Fit vs Regress

*To*: mathgroup at smc.vnet.net*Subject*: [mg4300] Fit vs Regress*From*: "Prof. L. Seiford, IEOR, UMass, 413/545-1658" <SEIFORD at ecs.umass.edu>*Date*: Tue, 9 Jul 1996 00:46:36 -0400*Sender*: owner-wri-mathgroup at wolfram.com

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? ==== [MESSAGE SEPARATOR] ====