Dr. Oliver Walter
2017-08-27 09:04:09 UTC
Dear all,
I came across a problem with the parameter estimates variance-covariance
matrix of linear regression in PSPP 0.10.5-pre2g9a68ff on a Windows 10
computer. This matrix is not correctly printed in the output, as can be
seen on the attached photos (pspp vs. results from R): 2.480, for
example, is not the error variance of the variable "horsepower", but of
the variable "type", as can be clearly seen if you compare it with the
standard errors of the parameter estimates above. 0.0135 seems to be the
covariance between "horsepower" and "type" and not between "horsepower"
and "engine size".
Kind regards,
Oliver Walter
I came across a problem with the parameter estimates variance-covariance
matrix of linear regression in PSPP 0.10.5-pre2g9a68ff on a Windows 10
computer. This matrix is not correctly printed in the output, as can be
seen on the attached photos (pspp vs. results from R): 2.480, for
example, is not the error variance of the variable "horsepower", but of
the variable "type", as can be clearly seen if you compare it with the
standard errors of the parameter estimates above. 0.0135 seems to be the
covariance between "horsepower" and "type" and not between "horsepower"
and "engine size".
Kind regards,
Oliver Walter