[scilab-Users] Regreseeion with linregr

[Eric Dubois]

Hello.

In the toolbox Grocer, available on my web site (
dubois.ensae.net/grocer.html) or through Scilab module manager Atoms, you
will find a function called automatic that aims at recovering the minimum
number of variables while keeping the relevant ones.

Regards.

Éric.

2012/6/8 samuel.enibe at unn.edu.ng <samuel.enibe at unn.edu.ng>

> Dear sir,
> I have a dataset X of n columns, and a dependent variable Y. Using the
> linregr function or  otherwise, I would like to do a multiple linear
> regression to correlate Y with X such that Y = f(X).. I would like to keep
> the order of the regression polynomials as low as possible, while
> maintaining a high value of R2.
>
> Is there a function or an existing procedure to elliminate the columns of
> X that do not have significant effects on Y.?
>
>
> Thanks.
>
> Samuel Enibe
>
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