From: Michael <comtech.usa_at_gmail.com>

Date: Thu 16 Nov 2006 - 02:49:31 GMT

...

...

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu Nov 16 13:54:11 2006

Date: Thu 16 Nov 2006 - 02:49:31 GMT

How about I make a design matrix as follows:

1 d1,1 0 0 0 0 0 0 0 0 0 1 d1,2 0 0 0 0 0 0 0 0 0 1 d1,3 0 0 0

...

...

0 0 0 0 0 0 ... ... 1 d1,12

The above matrix will work for the 1st row of Y data;

d1, 1 means the 1st column of the 1st row of data; d1, 12 means the 12th column of the 1st row of data.

But now since I have N samples(rows) of Y data; how do I conceptually do a 3D design matrix?

On 11/15/06, John Fox <jfox@mcmaster.ca> wrote:

*>
**> Dear Michael,
**>
**> > -----Original Message-----
**> > From: Michael [mailto:comtech.usa@gmail.com]
**> > Sent: Wednesday, November 15, 2006 2:40 PM
**> > To: John Fox
*

> > Cc: R-help@stat.math.ethz.ch

*> > Subject: Re: [R] how to create this design matrix?
**> >
**> > There are 12 response variables, columns 1 to 12 are response
**> > variables, i.e., these are y's, they all regress to the 13th
**> > column, which is the predictor, i.e. the X.
**> >
**>
**> Right.
**>
**> > Let's take column 1, call this Y1, and there are n rows(n
**> > samples) of it,
**> >
**> > I need Y1= b0_1 + b1_1* X + epsilon, where X is the 13th column
**> >
**> > Similarly, for column 1 to column 12, we do the above,
**> >
**> > Y12= b0_12 + b1_12 * X + epsilon, where Y12 is the 12th column,
**> >
**> > they all have different b0's and b1's.
**>
**> Right.
**>
**> > Totally there are 24 b0's and b1's.
**> >
**>
**> Yes.
**>
**> > I want a group regression, not separated regression...
**> >
**>
**> I'm not sure what you mean by a "group regression" rather than "separated
**> regressions." The multivarite linear regression that I suggested will give
**> you 12 slopes and 12 intercepts. They are exactly what you'd get from 12
**> individual least-squares regression of each Y on X, but the multivariate
**> regression can also give you, e.g., the covariances among all of the
**> coefficients (if you want them).
**>
**> John
**>
**> > Thanks
**> >
**> >
**> >
**> >
**> > On 11/15/06, John Fox < jfox@mcmaster.ca> wrote:
**> >
**> > Dear Michael,
**> >
**> > This looks like a multivariate simple regression --
**> > that is, 12 response
**> > variables, one predictor. If the data are in the matrix
**> > X, then lm(X[,1:12]
**> > ~ X[,13]) should do the trick.
**> >
**> > I hope this helps,
**> > John
**> >
**> > --------------------------------
**> > John Fox
**> > Department of Sociology
**> > McMaster University
**> > Hamilton, Ontario
**> > Canada L8S 4M4
**> > 905-525-9140x23604
**> > http://socserv.mcmaster.ca/jfox
**> > --------------------------------
**> >
**> > > -----Original Message-----
**> > > From: r-help-bounces@stat.math.ethz.ch
**> > > [mailto: r-help-bounces@stat.math.ethz.ch
**> > <mailto:r-help-bounces@stat.math.ethz.ch> ] On Behalf Of Michael
**> > > Sent: Wednesday, November 15, 2006 12:23 AM
**> > > To: R-help@stat.math.ethz.ch
**> > > Subject: [R] how to create this design matrix?
**> > >
**> > > Hi all,
**> > >
**> > > I have a multiple-linear regression problem.
**> > >
**> > > There are 13 columns of data, the whole data matrix is: n x
**> > > 13, where n is the number of samples.
**> > >
**> > > Now I want to regress EACH of the first 12 columns onto the
**> > > 13th column, with 2-parameter linear model y_i = b0 + b1 *
**> > > x_i, where i goes from 1 to n, and b0 is the intercept.
**> > >
**> > > How do I create a design matrix to do the 12-column
**> > > regression collectively all at once using multiple
**> > linear regressions?
**> > >
**> > > Thanks a lot
**> > >
**> > > [[alternative HTML version deleted]]
**> > >
**> > > ______________________________________________
**> > > R-help@stat.math.ethz.ch mailing list
**> > > https://stat.ethz.ch/mailman/listinfo/r-help
**> > > PLEASE do read the posting guide
**> > > http://www.R-project.org/posting-guide.html
**> > < http://www.R-project.org/posting-guide.html>
**> > > and provide commented, minimal, self-contained,
**> > reproducible code.
**> >
**> >
**> >
**> >
**> >
**>
**>
*

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu Nov 16 13:54:11 2006

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