Multiple regression: Difference between revisions
Content added Content deleted
m (→{{header|R}}) |
|||
| Line 2,176: | Line 2,176: | ||
## create design matrix |
## create design matrix |
||
X <- model.matrix |
X <- model.matrix(mf) |
||
## create dependent variable |
## create dependent variable |
||
| Line 2,203: | Line 2,203: | ||
A numerically more stable way is to use the QR decomposition of the design matrix: |
A numerically more stable way is to use the QR decomposition of the design matrix: |
||
<lang |
<lang rsplus>lm.impl <- function(formula) { |
||
mf <- model.frame(formula) |
|||
X <- model.matrix(mf) |
|||
Y <- model.response(mf) |
|||
qr.coef(qr(X), Y) |
|||
} |
|||
lm(y ~ x + I(x^2)) |
|||
# Call: |
|||
# lm(formula = y ~ x + I(x^2)) |
|||
# |
|||
# Coefficients: |
|||
# (Intercept) x I(x^2) |
|||
# 128.81 -143.16 61.96 |
|||
lm.impl(y ~ x + I(x^2)) |
|||
# (Intercept) x I(x^2) |
|||
# 128.81280 -143.16202 61.96033</lang> |
|||
=={{header|Racket}}== |
=={{header|Racket}}== |
||