[Numpy-discussion] Multiple Linear Regression
dileep kunjaai
dileepkunjaai at gmail.com
Wed Mar 16 09:07:46 EDT 2011
Thank you for your time and consideration.................
On Wed, Mar 16, 2011 at 5:17 PM, Angus McMorland <amcmorl at gmail.com> wrote:
> On 16 March 2011 02:53, dileep kunjaai <dileepkunjaai at gmail.com> wrote:
> > Dear sir,
> > Can we do multiple linear regression(MLR) in python.... is there any
> > inbuilt function for MLR
>
> Yes, you can use np.linalg.lstsq [1] for this.
> Here's a quick example:
>
> import numpy as np
> # model is y = b0.x0 + b1.x1 + b2.x2
> b = np.array([3.,2.,1.])
> noise = np.random.standard_normal(size=(10,3)) * 0.1
> bn = b[None] + noise
> x = np.random.standard_normal(size=(10,3))
> y = np.sum(bn * x, axis=1)
> be = np.linalg.lstsq(x,y)
>
> and be[0] should be close to the original b (3,2,1.).
>
> [1]
> http://docs.scipy.org/doc/numpy-1.4.x/reference/generated/numpy.linalg.lstsq.html
>
> > --
> > DILEEPKUMAR. R
> > J R F, IIT DELHI
> --
> AJC McMorland
> Post-doctoral research fellow
> Neurobiology, University of Pittsburgh
>
--
DILEEPKUMAR. R
J R F, IIT DELHI
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