[SciPy-user] OLS matrix-f(x) = 0 problem (Was: linear regression)

Robert Kern robert.kern@gmail....
Wed May 27 15:55:18 CDT 2009

On Wed, May 27, 2009 at 15:50, Gael Varoquaux
<gael.varoquaux@normalesup.org> wrote:
> I have been fighting a bit with a OLS regression problem (my ignorance in
> regression is wide), and a remark by Robert just prompted me to ask the
> list:
> On Wed, May 27, 2009 at 02:37:14PM -0500, Robert Kern wrote:
>> "f(x)=0" models can express covariances between all dimensions of x.
> Sorry for asking you about my 'homework', but people seem so
> knowledgeable...
> I have a multivariate dataset X, and a given sparse, lower triangular,
> boolean, matrix T with an empty diagonal. I am interested in finding the
> matrix R for which support(R) == support(T), that is the OLS solution to:
> Y = np.dot(R, Y)

Where did Y come from? And where did X and T go?

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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