src/ports/postgres/modules/regress/test/robust.ic.sql_in

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 * to you under the Apache License, Version 2.0 (the
 * "License"); you may not use this file except in compliance
 * with the License.  You may obtain a copy of the License at
 *
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 * Unless required by applicable law or agreed to in writing,
 * software distributed under the License is distributed on an
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 *//* ----------------------------------------------------------------------- */

/* -----------------------------------------------------------------------------
 * Test Linear Regression.
 * -------------------------------------------------------------------------- */

/*
 * The following example is taken from:
 * http://www.weibull.com/DOEWeb/estimating_regression_models_using_least_squares.htm#Example%205.1
 * http://www.weibull.com/DOEWeb/hypothesis_tests_in_multiple_linear_regression.htm#Example%205.3
 */
DROP TABLE IF EXISTS weibull;
CREATE TABLE weibull (
    id INTEGER NOT NULL,
    x1 DOUBLE PRECISION,
    x2 DOUBLE PRECISION,
    y DOUBLE PRECISION
);

/*
 * We materialize the table here because on MPP systems we want to distribute
 * the data to the segments (and not do the calculations in memory).
 */
INSERT INTO weibull(id, x1, x2, y) VALUES
( 1, 41.9, 29.1, 251.3),
( 2, 43.4, 29.3, 251.3),
( 3, 43.9, 29.5, 248.3),
( 4, 44.5, 29.7, 267.5);


--------------------- Robust linear regression install checks -----------

SELECT (robust_linregr(y, ARRAY[1, x1, x2], coef)).*
FROM
(		SELECT (linregr(y, ARRAY[1, x1, x2])).coef
		FROM weibull
) as mle_coef,
weibull as src;
DROP TABLE IF EXISTS result_weibull_3;
DROP TABLE IF EXISTS result_weibull_3_summary;
select robust_variance_linregr('weibull', 'result_weibull_3', 'y', 'ARRAY[1, x1, x2]');
-- End of robust linear regression