I must write an application in C that calculates the Multiple Linear Regression but I have a doubt. Suppose to have
- X The matrix is referred to as the design matrix. It contains information about the levels of the predictor variables at which the observations are obtained
-Y the output
-B The vector B contains all the regression coefficients. To obtain the regression model, should be known. B is estimated using least square estimates.
XB=Y is the relation in the system. After I calculate the error I must calculate the
B(^)=((Xtraspost*X)^-1)*y
where B(^) is the coefficients vector that minimizes the error.
if I don't have Y in the input data but only X how I can estimate y in this relation B(^)=((Xtraspost*X)^-1? Anyome can help me?
