[Date Index]
[Thread Index]
[Author Index]
Re: Fit vs Regress
*To*: mathgroup at smc.vnet.net
*Subject*: [mg4356] Re: Fit vs Regress
*From*: rubin at msu.edu (Paul A. Rubin)
*Date*: Thu, 11 Jul 1996 01:02:01 -0400
*Organization*: Michigan State University
*Sender*: owner-wri-mathgroup at wolfram.com
In article <4qqnlu$49m at dragonfly.wolfram.com>,
"Prof. L. Seiford, IEOR, UMass, 413/545-1658" <SEIFORD at ecs.umass.edu>
wrote:
->I received the following from a colleague.
->I'm not that familiar with the package.
->Does anyone have an explanation?
->thanks
->--larry
->
->>Wayne and I are trying to do a little linear regression, and having
trouble.
->>What we want is to fit a linear form to 49 independent variables. We
succeed in
->>using the Fit[ ] function as follows:
->> A = ReadList["test3624.mat", Number, RecordLists ->True]
->> y = Array[x,49]
->> z = Fit[A, y, y]
->>which results in
->> z = 0.178173 x[1] + 0.178173 x[2] - 0.0380162 x[3] +
->> 0.0713675 x[4] + 0.178173 x[5] ET CETERA ... x[49]
->>
->>However, the Function Browser window shows us that we can load in the
package
->> <<"Statistics`LinearRegression`"
->>and use the Regress[ ] function. We tried this on a super-small data set
first,
->>without using any subscripting of the independent variables, and it
worked
->>nicely and gave us lots more data about the fit than Fit[ ] gives.
->>
->>However, if we try the full data set with the subscripted variables as
above,
->>to wit:
->> A = ReadList["test3624.mat", Number, RecordLists ->True]
->> y = Array[x,49]
->> z = Regress[A, y, y]
->>we get nothing but error messages, in spite of the fact that the
function
->>browser suggests that Fit[ ] and Regress[ ] have identical input
formats!
->>
->>Any ideas?
Regress[ ..., ..., {x, y, z, ...} ] uses Function[ {x, y, z, ...}, ... ],
in which the variables names from the regression equation are used as
formal parameters to Function. When the variable list has the form y =
{x[1], x[2], ..., x[49]}, those formal parameters are actually function
calls; e.g., x[1] is the (undefined) function x evaluated at argument 1.
This is ok mathematically (after all, subscripting is just treating a
symbol as a function of an integer argument), but syntactically it causes
Function[] indigestion, hence the error messages.
One workaround is to type in the variable names they want: y = {x1, x2,
..}. Another is to change y = Array[ x, 49 ] to y0 =
Table[ Unique["x"], 49 ] both places it occurs in the call to Regress,
which will give them 49 symbols of the form x$nnn (but not necessarily x$1,
x$2, ...). If that's a big deal, they can convert to the other notation
after Regress gets done with
Regress[ A, y0, y0 ] /. Thread[ Rule[ y0, y ] ]
Paul
**************************************************************************
* Paul A. Rubin Phone: (517) 432-3509 *
* Department of Management Fax: (517) 432-1111 *
* Eli Broad Graduate School of Management Net: RUBIN at MSU.EDU *
* Michigan State University *
* East Lansing, MI 48824-1122 (USA) *
**************************************************************************
Mathematicians are like Frenchmen: whenever you say something to them,
they translate it into their own language, and at once it is something
entirely different. J. W. v. GOETHE
==== [MESSAGE SEPARATOR] ====
Prev by Date:
**Re: Help: Column/Row Vector**
Next by Date:
**Re: VectorToMatrix**
Previous by thread:
**Fit vs Regress**
Next by thread:
**help**
| |