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Multiple linear regression (ver. 3)
  Calculates the parameters in a multiple linear regression.. UNDER CONSTRUCTION
2024.Jul.03 18:17:22
Header, transpose Data have header; need transpose ? •
Data Data: columns of X and (last) y

Decimal mark (in this box), either: ',' or '.' .   •
Parameters
Sc. factors
Parameters and scale factors   •
tol   (NM = Nelder-Mead) NM tolerance.
itmax, iprt NM: max. iterations; intermediate test. •
Mode   Mode: audit (verify) or solve. •
Show values ? Shows the graph coordinates.

Computes, from experimental data, the parameters below. The total residual (discrepancies between the computed and the experimental data) is minimized via the numerical Nelder-Mead (NM) algorithm.

In this plate, the problem is multiple linear regression. Data are: X, independent variable(s); and y, dependent variable. (For the base problem, a final residual of #~0.07 is expected.)

The graph shows #: (red) the experimental points connected by a broken line; and (green) the corresponding computed points.

References: Plate: Multilinreg_3

• Google: "multiple linear regression"

• Wikipedia: Linear regression; Nelder-Mead method

• 1625-06-08: Cassini, Giovanni Domenico (1712-09-14).

 
 
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Created: 2016-06-08 — Last modified: 2016-06-11