Error in Variables Regression
6 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Fabrice Lambert
le 1 Sep 2023
Modifié(e) : Fabrice Lambert
le 4 Sep 2023
Hi. I'd like to perform a multilinear Error-in-Variables Regression, i.e. I have uncertainty in the predictors as well as in the dependent variable. This is sometimes also named Total Least Squares Regression. To my surprise, this is not part of the standard matlab functions as far as I can tell. Does anyone know if I missed something or if this (rather basic functionality I would say) is indeed not included with Matlab?
0 commentaires
Réponse acceptée
Torsten
le 2 Sep 2023
Modifié(e) : Torsten
le 2 Sep 2023
Linear Total Least Squares Regression means minimizing the sum of distances of projections of your data on a linear subspace. This is usually accomplished by using "svd".
If you don't want to adapt "svd" according to your need, you can try the followig package:
3 commentaires
Plus de réponses (0)
Voir également
Catégories
En savoir plus sur Descriptive Statistics dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!