[Numpy-discussion] Multiple Regression

2009-11-12 Thread Alexey Tigarev
Hi All! I have implemented multiple regression in a following way: def multipleRegression(x, y): Perform linear regression using least squares method. X - matrix containing inputs for observations, y - vector containing one of outputs for every observation

Re: [Numpy-discussion] Multiple Regression

2009-11-12 Thread David Warde-Farley
On 12-Nov-09, at 6:44 PM, Robert Kern wrote: I am using it on large number of observations so it is common to have x matrix of about 5000x20 and y vector of length 5000, and more. I also have to run that multiple times for different y vectors and same x matrix. Just make a matrix y such

Re: [Numpy-discussion] Multiple Regression

2009-11-12 Thread Robert Kern
On Thu, Nov 12, 2009 at 17:38, Alexey Tigarev alexey.tiga...@gmail.com wrote: Hi All! I have implemented multiple regression in a following way: def multipleRegression(x, y):     Perform linear regression using least squares method.    X - matrix containing inputs for observations,    y -

Re: [Numpy-discussion] Multiple Regression

2009-11-12 Thread josef . pktd
On Thu, Nov 12, 2009 at 6:44 PM, Robert Kern robert.k...@gmail.com wrote: On Thu, Nov 12, 2009 at 17:38, Alexey Tigarev alexey.tiga...@gmail.com wrote: Hi All! I have implemented multiple regression in a following way: def multipleRegression(x, y):     Perform linear regression using

Re: [Numpy-discussion] Multiple Regression

2009-11-12 Thread Sturla Molden
Alexey Tigarev skrev: I have implemented multiple regression in a following way: You should be using QR or SVD for this. Sturla ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion

Re: [Numpy-discussion] Multiple Regression

2009-11-12 Thread Gökhan Sever
On Thu, Nov 12, 2009 at 9:14 PM, Sturla Molden stu...@molden.no wrote: Alexey Tigarev skrev: I have implemented multiple regression in a following way: You should be using QR or SVD for this. Sturla Seeing this QR and SVD terms I recalled the answer to the I am the very model for a