Created
August 19, 2013 01:59
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explaining regression through matrix multiplication
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| set.seed(123) | |
| dependent <- rnorm(100) | |
| set.seed(1234) | |
| independent <- dependent*(rnorm(100)) | |
| identity <- rep(1, 100) | |
| identity | |
| independent2 <- cbind (identity, independent2) | |
| independent2 | |
| tindependent2_independent2 <- t(independent2)%*%independent2 | |
| tindependent2_independent2 | |
| tindependent2_dependent <- t(independent2)%*%dependent | |
| tindependent2_dependent | |
| x <- solve(tindependent2_independent2) | |
| x | |
| coefficients <- x %*% tindependent2_dependent | |
| coefficients | |
| lm(dependent ~ independent) |
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you have a typo here independent2 <- cbind (identity, independent2)