[Numpy-discussion] Multiple Linear Regression

Angus McMorland amcmorl@gmail....
Wed Mar 16 06:47:44 CDT 2011


On 16 March 2011 02:53, dileep kunjaai <dileepkunjaai@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


More information about the NumPy-Discussion mailing list