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Stephen Wolfram
SEARCH MATHEMATICA 8 DOCUMENTATION
THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE
DOCUMENTATION CENTER
FOR THE LATEST INFORMATION.
Mathematica
>
Data Manipulation
>
Numerical Data
>
Statistical Model Analysis
>
Mathematica
>
Data Manipulation
>
Statistics
>
Statistical Model Analysis
>
Mathematica
>
Mathematics and Algorithms
>
Statistics
>
Statistical Model Analysis
>
Built-in
Mathematica
Symbol
LinearModelFit
GeneralizedLinearModelFit
LogitModelFit
ProbitModelFit
LeastSquares
See Also »
|
Statistical Model Analysis
Summary of New Features in 7.0
New in 7.0: Alphabetical Listing
New in 7.0: Data Manipulation
More About »
DesignMatrix
constructs the design matrix for the linear model
0
+
1
f
1
+
2
f
2
+
...
.
MORE INFORMATION
DesignMatrix
[{
y
1
,
y
2
,
...
}, {
f
1
,
f
2
,
...
},
x
]
assumes data of the form
{{1,
y
1
}, {2,
y
2
},
...
}
.
»
With data in the form
, the number of coordinates
x
i
1
,
x
i
2
,
...
should equal the number of variables
x
i
.
The design matrix
m
is formed from the values of basis functions
f
i
at data points in the form
DesignMatrix
takes the following options:
IncludeConstantBasis
True
whether to include a constant basis function
NominalVariables
None
variables considered as nominal or categorical
WorkingPrecision
Automatic
precision used in internal computations
With the setting
IncludeConstantBasis
->
False
, the design matrix for a model of form
1
f
1
+
2
f
2
+
is constructed.
»
EXAMPLES
CLOSE ALL
Basic Examples
(3)
Design matrix for a linear model:
Add a quadratic term:
Leave out the constant term:
Design matrix with two predictor variables:
Include a product term:
Assume predictor values
1
,
2
,
...
:
Design matrix for a linear model:
In[1]:=
Out[1]=
In[2]:=
Out[2]//MatrixForm=
Add a quadratic term:
In[3]:=
Out[3]//MatrixForm=
Leave out the constant term:
In[4]:=
Out[4]//MatrixForm=
Design matrix with two predictor variables:
In[1]:=
Out[1]=
In[2]:=
Out[2]//MatrixForm=
Include a product term:
In[3]:=
Out[3]//MatrixForm=
Assume predictor values
1
,
2
,
...
:
In[1]:=
Out[1]//MatrixForm=
Scope
(2)
Use any numeric functions of the predictors:
Get the design matrix using exact arithmetic:
Use machine arithmetic:
Use arbitrary-precision arithmetic:
Use fixed 24-digit precision arithmetic:
Options
(3)
A constant term is included by default:
Construct a design matrix without a constant term:
Treat
x
as a numeric variable:
Treat
x
as nominal:
Use nominal variables that are not numeric:
Treat only
x
as nominal:
Treat all predictors as nominal:
Properties & Relations
(1)
DesignMatrix
constructs the design matrix used by
LinearModelFit
:
The matrix is the same for
GeneralizedLinearModelFit
:
SEE ALSO
LinearModelFit
GeneralizedLinearModelFit
LogitModelFit
ProbitModelFit
LeastSquares
MORE ABOUT
Statistical Model Analysis
Summary of New Features in 7.0
New in 7.0: Alphabetical Listing
New in 7.0: Data Manipulation
New in 7