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General: How to do Multiple Linear Regression?

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    Hi,
    I wish to do a linear regression of a small matrix with one Y column and about 5 X columns. No more than 20 or 30 rows, so performance is not an issue.

    I have looked for any of the following without any luck:
    - a built-in regression method
    - a matrix inversion.

    If I could find a matrix inversion (not the invert method which appears to me to be a transpose), I could do it via :
    (((x transposed) * x) inverted) * (x transposed) * y

    Thanks,
    David
    • CommentAuthorhaymo
    • CommentTimeJun 24th 2010
     

    Matrix inversion is done via linsolve.

    See this page for documentation:

    http://ilnumerics.net/html/html/M_ILNumerics_BuiltInFunctions_ILMath_linsolve_4.htm

  3.  
    Hi Haymo,

    Thank you for that quick reply. That did fix it for us.

    Many thanks,
    David

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