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Multiple linear regression on 3D instead of 2D Y-vectors? [message #46647] Tue, 29 November 2005 17:30
leatherback is currently offline  leatherback
Messages: 15
Registered: November 2005
Junior Member
Hi All,

As mentioned in my previous post: I am trying to run a code somewhat
more efficient, since it is now taking days to process my data. Finally
I think I have zoomed in a bit on the core of the problem (thx
andrew!).

Basically, I am performing a stepwise regression on field spectral
measurements, within which a repetition loop (n=10,000) runs. (I am
trying to get the mean goodness of fit per waveband over these 10,000
repetitions, basicially performing a bootstrapping routine).

At the moment I am looping through my spectra one band at a time,
perform the regression, go to the next band, untill the last band has
been analyzed, and then start over again, repeating 10,000 times. So
currently for each band:

x = fltarr(48) ; Response array, characteristics of 48 samples
y = fltarr(3,48) ; 3 predictors for 48 samples
TestNStat = regress(y, x, mcorrelation=ThisNCorrelation, /double,
measure_errors=errorvec)

resulting in a single floating point correlation value,
ThisNCorrelation.

This is very time consuming, and I was wondering how to use the
strength of IDL's array calculations for this. If I could do a
regression using a 3D Y-array, I could speed the whole thing up quite a
bit. Basically:

x = fltarr(48) (Or perhaps: x=fltarr(48, 2000) ?)
y = fltarr(3,48, 2000)

Output: A fltarr(2000) of correlation values.

Can someone please tell me how I can achieve this?

Thanks so much for your help!

Yours,

Jelle.
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