[Numpy-discussion] Multiple Linear Regression?

Jasper Phillips jasper at peak.org
Mon Apr 29 03:14:04 CDT 2002


I'm helping my wife with programming for her economics thesis, which needs
to calculate a "Multiple Linear Regression" on her data.

Does anyone know of any (preferably though not necesarrily free) software
that can do this? I'm working in Python, but not limited to it as I
can relatively freely access other languages.

I'm still looking for a library written in Python, but haven't had any luck.

My second thought was Matlab, but looking over the Matlab website, I couldn't
find anything like this by a name I recognize. It looks like I might be able
to construct something out of a combination of Sparse Matrices and Linear
Regesstion, or perhaps the stuff for overdetermined Linear Equations?

Another option may be LAPACK routines, but I'm not familiar with those.

Does anyone here have any experience with this kind of stuff? Is there a
better place to ask? I'm about ready to take a shot at writing something
myself, but I'd really rather avoid this if it's been done before.

-Jasper




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