> On 21 May 2016, at 21:00 , george brida <george.br...@gmail.com> wrote: > > Dear R users: > > I have written the following lines : > >> x=c(10,11,12,13,14,17,15,16,10,11,41,25,26,14,12,14,15,20,14,22) >> x=matrix(x,ncol=2) >> a=matrix(1,nrow(x),1) >> X=cbind(a,x) >> y=c(12.00, 11.00, 13.00, 12.50, 14.00, 18.50, 15.00, 12.50, 13.75, 15.00) > >> b=solve(t(X)%*% X)%*% t(X)%*% y > > when I wrote the following line >> (t(y-X %*% b)%*%(y-X %*% b)/(length(y)-ncol(X)))*solve(t(X)%*% X) > I have obtained an error message, I don't know why namely (t(y-X %*% > b)%*%(y-X %*% b)/(length(y)-ncol(X))) is a scalar: >> (t(y-X %*% b)%*%(y-X %*% b)/(length(y)-ncol(X))) > [,1] > [1,] 3.620354 > > > Can you please help me.
Mistake is that (t(y-X %*% b)%*%(y-X %*% b)/(length(y)-ncol(X))) is NOT a scalar, but a 1 x 1 matrix. This works: as.vector((t(y-X %*% b)%*%(y-X %*% b))/(length(y)-ncol(X)))*solve(t(X)%*% X) as does recognizing the first term as a sum of squares: sum((y-X %*% b)^2)/(length(y)-ncol(X))*solve(t(X)%*% X) (And, for the Illuminati, a Kronecker product works too: (t(y-X %*% b)%*%(y-X %*% b)/(length(y)-ncol(X))) %x% solve(t(X)%*% X) This could be useful for multivariate y.) > > Thank you > > George > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
