Simple Regression
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Hello
I am new in Matlab. I have one predictor (X) with a response Y (binomial, 0s and 1s) for x, below a certain threshold => y=0 above the threshold => y=1
I want to make sure that linear regression can 100% predict that. how can I get the regression coefficients to prove that?
Regards Ramy
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John D'Errico
il 6 Mar 2011
I think perhaps you are new to statistics too. A statistical model (i.e., linear regression) will essentially never give you 100% certainty of prediction.
Risposte (1)
Manu R
il 6 Mar 2011
It sounds to me like you want to consider the logistic functional form for your linear regression, where:
Y(X) = a/(b + exp(c*X)), where a, b, c are fitting parameters.
If your response is binomial as you described, take a look at the multinomial logistic regression function MNRFIT in the MATLAB doc. Don't be confused by the examples on the doc page -- they're meant to illustrate true multinomial models where the response Y can have more than one dimension. This algorithm/function should work just as well for the problem you described.
You just want the basic options, i.e. use only the first two input arguments X and Y, make sure they're fit the dimensional requirements of the inputs and you should be set.
Hope this helps.
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