[MATH-392] calculateYVariance in OLS/GLSMultipleLinearRegression uses residuals not Y vars

• Type: Bug
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 2.1
• Fix Version/s: 2.2
• Assignee: Unassigned
• Reporter: Mark Devaney
• Created: 21/Jul/10 18:43
• Updated: 23/Mar/11 20:13
• Resolved: 22/Aug/10 13:16

Description

Implementation of OLS/GLSMultipleLinearRegression is:
@Override
173 protected double calculateYVariance()

{ 174 RealVector residuals = calculateResiduals(); 175 return residuals.dotProduct(residuals) / 176 (X.getRowDimension() - X.getColumnDimension()); 177 }

This gives variance of residuals not variance of the dependent (Y) variable as the documentation suggests.