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OLS/GLSLinearRegression sufficient data check is overly aggressive when model has no intercept #13

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psteitz opened this Issue Nov 12, 2016 · 0 comments

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psteitz commented Nov 12, 2016

The validateSampleData method in AbstractLinearRegression requires that the number of rows in the design matrix is at least one greater than the number of regressors. If the model does not include an intercept term, this check is too stringent: nobs == number of regressors should be allowed in this case.

This issue was surfaced by the StackOverflow question OLS Multiple Linear Regression with commons-math

@psteitz psteitz closed this in 4ab9399 Nov 12, 2016

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