linreg.c: (pspp_linreg_mse) New accessor function

regression.q: (reg_stats_r) Report root MSE instead of std. error of
R-squared. Fixes bug 25677.

diff --git a/src/language/stats/regression.q b/src/language/stats/regression.q
index d82d5549adf3ea6e96ff308f442c03a55d94a7b3..9b485d7bed7fc97590aa9a30e6f680863baf5f3c 100644 (file)
--- a/src/language/stats/regression.q
+++ b/src/language/stats/regression.q
@@ -148,7 +148,7 @@ reg_stats_r (pspp_linreg_cache * c)
   assert (c != NULL);
   rsq = c->ssm / c->sst;
   adjrsq = 1.0 - (1.0 - rsq) * (c->n_obs - 1.0) / (c->n_obs - c->n_indeps);
-  std_error = sqrt ((c->n_indeps - 1.0) / (c->n_obs - 1.0));
+  std_error = sqrt (pspp_linreg_mse (c));
   t = tab_create (n_cols, n_rows, 0);
   tab_dim (t, tab_natural_dimensions);
   tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, n_cols - 1, n_rows - 1);
@@ -281,7 +281,7 @@ reg_stats_anova (pspp_linreg_cache * c)
   int n_cols = 7;
   int n_rows = 4;
   const double msm = c->ssm / c->dfm;
-  const double mse = c->sse / c->dfe;
+  const double mse = pspp_linreg_mse (c);
   const double F = msm / mse;
   const double pval = gsl_cdf_fdist_Q (F, c->dfm, c->dfe);
 
@@ -689,21 +689,17 @@ subcommand_save (struct dataset *ds, int save, pspp_linreg_cache ** models)
 
       for (lc = models; lc < models + cmd.n_dependent; lc++)
        {
-         if (*lc != NULL)
+         assert (*lc != NULL);
+         assert ((*lc)->depvar != NULL);
+         if (cmd.a_save[REGRESSION_SV_RESID])
            {
-             if ((*lc)->depvar != NULL)
-               {
-                 if (cmd.a_save[REGRESSION_SV_RESID])
-                   {
-                     reg_save_var (ds, "RES", regression_trns_resid_proc, *lc,
-                                   &(*lc)->resid, n_trns);
-                   }
-                 if (cmd.a_save[REGRESSION_SV_PRED])
-                   {
-                     reg_save_var (ds, "PRED", regression_trns_pred_proc, *lc,
-                                   &(*lc)->pred, n_trns);
-                   }
-               }
+             reg_save_var (ds, "RES", regression_trns_resid_proc, *lc,
+                           &(*lc)->resid, n_trns);
+           }
+         if (cmd.a_save[REGRESSION_SV_PRED])
+           {
+             reg_save_var (ds, "PRED", regression_trns_pred_proc, *lc,
+                           &(*lc)->pred, n_trns);
            }
        }
     }

diff --git a/src/math/linreg.c b/src/math/linreg.c
index a50aa7d8f105aaff4a6921ee84a88539956d3122..f5ae33e5823f4f79cfaccd73637316baa2f96d0f 100644 (file)
--- a/src/math/linreg.c
+++ b/src/math/linreg.c
@@ -737,3 +737,9 @@ pspp_linreg_with_cov (const struct covariance_matrix *full_cov,
   design_matrix_destroy (cov);
 }
 
+double pspp_linreg_mse (const pspp_linreg_cache *c)
+{
+  assert (c != NULL);
+  return (c->sse / c->dfe);
+}
+

diff --git a/src/math/linreg.h b/src/math/linreg.h
index 53f47a611c71dd92b808379bb905370fc01bbdde..f9d8c9b3f740abfc161ea7df2ecf20131985f700 100644 (file)
--- a/src/math/linreg.h
+++ b/src/math/linreg.h
@@ -222,4 +222,5 @@ void pspp_linreg_set_indep_variable_mean (pspp_linreg_cache *, const struct vari
   Regression using only the covariance matrix.
  */
 void pspp_linreg_with_cov (const struct covariance_matrix *, pspp_linreg_cache *);
+double pspp_linreg_mse (const pspp_linreg_cache *);
 #endif

diff --git a/tests/command/regression-qr.sh b/tests/command/regression-qr.sh
index b90402d718aa6b6a2b6a5fdbf91fa3df68187640..5f4936d81b6cdf8ba06d4f60848cdedc4e678736 100755 (executable)
--- a/tests/command/regression-qr.sh
+++ b/tests/command/regression-qr.sh
@@ -1582,7 +1582,7 @@ diff -b  $TEMPDIR/pspp.list - << EOF
 #============#========#=================#==========================#
 #          R #R Square|Adjusted R Square|Std. Error of the Estimate#
 #========#===#========#=================#==========================#
-#        |.05#     .00|              .00|                       .00#
+#        |.05#     .00|              .00|                      8.11#
 #========#===#========#=================#==========================#
 2.2 REGRESSION.  ANOVA
 #===================#==============#====#===========#=====#============#

diff --git a/tests/command/regression.sh b/tests/command/regression.sh
index db33445e65e75ffec91960868e64ee3d7e099291..a8e1942e5326143c9f7d2fdd5a40ae820b33f52e 100755 (executable)
--- a/tests/command/regression.sh
+++ b/tests/command/regression.sh
@@ -95,7 +95,7 @@ diff -b  $TEMPDIR/pspp.list - << EOF
 #============#========#=================#==========================#
 #          R #R Square|Adjusted R Square|Std. Error of the Estimate#
 #========#===#========#=================#==========================#
-#        |.97#     .94|              .93|                       .33#
+#        |.97#     .94|              .93|                      1.34#
 #========#===#========#=================#==========================#
 2.2 REGRESSION.  ANOVA
 #===================#==============#==#===========#======#============#