with Linear Regression

Fawaz Alhenaki created MATH-1513:
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             Summary: Additional Statistics To be toggled to Display with Linear Regression
                 Key: MATH-1513
                 URL: https://issues.apache.org/jira/browse/MATH-1513
             Project: Commons Math
          Issue Type: Improvement
    Affects Versions: 3.6.1
            Reporter: Fawaz Alhenaki


As part of apache.commons.math3.stat.regression does not provide some important statistics that are typically associated with linear regression calculations  (i.e. should be a possible addition to OLSMultipleLinearRegression to view these stats).

I propose adding the following statistics:
 * The standard error values for the coefficients m1,m2,...,mn.
 * The standard error value for the constant b 
 * The coefficient of determination
 * The standard error for the y estimate.
 * The F statistic, or the F-observed value.
 * The degrees of freedom
 * The regression sum of squares.
 * The residual sum of squares

 

Further information about these stats can be found here: [https://support.office.com/en-us/article/linest-function-84d7d0d9-6e50-4101-977a-fa7abf772b6d]

 



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