[SciPy-user] Scipy and Multiple Regression ??

Vincent Nijs v-nijs@kellogg.northwestern....
Tue Mar 27 08:58:15 CDT 2007


Alex,

If you just want OLS and would like a bunch of fit-statistics to come with
it you might also want to check-out

http://www.scipy.org/Cookbook/OLS

Best,

Vincent


On 3/27/07 2:32 AM, "Axel Kowald" <Axel.Kowald@rub.de> wrote:

> Hi,
> 
> thanks for the quick reply. Yes, I want to do linear least-squares and
> it seems scipy.linalg.lstsq() is what I'm looking for.
> 
> Many thanks,
> 
>        axel
> 
>> What exactly do you mean by "multiple regression"? If you mean linear
>> least-squares with models of the form
>> 
>>   y = a0 + a1*x + a2*x**2 + ...
>> 
>> or
>> 
>>   y = a0 + a1*x1 + a2*x2 + ...
>> 
>> then scipy.linalg.lstsq() should work for you.
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