NIST; cross-validation [Software]

posted by Helmut Homepage – Vienna, Austria, 2013-07-03 16:28 (4326 d 03:14 ago) – Posting: # 10929
Views: 42,084

Dear Yung-jin,

❝ So there is no "reference dataset" at all. Is that possible that we can have some kind of "reference datasets" like NIST StRD Nonlinear Regression Datasets or similar?


If Elba will succeed in convincing NIST of its importance we will have one… ;-)

Note that NIST’s datasets do not necessarily represent the “truth”, only the “best-available” solutions. Quote from the background information:

The generated datasets are designed to challenge specific computations. Real-world data include challenging datasets such as the Thurber problem, and more benign datasets such as Misra1a. The certified values are "best-available" solutions, obtained using 128-bit precision and confirmed by at least two different algorithms and software packages using analytic derivatives.


❝ Otherwise, in order to validate bear, users will need to pay for commercial computer programs.


Why? If you compare bear’s results with the published ones you don’t have to have the software which generated them.


P.S.: Yung-jin added the validation to bear’s website (162 pages, 4.45 MB). Now it’s up to the user to compare the different programs’ output. BTW: WinNonlin Pro 4.01, but which versions of bear and SAS?

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