[SciPy-user] Scipy and Multiple Regression ??

zunzun at zunzun.com zunzun at zunzun.com
Mon Mar 26 13:37:21 EDT 2007


That will be very, very useful - thanks to all
who are working on it.  I'd sure like to add the
M-estimators to my site.

I'm working on adding covariance matrix estimators
to Robert Kern's existing odr fortran wrappers if
you need them.  This will allow for good standard
fit statistics for nonlinear models when combined
with http://www.scipy.org/Cookbook/OLS

     James Phillips
     http://zunzun.com


On Mon, Mar 26, 2007 at 01:01:21PM -0400, Jonathan Taylor wrote:
> 
> There is also code for:
> 
> - generalized linear models
> - robust regression (M-estimators)
> - Cox proportional hazard



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