[SciPy-User] Why scipy supply a different result comparing with matlab when doing multi-linear regression analysis

Robert Kern robert.kern@gmail....
Mon Oct 19 11:41:14 CDT 2009


2009/10/19 王友忠 <wangyouzh@gmail.com>:
> Hello!
>
> The data used in scipy and matlab is as the same.
>
> There is an dependent variable Y and 9 independent variables X, each
> variable has 90100 elements.
>
> Each variable has been standardized.
>
> In scipy, I used: c,resid,rank,sigma = linalg.lstsq(Y,X)

That's backwards. You need linalg.lstsq(X,Y).

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco


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