Does anyone know how to solve the attached problem in two lines of code? I believe an as.matrix would work to create a matrix, X
, and then use X %*% X
, t(X)
, and solve(X)
to get the answer. However, it does not seem to be working. Any answers will help, thanks.
Asked
Active
Viewed 56 times
-3
-
1Please show us what you've tried so far. It would be helpful for you to produce a [reproducible example](https://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example) – Kevin Arseneau Oct 04 '17 at 23:42
2 Answers
1
I would recommend using read.csv
instead of read.table
It would be useful for you to go over the difference of the two functions in this thread: read.csv vs. read.table
df <- read.csv("http://pengstats.macssa.com/download/rcc/lmdata.csv")
model1 <- lm(y ~ x1 + x2, data = df)
coefficients(model1) # get the coefficients of your regression model1
summary(model1) # get the summary of model1

TechWizard
- 346
- 1
- 7
0
Based on the answer of @kon_u, here is an example to do it by hands:
df <- read.csv("http://pengstats.macssa.com/download/rcc/lmdata.csv")
model1 <- lm(y ~ x1 + x2, data = df)
coefficients(model1) # get the coefficients of your regression model1
summary(model1) # get the summary of model1
### Based on the formula
X <- cbind(1, df$x1, df$x2) # the column of 1 is to consider the intercept
Y <- df$y
bhat <- solve(t(X) %*% X) %*% t(X) %*% Y # coefficients
bhat # Note that we got the same coefficients with the lm function

nghauran
- 6,648
- 2
- 20
- 29
-
Note that this formula allows you to compute coefficients of multivariate linear regressions too. – nghauran Oct 05 '17 at 15:39