[SciPy-user] Scipy and Multiple Regression ??
Vincent Nijs
v-nijs at kellogg.northwestern.edu
Tue Mar 27 09:58:15 EDT 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 at 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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