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[patch #6488] test for QR decomposition in REGRESSION


From: John Darrington
Subject: [patch #6488] test for QR decomposition in REGRESSION
Date: Wed, 09 Apr 2008 05:36:23 +0000
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.7.12) Gecko/20060607 Debian/1.7.12-1.2

Follow-up Comment #1, patch #6488 (project pspp):

I suggest that instead of explicitly providing the test data, we generate it.
 Ie, something similar to:

input program.
loop #i = 1 to 1500.
 compute v1 = #i.
 end case.
end loop.
end file.
end input program.

compute v2 = uniform (750).
compute y = 1.23 + v1 * 4.56 + v2 * 7.89.

regression /variables=v1, v2
        /dependent=y.

This has a couple of advantages:

1. The test script is a more manageable size.
2. It's easy to see if the calculated coefficients are in fact correct.



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