matlab中的回归 [英] regression in matlab

问题描述

我有这个 matlab 代码，用于带有一个独立变量的回归，但是如果我有两个独立变量(x1 和 x2)怎么办?我该如何修改这个多项式回归的代码?

I have this matlab code for regression with one indepenpent variable, but what if I have two independent variables(x1 and x2)? How should I modify this code of polynomial regression?

x = linspace(0,10,200)'; % independent variable
y = x + 1.5*sin(x) + randn(size(x,1),1); % dependent variable

A = [x.^0, x];        % construct a matrix of permutations
w = (A'*A)\(A'*y);    % solve the normal equation 
y2 = A*w;             % restore the dependent variable
r = y-y1;             % find the vector of regression residual

plot(x, [y y2]);

推荐答案

Matlab 具有多项式回归函数 polyfit 的工具.你试过了吗?

Matlab has facilities for polynomial regression function polyfit. Have you tried that?

http://www.mathworks.com/help/techdoc/data_analysis/f1-8450.html

http://www.mathworks.com/help/toolbox/stats/bq_676m-2.html#bq_676m-3

但是，如果您想锻炼自己的公式，您可能应该查看教科书或一些有关回归的在线资源，例如

But if you want to workout your own formulation,you should probably look at textbook or some online resources on regression e.g.

http://www.edwardtufte.com/tufte/dapp/DAPP3a.pdf

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