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## RE: regress vs polyfit

**From**: |
Mike Miller |

**Subject**: |
RE: regress vs polyfit |

**Date**: |
Tue, 21 Jun 2011 02:26:29 -0500 (CDT) |

**User-agent**: |
Alpine 2.00 (DEB 1167 2008-08-23) |

On Mon, 20 Jun 2011, address@hidden wrote:

From Thomas Grzybowski:

`I am new to octave and want to fit a single regression line to some
``data. I have been using polyfit, and was looking at regress, but I
``find regress confusing. From the regress "Help":
`

` * `X' is a matrix of regressors, with the first column filled with
``the constant value 1
`

`I do not understand the help instructions. My data is simply x,y pairs
``- what is this help about - "the constant value 1" ?
`

`The program appears to fit an equation like y = a0*x0+a1*x1+a2*x2...
``where a0 is the constant term and the x0's are all 1, so that if you
``didn't want a constant term you would just omit that first column.
`

`I'm sure that's right. This is the standard way of doing things. In this
``equation...
`
y = X*b + e

`...y and e are vectors of length N, X is an N x p matrix and b is a vector
``of length p. If you have X and y and you want the least-squares solution
``for b, do this:
`
b = X\y ;
That's the easiest way.

`To have an intercept term in the model, there has to be a column of ones
``in the X matrix. The b element that corresponds to that column of ones
``(normally the first column) is the intercept.
`
Mike