How does the regress function work in Matlab?
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Hi!
Just wondering if anyone knows the theory behind how matlab computes the beta matrix?
Here is some example code:
x1 = pure_time;
x2 = pure_temp;
y = strength;
X = [ones(size(x1)) x1 x2 x1.*x2];
b = regress(y,X);
mod_strength = b(1) + (b(2)*x1) + (b(3)*x2) + (b(4)*x1.*x2);
What is Matlab doing to get b(1), b(2), b(3) and b(4) values?
Thanks! :)
2 Comments
dpb
on 14 Jan 2020
Simply solving the OLS equations for the model given by the design matrix X
A introductory explanation is at https://towardsdatascience.com/linear-regression-understanding-the-theory-7e53ac2831b5
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