The Mathematica Journal: Volume 9, Issue 4: On the Numerical Accuracy of Mathematica 5.0 for Doing Linear and Nonlinear Regression

On the Numerical Accuracy of Mathematica 5.0 for Doing Linear and Nonlinear Regression

Marc Nerlove

This article presents the results of performing the linear and nonlinear regressions used as benchmarks by the National Institute of Standards and Technology (NIST) with Mathematica 5.0. The performance is nearly flawless.

"Here is the guess of their true strength and forces
By diligent discovery;... "
King Lear, V. i. 52

Notebook

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1. Introduction

2. The NIST StRD Datasets and Certified Results for Linear and Nonlinear Regression

3. Methods for Linear and Nonlinear Regression

4. Discussion of the Results Using Mathematica 5.0

5. Discussion of the Results Using Mathematica 5.1

About the Author

Marc Nerlove is a professor of economics at the University of Maryland, College Park, MD. He received his B.A. in mathematics from the University of Chicago and his M.A. and Ph.D. degrees in economics from Johns Hopkins University. His research interests include environmental and resource economics, likelihood inference in econometrics, and agricultural development in the context of two-sector economic growth.

Marc Nerlove
Department of Agricultural and Resource Economics
University of Maryland
College Park, MD 20742
mnerlove@arec.umd.edu
www.arec.umd.edu/mnerlove/mnerlove.htm