Thank you very much Peter. On Sat, May 21, 2016 at 9:18 PM, peter dalgaard <pda...@gmail.com> wrote:
> > > On 21 May 2016, at 21:00 , george brida <george.br...@gmail.com> wrote: > > > > Dear R users: > > > > I have written the following lines : > > > >> x=c(10,11,12,13,14,17,15,16,10,11,41,25,26,14,12,14,15,20,14,22) > >> x=matrix(x,ncol=2) > >> a=matrix(1,nrow(x),1) > >> X=cbind(a,x) > >> y=c(12.00, 11.00, 13.00, 12.50, 14.00, 18.50, 15.00, 12.50, 13.75, > 15.00) > > > >> b=solve(t(X)%*% X)%*% t(X)%*% y > > > > when I wrote the following line > >> (t(y-X %*% b)%*%(y-X %*% b)/(length(y)-ncol(X)))*solve(t(X)%*% X) > > I have obtained an error message, I don't know why namely (t(y-X %*% > > b)%*%(y-X %*% b)/(length(y)-ncol(X))) is a scalar: > >> (t(y-X %*% b)%*%(y-X %*% b)/(length(y)-ncol(X))) > > [,1] > > [1,] 3.620354 > > > > > > Can you please help me. > > Mistake is that (t(y-X %*% b)%*%(y-X %*% b)/(length(y)-ncol(X))) is NOT a > scalar, but a 1 x 1 matrix. > > This works: > > as.vector((t(y-X %*% b)%*%(y-X %*% b))/(length(y)-ncol(X)))*solve(t(X)%*% > X) > > as does recognizing the first term as a sum of squares: > > sum((y-X %*% b)^2)/(length(y)-ncol(X))*solve(t(X)%*% X) > > (And, for the Illuminati, a Kronecker product works too: > > (t(y-X %*% b)%*%(y-X %*% b)/(length(y)-ncol(X))) %x% solve(t(X)%*% X) > > This could be useful for multivariate y.) > > > > > Thank you > > > > George > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > -- > Peter Dalgaard, Professor, > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Office: A 4.23 > Email: pd....@cbs.dk Priv: pda...@gmail.com > > > > > > > > > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.