[R] Linear Regression Problem

Dear All, I have a matrix say, X ( 100 X 40,000) and a vector say, y (100 X 1) . I want to perform linear regression. I have scaled X matrix by using scale () to get mean zero and s.d 1 . But still I get very high values of regression coefficients. If I scale X matrix, then

Re: [R] Linear Regression Problem

dear Alex, I think your problem with a large number of predictors and a relatively small number of subjects may be faced via some regularization approach (ridge or lasso regression..) hope this helps you, vito Alex Roy ha scritto: Dear All, I have a matrix say, X ( 100 X

Re: [R] Linear Regression Problem

Dear Vito, Thanks for your comments. But I want to do Simple linear regression not Multiple Linear regression. Multiple Linear regression is not possible here as number of variables are much more than samples.( X is ill condioned, inverse of X^TX does not exist! ) I just want to

Re: [R] Linear Regression Problem

-Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Alex Roy Sent: Tuesday, July 14, 2009 11:29 AM To: Vito Muggeo (UniPa) Cc: r-help@r-project.org Subject: Re: [R] Linear Regression Problem Dear Vito, Thanks for your

Re: [R] Linear Regression Problem

Subject: Re: [R] Linear Regression Problem Dear Vito, Thanks for your comments. But I want to do Simple linear regression not Multiple Linear regression. Multiple Linear regression is not possible here as number of variables are much more than samples.( X is ill condioned, inverse

Re: [R] Linear Regression Problem

] On Behalf Of Alex Roy Sent: Tuesday, July 14, 2009 11:29 AM To: Vito Muggeo (UniPa) Cc: r-help@r-project.org Subject: Re: [R] Linear Regression Problem Dear Vito, Thanks for your comments. But I want to do Simple linear regression not Multiple Linear regression. Multiple Linear