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Re: About REGRESS.pro [message #47886 is a reply to message #47795] Tue, 07 March 2006 17:53 Go to previous messageGo to previous message
Kenneth P. Bowman is currently offline  Kenneth P. Bowman
Messages: 585
Registered: May 2000
Senior Member
In article <MPG.1e777b4ff5bfe993989bc4@news.frii.com>,
David Fanning <davidf@dfanning.com> wrote:

> Kenneth Bowman writes:
>
>> You could test REGRESS by giving it data for which you know the answer.
>
> Too simple. If it was me, and I knew the answer ahead of time,
> confirmation of the result wouldn't make me at all confident.
> I'd just assume they were making the same damn errors I'm
> making. :-(
>
> Cheers,
>
> David

Well, here's a stochastic test. You could also try a problem with an
analytical solution.

Ken


a0 = 1.0
b0 = 0.5
eps = 0.3
n = 1000

x = RANDOMN(seed, n)
y = a0 + b0*x + eps*RANDOMN(seed, n)
b = REGRESS(x, y, CONST = a, YFIT = yfit)

PLOT, x, y, PSYM = 1
OPLOT, x, yfit, PSYM = -3

PRINT, a0, b0
PRINT, a, b
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