image thumbnail

General Least Squares Regression

version 1.1.0.0 (3.43 KB) by Husam Aldahiyat
Multi Dimensional Multivariable Least Squares Regression

5.1K Downloads

Updated 09 Sep 2009

View License

The code manually derives the expression fm(x1,x2,x3,...,xk) for
the equally spaced points in (k+1) dimensions, where m is the order of the approximation f.

Example:

x1=[6 7 8 5 3 2 1 2 5 8];
x2=[9 7 0 8 5 6 4 3 2 10];
y=[9 7 6 4 3 2 5 6 8 1];

mreg([x1;x2],y,1)
ans =
5.542073-.2829251*x2+.2310048*x1

mreg([x1;x2],y,2)
ans =
3.797949-.6754073*x2-.2393447e-1*x2^2
+2.256645*x1+.8248780e-1*x1*x2
-.2478672*x1^2

mreg([x1;x2],y,3)
ans =
-24.62814+33.15517*x2-9.837215*x2^2+.8316257*x2^3
-17.31119*x1+7.450905*x1*x2-.6438069*x1*x2^2
+.3614982*x1^2-.4148167*x1^2*x2+.2851207*x1^3

Example:

x1=[6 7 8 5 3 2 1 2 5 8 5 4];
x2=[9 7 0 8 5 6 4 3 2 10 5 7];
x3=[8 9 7 6 5 4 3 5 6 7 5 3];
y=[9 7 6 4 3 2 5 6 8 1 8 0];

mreg([x1;x2;x3],y,2)
ans =
32.48905-7.049319*x3+.1384845*x3^2-6.246954*x2
+1.259510*x2*x3-.4498889e-1*x2^2+5.668323*x1
-.4038119*x1*x3-.3257156*x1*x2-.1031725*x1^2

Cite As

Husam Aldahiyat (2021). General Least Squares Regression (https://www.mathworks.com/matlabcentral/fileexchange/22865-general-least-squares-regression), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!