Residuals from Regress
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I'm trying to get the residual error from a linear fit between two variables and the residuals I get from the regress function make no sense and don't match what I get from the data fitting gui (which looks correct). What is the difference in the procedures here and how can I programmatically get the residuals I see through the data fitting menu option?
1 commentaire
the cyclist
le 14 Avr 2011
Can post the code that uses the regress function and seems suspicious to you?
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Richard Willey
le 14 Avr 2011
% Generate some random data
X = linspace(1,100,100)';
Y = X + randn(100,1);
% Use Curve Fitting Toolbox to generate a fit
% In your workflow, you'd create the fit in cftool and then export the
% model to MATLAB as a fit object
foo = fit(X,Y,'poly1')
% Calculate residuals
resid1 = Y - foo(X)
% Use regress to compute residuals
b = regress(Y, [ones(length(X),1) X])
Yhat = [ones(length(X),1) X]*b;
resid2 = Y - Yhat
% Check that the residuals are the same
resid1./resid2
2 commentaires
Richard Willey
le 14 Avr 2011
Easy mistake to make. regress gives you really fine grained control over your design matrix. However, in turn you need to do things like add a ones vector for your constant and the like...
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