Regcon

From Eigenvector Research Documentation Wiki
Revision as of 14:26, 3 September 2008 by imported>Jeremy (Importing text file)
Jump to navigation Jump to search

Purpose

Converts a regression model to y = ax + b form.

Synopsis

[a,b] = regcon(mod)
[a,b] = regcon(regv,xmn,ymn)
[a,b] = regcon(regv,xmn,ymn,xst,yst)

Description

REGCON can be used to convert a model mod generated by the PCR, PLS, or ANALYSIS functions. The outputs are the regression coefficients a and the intercept b such that y = ax + b. In this case the I/O syntax is:

[a,b] = regcon(mod)

Notes

(1) REGCON can will convert a regression model which uses Mean Centering, Autoscaling, or None as the preprocessing. Any other preprocessing will be rejected and cause an error.

(2) If the model was built with some variables excluded, REGCON will infill with zeros as appropriate so that the output can be used on the original X-block with all variables present.

REGCON can also be used to convert the individual parts of a regression model, including the column vector of regression coefficients regv, predictor variable means xmn, predicted variable means ymn, predictor variable scaling xst, and predicted variable scaling yst. If xmn or ymn is not supplied or is set equal to 0 or [], then it is assumed to be zero (i.e. no centering was used in the model). If xst or yst is not supplied or is set equal to 0 or [], then it is assumed to be one (i.e. no scaling was used in the model). In this case the I/O syntax is:

[a,b] = regcon(regv,xmn,ymn,xst,yst)

Examples

[a,b] = regcon(mod); using REGRESSION model

[a,b] = regcon(regv,xmn,ymn); mean centered only

[a,b] = regcon(regv,xmn,ymn,xst,yst); mean centered and scaled

[a,b] = regcon(regv,xmn,ymn,[],yst); x data centered but not scaled

[a,b] = regcon(regv,0,0,xst,yst); x and y scaled by not centered

See Also

analysis, auto, mncn, modlpred, modlrder, pcr, pls, ridge