Re: Polynomial regression - Warning
- From: Prof J C Nash <nashjc ncf ca>
- To: Morten Welinder <mwelinder gmail com>
- Cc: gnumeric-list gnome org, nashjc uottawa ca, Adrian Custer <acuster gmail com>
- Subject: Re: Polynomial regression - Warning
- Date: Tue, 09 Oct 2007 19:11:15 -0400
Use of the condition number is sensible. If one can detect polynomial
regression, however, there are alternatives that may improve the
condition, and it would be nice to tell folk. That's not necessarily
Gnumeric's job, of course. And there may be more important "bad habits"
that should be dealt with first. My experience is that users of
polynomial regression don't want to know they are doing something silly,
and are wilfully blind to the issues.
There's of course the annoying problem that condition numbers are not
easy to estimate .... Another story. I'll hopefully be able to provide
some input and reasonable (i.e., plug out, plug in) fixes after a few
more months of wading through other projects.
JN
Morten Welinder wrote:
Unfortunately we cannot really know if the user's use of the tool is sane.
Yes, a chain saw can be dangerous but it is fundamentally a good tool
when used right.
What we can do -- at least for the GUI regression tool -- is to check the
condition number of the relevant matrix. We do that already and warn
when the result starts to lose significance. And err when it is completely
gone.
Morten
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