BBS: Inland Empire Archive
Date: 04-14-92 (14:11)             Number: 196
From: DON KROUSE                   Refer#: NONE
  To: JEAN CREPEAU                  Recvd: NO  
Subj: Regression                     Conf: (2) Quik_Bas
JC>DK=>  Does  anyone  know  were  I  might  find  source  code for a multiple
JC>    regression routine?
JC>DK=>  I  am  particularly  interested  in  a routine that does Linear, Log,
JC>    Exponential, Power,  etc. and  that optimizes  the order  in which  the
JC>    dependent variables are included.
JC>Use the following formula
JC>        m=(n*SUM(x*y) - SUM(x)*(SUM(y))/(n*SUM(x*x) - SUM(x)*SUM(x))
JC>        b=(SUM(y)-m*SUM(x))/n
JC>                where n=# of samples
JC>        Your linear equation is y=mx+b

Hi Jean,

Thank you for taking the time to answer my request for help. Your approach
and code are "very good" for simple regression.

What I am looking for though is a "Multiple Regression" routine. That is a
routine that will determine the regression formula for a dependent
variable with multiple independent variables.

Silly Example:
         y = Store profit
        x1 = Store sq. ft
        x2 = no. of employees
        x3 = Store hours
        x4 = Sales

The data is used to calculate the summary statistics, i.e: sum(y),
sum(x1), sum(x2), sum(x1y), etc.

The summary statistics are used in a set of "normal equations" which
much be solved simultaneously to determine the regression coefficients.
The linear regression equation would be similar to the one that you show

   y = m1x1 + m2x2 + m3x3 + m4x4 + b

- The number of summary statistics that must be computed grows
  unmanagable as predictors are added.

- The order in which the predictor variables are included in the
  regression affects how well the regression line will fit the data.

- The number of normal equations which must be solved grows as predictors
  are added. i.e.  no. of equations = no. of predictors + 1

- For non linear regression a method of simultaneously solving non-linear
  equations is necessary.

I'm trying to write a business program not a stastics program.
This would be an important part but not the essence of the program.
If I have to do all of this from scratch I'll probably put it off for
a long time. (Forever's a long time isn't it?)

I believe that BASIC is/was used by a lot of scientific types who must
have crossed this bridge before. I was hoping to find someone who might
have or know of some off the shelf code.

It might not sound like it, but I really do appreciate your taking the
time to help.

 * Origin: Silver Lake Systems * Bothell, WA (1:343/58)
Outer Court
Echo Basic Postings

Books at Amazon:

Back to BASIC: The History, Corruption, and Future of the Language

Hackers: Heroes of the Computer Revolution (including Tiny BASIC)

Go to: The Story of the Math Majors, Bridge Players, Engineers, Chess Wizards, Scientists and Iconoclasts who were the Hero Programmers of the Software Revolution

The Advent of the Algorithm: The Idea that Rules the World

Moths in the Machine: The Power and Perils of Programming

Mastering Visual Basic .NET