I'm having problems with the LinearRegression.CaseStatistics class. If I try to call getPredictedResponse() or getResidual(), the returned values don't make sense. As far as I can tell, it just seems to return the intercept term and ignore the explanatory variables.

Here's a slightly modified example that demonstates.

Code:

import com.imsl.math.PrintMatrix;
import com.imsl.math.PrintMatrixFormat;
import com.imsl.stat.LinearRegression;
import java.util.Arrays;
public class LinearRegressionEx2
{
public static void main(String args[])
{
LinearRegression r = new LinearRegression(2, true);
double y[] = {3, 4, 5, 7, 7, 8, 9};
double x[][] = {{1, 1}, {1, 2}, {1, 3}, {1, 4}, {1, 5}, {0, 6}, {1, 7}};
double[] coefs = new double[3];
double[][] results = new double[7][8];
double[] confint = new double[2];
r.update(x, y);
coefs = r.getCoefficients();
for (int k = 0; k < 7; k++) {
LinearRegression.CaseStatistics cs = r.getCaseStatistics(x[k], y[k]);
confint = cs.getConfidenceInterval();
results[k][0] = cs.getObservedResponse();
results[k][1] = cs.getPredictedResponse();
results[k][2] = cs.getResidual();
results[k][3] = cs.getJackknifeResidual();
results[k][4] = cs.getCooksDistance();
results[k][5] = cs.getDFFITS();
results[k][6] = confint[0];
results[k][7] = confint[1];
}
PrintMatrix p = new PrintMatrix("Selected Case Statistics");
PrintMatrixFormat mf = new PrintMatrixFormat();
String labels[] = {
"Observed", "Predicted", "Residual", "Jackknife Residual.", "Cook's D", "DFFITS",
"[Conf. Interval", "on the Mean]"};
mf.setColumnLabels(labels);
p.print(mf, results);
System.out.println("Coefficient estimates: " + Arrays.toString(coefs));
}
}