I am having issues using Math.NET for Multiple Linear regression, I have 36 Independent variables and 1 dependent variable, so I am not sure how to set up the matrix to run the Linear regression. I would also like to point out that I am new to Math.Net but have been using C# for some time now. I do however use SPSS and SYSTAT daily to create regression by hand. I am looking for a way to automate this process.
Thanks!
A matrix that I am trying to create would be:
The line: Vector<double> p = MathNet.Numerics.LinearRegression.MultipleRegression.NormalEquations(xdata, ydata);
does not seem to like the data.
Thanks!
A matrix that I am trying to create would be:
var xdata = new double[,] { { 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
{ 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0 },
{ 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
{ 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0 },
{ 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0 },
{ 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 } };
var ydata = new double[] { 5, 4, 7, 6, 6, 7
Vector<double> p = MathNet.Numerics.LinearRegression.MultipleRegression.NormalEquations(xdata, ydata);
The 0,1 represent the 36 independent variables and the yData represents the dependent variables. Is this correct I cannot get it to run correctly. The line: Vector<double> p = MathNet.Numerics.LinearRegression.MultipleRegression.NormalEquations(xdata, ydata);
does not seem to like the data.