Message-Id: <199906301412.PAA17620@toucan.stats.ox.ac.uk>
Date: Wed, 30 Jun 1999 15:12:25 +0100 (BST)
From: Prof Brian Ripley <ripley@stats.ox.ac.uk>
Subject: Re: [R] qr and Moore-Penrose
To: ripley@stats.ox.ac.uk, hothorn@amadeus.statistik.uni-dortmund.de
> Date: Wed, 30 Jun 1999 15:44:58 +0200 (MET DST)
> From: Torsten Hothorn <hothorn@amadeus.statistik.uni-dortmund.de>
> To: Prof Brian Ripley <ripley@stats.ox.ac.uk>
> cc: r-help@stat.math.ethz.ch
> Subject: Re: [R] qr and Moore-Penrose
>
>
> > What is a correct result, by the way? There are infinitely many solutions
> > for the regression of y on X, and the Moore-Penrose one is just one choice
> > (that assumes that the coefficients are somehow comparable).
>
> hm, 1.5, -0.5, 0.5, 1.5 should be a unique solution to Xb = y (with
> minimal 2-norm).
And my point was `what has `minimal 2-norm' got to do with this'?
Regression coefficients are not necessarily in the same units: they are
not in a Euclidean space. There are lots of other solutions with
claims to be reasonable, including those which use just `rank' of the
columns. qr gives one of the latter.
-- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._