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Thread Subject:

Subject: regression

From: dal.luc

Date: 22 Mar, 2011 09:25:30

Message: 1 of 1

Helle everyone,

I need some help in regression.
I've n observations in t_1, n observations in t_2 and n observations
in t_3.
X= [t_1 t_2 t_3]
Y(t_1)=[y1, t_1 y2, t_1 y3, t_1 ...yn, t_1 ]
Y(t_2)=[y1, t_2 y2, t_2 y3, t_2 ...yn, t_2 ]
Y(t_3)=[y1, t_3 y2, t_3 y3, t_3 ...yn, t_3 ].

How can I compute the best line passing through these datas ? It's
with a regression (linear in my case).
But I don't see how I can write the model (Y = X*b where b is the
simple vector fo size 2).
Y(t_1)=[1 3 2 4 2]
Y(t_2)=[2 5 3 1 2]
Y(t_3)=[2 2 5 4 6]

Thanks for your assistance


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