How to force my robust regression to pass through y=1?

Question

Carlos Goncalves Moreira 2017-11-13

1
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/366699-how-to-force-my-robust-regression-to-pass-through-y-1

评论： Walter Roberson 2017-11-17

I have a very simple code with two vectors. I want to compute a robust regression on those values, but forcing the function to pass in y(0)=1. I tried to apply the polyfit function, but honestly I don't have much experience with Matlab. Does anyone have a simple solution for this, so I can extract my statistic results? Thanks

x=[1 1 1 1 1 1 28 28 28 28 28 28 56 56 56 56 56 56 84 84 84 84 84 84 112 112 112 112 112 112];
of_wt_veh=[1.000000 1.000000 1.000000 1.000000 1.000000 1.000000 0.739660 0.697400 0.604162 0.748125 0.683022 0.761243 0.984600 0.675027 0.639655 0.662086 0.660443 0.845765 1.126925 0.709459 0.828230 0.604704 0.635310 0.783181 1.019504 0.640609 0.462813 0.616220 0.754486 0.6987264];
[b,stats] = robustfit(x,of_wt_veh);
scatter(x,of_wt_veh,'filled'); grid on; hold on
plot(x,b(1)+b(2)*x,'g','LineWidth',2)
legend('Data','Robust Regression')

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

John D'Errico 2017-11-13

2
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/366699-how-to-force-my-robust-regression-to-pass-through-y-1#answer_290809

编辑：John D'Errico 2017-11-13

在 MATLAB Online 中打开

Use robustfit with no constant term. But subtract 1 from y.

That forces the fit to pass through y==1, at x==0.

b(1) = 1;
[b(2),stats] = robustfit(x,of_wt_veh - 1,[],[],'off');

The point is, if your fit has no constant term in a polynomial, then it goes through (0,0). EXACTLY. ALWAYS. So if you subtract 1 from y, then you want the fit to go through 0.

5 个评论
显示 3更早的评论隐藏 3更早的评论

John D'Errico 2017-11-13

编辑：John D'Errico 2017-11-13

Your followup is not a MATLAB question. :) But I'll offer a suggestion.

If you have two completely different models, with different meanings for the parameters, then you can say nothing. So assuming that you have the same model, fit to two different data sets. You cannot even compare a cubic and quadratic polynomial model in that sense, because of course they are different. There are tests that would allow you to TRY to decide if one model is better than another. But that was not your question.

The result of the two model will be a pair of vectors of parameters. With each vector of parameters, you can generate a covariance matrix.

Now, essentially subtract the two vectors. You should be able to find a statistical test that will tell if that difference vector is statistically different from the zero vector, because you will also effectively be able to compute a covariance matrix for the difference vector.

I won't go any further than that, because at this point, your question has nothing to do with MATLAB, and because I am not a statistician.

Walter Roberson 2017-11-17

Carlos asks,

Does anyone know a solution for my question? Thanks.

Walter Roberson 2017-11-17

kstest2() possibly.

请先登录，再进行评论。

How to force my robust regression to pass through y=1?

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

采纳的回答

5 个评论
显示 3更早的评论隐藏 3更早的评论

更多回答（0 个）

另请参阅

类别

标签

Community Treasure Hunt

How to force my robust regression to pass through y=1?

0 个评论 显示 -2更早的评论隐藏 -2更早的评论

采纳的回答

5 个评论 显示 3更早的评论隐藏 3更早的评论

更多回答（0 个）

另请参阅

类别

标签

Community Treasure Hunt

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

5 个评论
显示 3更早的评论隐藏 3更早的评论