LinearRegression`
LinearRegression`

DesignedRegress

As of Version 7.0, DesignedRegress has been superseded by LinearModelFit.

DesignedRegress[matrix,vector]

finds a least–squares fit given the design matrix matrix and response vector vector.

DesignedRegress[svd,vector]

finds a fit given the singular value decomposition svd of a design matrix.

Details and Options

  • To use DesignedRegress, you first need to load the Linear Regression Package using Needs["LinearRegression`"].
  • A design matrix is a list containing the basis functions evaluated at the observed values of the independent variables, as returned by DesignMatrix.
  • DesignedRegress returns a list of rules for results and diagnostics specified by the option RegressionReport.
  • The argument svd is of the same form as that returned by SingularValueDecomposition.
  • Exact numbers given as input to DesignedRegress are converted to approximate numbers with machine precision.
  • The following options can be given:
  • RegressionReport SummaryReportresults to be included in output
    BasisNames Automaticnames of basis elements for table headings
    Weights Automaticweights for each data point
    MethodAutomaticmethod used to compute singular values
    ToleranceAutomatictolerance to use in computing singular values
    ConfidenceLevel 0.95confidence level used for confidence intervals

Examples

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Basic Examples  (1)

Linear regression with one constant and one nonconstant basis function:

Options  (5)

RegressionReport  (1)

Linear regression with a specific list of report values:

BasisNames  (1)

Linear regression with basis functions labeled b1 and b2:

Weights  (2)

Weighted regression with explicit weights for each data element:

Weighted regression with weights equal to the squares of the measured responses:

ConfidenceLevel  (1)

Linear regression with .99 confidence level for confidence intervals:

Wolfram Research (2007), DesignedRegress, Wolfram Language function, https://reference.wolfram.com/language/LinearRegression/ref/DesignedRegress.html.

Text

Wolfram Research (2007), DesignedRegress, Wolfram Language function, https://reference.wolfram.com/language/LinearRegression/ref/DesignedRegress.html.

CMS

Wolfram Language. 2007. "DesignedRegress." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/LinearRegression/ref/DesignedRegress.html.

APA

Wolfram Language. (2007). DesignedRegress. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/LinearRegression/ref/DesignedRegress.html

BibTeX

@misc{reference.wolfram_2024_designedregress, author="Wolfram Research", title="{DesignedRegress}", year="2007", howpublished="\url{https://reference.wolfram.com/language/LinearRegression/ref/DesignedRegress.html}", note=[Accessed: 21-December-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_designedregress, organization={Wolfram Research}, title={DesignedRegress}, year={2007}, url={https://reference.wolfram.com/language/LinearRegression/ref/DesignedRegress.html}, note=[Accessed: 21-December-2024 ]}