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

王友忠 wangyouzh@gmail....
Mon Oct 19 11:58:48 CDT 2009


Another question,

How can I do hypothesis testing using scipy? i.e. how can I test the
hypothesis: ci = 0?

Best Wishes!

Fred


2009/10/20 Robert Kern <robert.kern@gmail.com>

> 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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