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

Robert Kern robert.kern at gmail.com
Mon Oct 19 12:27:30 EDT 2009


On Mon, Oct 19, 2009 at 11:23, 王友忠 <wangyouzh at gmail.com> wrote:
> Hello!
>
> I have used scipy to solve a multi-linear regression problem, I used the
> function lstsq in scipy.linalg.
>
> But, when I compared the result with using matlab, I found the function
> regress in matlab gave me a very different result.
>
> Why they are inconsonant, and which result should I trust?

Matlab's regress() is a higher level function that may have set up the
low level linear least squares problem differently than you did when
you used scipy.linalg.lstsq(). Without seeing your data and your code,
that is really the only clue we can provide you.

-- 
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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