Wolfram Mathematica Documentation Center
DOCUMENTATION CENTER SEARCH
New to Mathematica? Find your learning path »
Linear Regression Package >
OBSOLETE LINEAR REGRESSION PACKAGE SYMBOLTutorials »|See Also »|More About »

Regress

As of Version 7.0, has been superseded by LinearModelFit.

finds a least-squares fit to a list of data as a linear combination of the functions funs of variables vars.
MORE INFORMATION
  • The data can have the form , where the number of coordinates is equal to the number of variables in the list vars.
  • The data can also be of the form , with a single coordinate assumed to take values .
  • The argument funs can be any list of functions that depend only on the variables vars.
  • returns a list of rules for results and diagnostics specified by the option RegressionReport.
  • always finds the linear combination of the functions in the list funs that minimize the sum of the squares of deviations from the values .
  • Exact numbers given as input to are converted to approximate numbers with machine precision.
  • The following options can be given:
RegressionReportSummaryReportresults to be included in output
IncludeConstantTruewhether to automatically include a constant as one of the functions
BasisNamesAutomaticnames of basis elements for table headings
WeightsAutomaticweights for each data point
MethodAutomaticmethod used to compute singular values
ToleranceAutomatictolerance to use in computing singular values
ConfidenceLevel0.95confidence level used for confidence intervals
  • Possible settings for Weights are Automatic, a list of numbers with the same length as the data, or a pure function.
  • With the default setting Weights->Automatic, each data point is given a weight of 1.
EXAMPLESCLOSE ALL
Basic Examples   (2)
Linear regression for a straight line:
Linear regression for a constant plus a sinusoid:
Needs["LinearRegression`"]
Linear regression for a straight line:
In[2]:=
Click for copyable input
Out[2]=
 
Needs["LinearRegression`"]
Linear regression for a constant plus a sinusoid:
In[2]:=
Click for copyable input
Out[2]=
Options   (6)
Linear regression for a straight line with basis functions labeled b1 and b2:
Linear regression with confidence level for confidence intervals:
Linear regression with constant term assumed to be :
Linear regression with a specific list of report values:
Weighted regression with explicit weights for each data element:
Weighted regression with weights equal to the squares of the measured responses:
Ask a question about this page  |  Suggest an improvement  |  Leave a message for the team
Format:   HTML  |  CDF