[SciPy-user] multiple regression: problem with matrix algebra

[John Pye]

Hi all

I am having a little trouble with using optimize.leastsq for multiple
regression. I've used an approach based on this tute, which deals only
with single regression:
http://linuxgazette.net/115/andreasen.html

But now in my adaptation to multiple regression, I can get it to work
only if I do some dirty loop-based evaluation for my residuals. But if I
try to use elegant matrix evaluation, the fit parameters go awry:

# this doesn't work:
results = optimize.leastsq(residuals_mat, params0, args=(y,
x1,x2),full_output=1)

# this works:
#results = optimize.leastsq(residuals, params0, args=(y,
x1,x2),full_output=1)

I'm sure it's a silly mistake, but I certainly can't find it. Does
anyone have any suggestions?

Cheers
JP

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