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Posted to dev@commons.apache.org by bu...@apache.org on 2004/10/23 05:52:26 UTC
DO NOT REPLY [Bug 31860] New: -
Wrong p-value in SimpleRegression (factor 2 difference)
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http://issues.apache.org/bugzilla/show_bug.cgi?id=31860
Wrong p-value in SimpleRegression (factor 2 difference)
Summary: Wrong p-value in SimpleRegression (factor 2 difference)
Product: Commons
Version: 1.0 Alpha
Platform: All
OS/Version: Other
Status: NEW
Severity: Critical
Priority: Other
Component: Math
AssignedTo: commons-dev@jakarta.apache.org
ReportedBy: kim@kimvdlinde.com
SimpleRegression gives back wrong P-value. (when test data set is compared to
STATISTICA software package output. Error is likely one-sided versus two-sided
testing issue:
OLD:
public double getSignificance() throws MathException {
return (
1.0 - getTDistribution().cumulativeProbability(
Math.abs(getSlope()) / getSlopeStdErr()));
}
FIXED:
public double getSignificance() throws MathException {
return 2d*(
1.0 - getTDistribution().cumulativeProbability(
Math.abs(getSlope()) / getSlopeStdErr()));
}
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