Polynomial regression - Warning

Polynomial regression was where I came into numerical analysis at the beginning of my academic career 40 years ago. It is a dangerously ill-conditioned problem, meaning that the regression parameters are untrustworthy, though the "fit", i.e., the model, may be useful if the calculations are done properly. There are ways of doing it that are "less dangerous" using orthogonal polynomials.

Just a warning that it should not be a high priority to add. Let the Excel users drive off the cliff. If it is added for Excel compatibility, then I'd still recommend a "Gnumeric does Vista" and pop up warnings asking if the dangerous move should be allowed. Come to think of it, one could borrow exactly the Vista popups so folk would blame Bill.

Seriously, think if you really need polynomial regression or can use a less troublesome approach.


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