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Posted to issues@commons.apache.org by "greg sterijevski (JIRA)" <ji...@apache.org> on 2011/07/14 07:33:59 UTC
[jira] [Updated] (MATH-619) ADJUSTED R SQUARED INCORRECT IN
REGRESSION RESULTS
[ https://issues.apache.org/jira/browse/MATH-619?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
greg sterijevski updated MATH-619:
----------------------------------
Attachment: regres
> ADJUSTED R SQUARED INCORRECT IN REGRESSION RESULTS
> --------------------------------------------------
>
> Key: MATH-619
> URL: https://issues.apache.org/jira/browse/MATH-619
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Java
> Reporter: greg sterijevski
> Attachments: regres
>
>
> I forgot to cast to double when dividing two integers:
> this.globalFitInfo[ADJRSQ_IDX] = 1.0 -
> (1.0 - this.globalFitInfo[RSQ_IDX]) *
> ( nobs / ( (nobs - rank)));
> Should be
> this.globalFitInfo[ADJRSQ_IDX] = 1.0 -
> (1.0 - this.globalFitInfo[RSQ_IDX]) *
> ( (double) nobs / ( (double) (nobs - rank)));
> Patch attached.
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