Polynomial regression - Warning
- From: Prof J C Nash <nashjc ncf ca>
- To: gnumeric-list gnome org
- Subject: Polynomial regression - Warning
- Date: Tue, 09 Oct 2007 14:46:56 -0400
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.
JN
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