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REGRESS Multiple linear regression using least squares.! F5 b/ f9 e! w4 [
B = REGRESS (Y,X) : }3 |! E8 G% d' b% m# p
returns the vector B of regression coefficients in the; H* v W0 y8 f0 S& a A: }
linear model Y = X*B.
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X is an n-by-p design matrix, with rows) i5 M3 I: W; V
corresponding to observations and columns to predictor variables.+ s( h) @4 }* X
. X( v- w( ^" H' Y& Z: CY is an n-by-1 vector of response observations., Y- T* W. _9 Q6 {
REGRESS3 |+ V4 v* V& Z: Y9 c8 h2 Y7 x8 h9 v, ]; Z
多元线性回归——用最小二乘估计法
0 }$ H" T7 q: C% P* }' y2 \6 \B = REGRESS (Y,X) ,1 Q5 N5 f# X/ u1 [7 j1 z- Z
8 ]3 P: w4 Y" q* O- \7 T( X- _返回值为线性模型Y = X*B的回归系数向量
; E L6 p5 m" K/ _- v5 t X ,n-by-p 矩阵,行对应于观测值,列对应于预测变量
; C! U' w/ f+ y. C+ n# E Y ,n-by-1 向量,观测值的响应(即因变量)1 n' c8 h4 {) o* i7 I/ Y
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[B,BINT] = REGRESS (Y,X) ) h N% {! n) y- J1 s8 W- Z! z
returns a matrix BINT of 95% confidence intervals for B.
% {% K( G2 \& kBINT,B的95%的置信区间矩阵+ @! c, w: g1 F0 ^+ d; q" r: {
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[B,BINT,R] = REGRESS (Y,X)2 l" f2 z- W# K4 _8 D
returns a vector R of residuals.3 c1 k6 A1 t) o
R,残差向量% K4 k0 W8 w7 ?# |% x# _" a x/ [
i' `. i# @3 \" y, t[B,BINT,R,RINT] = REGRESS (Y,X) ! H) u6 a4 p- x' y$ Q
returns a matrix RINT of intervals that
) O0 ~! V$ T( {! P) p* Ccan be used to diagnose outliers.
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/ x5 M5 J$ p) S- S0 [4 @If RINT(i,: ) does not contain zero,
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: |9 e( X: ~5 _& ~then the i-th residual is larger than would be expected, at the 5%( v7 P& V3 z4 N* H G/ p! v6 v" ~6 I
significance level.
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2 g% s% _7 y* d3 R9 c/ Y" [7 p- g; LThis is evidence that the I-th observation is an outlier.
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RINT,区间矩阵,该矩阵可以用来诊断异常(即发现奇异观测值,译者注)。
: M7 O7 |5 ?1 y5 _3 x# B3 e如果RINT(i,:)所定区间没有包含0,则第i个残差在默认的5%的显著性水平比我们所预期的要大,这可说明第i个观测值是个奇异点(即说明该点可能是错误而无意义的,如记录错误等,译者注)1 K ~& q) F5 Q: |8 |
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[B,BINT,R,RINT,STATS] = REGRESS (Y,X) ( @* q5 K9 s5 }$ P; g( U) b
returns a vector STATS containing
. {, X+ r- v0 j( ^& c4 L# Nthe R-square statistic, the F statistic and p value for the full model,and an estimate of the error variance.
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, @& a! \% s4 U, W- L' Z+ WSTATS,向量,包括R方统计量,F统计量,总模型的p值(还不清楚)和方差的一个估计(还不清楚)
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[...] = REGRESS (Y,X,ALPHA)
. S/ J7 X0 v* p0 o N" t% z4 suses a 100*(1-ALPHA)% confidence level to compute BINT, and a (100*ALPHA)% significance level to compute RINT.
8 @3 Q; ^' z J3 F# X用100*(1-ALPHA)%的置信水平来计算BINT,
. \7 z1 O; I$ l3 q2 y用(100*ALPHA)%的显著性水平来计算RINT% K; j2 p' N& [
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X should include a column of ones so that the model contains a constant& K9 e( d$ ]! L7 R
term.
% C( C$ u! V$ |0 t! B6 KThe F statistic and p value are computed under the assumption
0 }5 Z* c4 a' q" E# r4 E5 Q3 H$ Tthat the model contains a constant term, and they are not correct for5 e9 A3 O7 d( a: T3 `% M! y; e
models without a constant.
3 S; z7 n" m3 q% j( eThe R-square value is one minus the ratio of6 U; I; Y4 F9 T9 s
the error sum of squares to the total sum of squares.
, g1 T* i+ I9 l; `! {This value can
* Z( ^% S7 A0 q; h" S4 t! q' Dbe negative for models without a constant, which indicates that the model is not appropriate for the data.6 R; m! n, }* Q' y
X应该包含一个全“1”的列,这样则该模型包含常数项。F统计量和p值是在模型有常数项的假设下计算的,如果模型没有常数项,则计算得的F统计量和p值是不正确的。The R-square value is one minus the ratio of the error sum of squares to the total sum of squares.(此句无法把握,请高手帮忙~~!)若模型没有常数项,则这个值可以为负值,这也表明这个模型对数据是不合适的。(即数据不适合用多元线性模型,译者注)' \5 V( ^; C" Q/ q
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If columns of X are linearly dependent, REGRESS sets the maximum/ Y! P" L& O/ v8 r( a" g/ ~
possible number of elements of B to zero to obtain a "basic solution",, E) k' Q' U0 ?
and returns zeros in elements of BINT corresponding to the zero elements of B.; P! F6 }0 T4 z7 I M) c- b
如果X的列是线性相关的,则REGRESS将使B的元素中“0”的数量尽量多,以此获得一个“基本解”,并且使B中元素“0”所对应的BINT元素为“0”。
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8 U* [) x; \0 z6 m$ |- W/ X" SREGRESS treats NaNs in X or Y as missing values, and removes them. REGRESS! h+ g7 U% H/ Q
将X或者Y中的NaNs当作缺失值处理,并且移除它们。 |
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