[SciPy-user] matlab's regress
Wes McKinney
wesmckinn@gmail....
Mon Apr 7 23:12:09 CDT 2008
On Apr 7, 2008, at 11:54 PM, Angus McMorland wrote:
>
>
> (1) Have I missed some multilinear regression routine directly
> implemented in scipy? If yes, how can we improve the documentation so
> the next person can find it more easily.
scipy.stats.models in the current SVN branch has a bunch of modelling
tools for least-squares estimation, robust estimation, and some other
statistical methods. It's more object oriented than the matlab
equivalent, but you can do simple multivariate regressions without
too much work:
>>> import scipy.stats.models.regression as R
>>> from numpy.random import standard_normal as W
>>> X = W((40,10))
>>> Y = W((40,))
>>> model = R.OLSModel(design=X)
>>> result = model.fit(Y)
>>> result.beta
array([-0.2296546 , -0.15835343, -0.07127199, 0.02934717, 0.15778939,
0.14087653, 0.09279021, -0.03412604, -0.28726236,
0.03078167])
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