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MathGroup Archive 1996

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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?

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