Timeline for Reversing a linear regression -- theoretical case
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 14, 2018 at 9:56 | answer | added | stans | timeline score: 1 | |
| Jan 14, 2018 at 8:43 | comment | added | Glen_b | Your question relates to inverse regression, but with multiple predictors. | |
| Jan 14, 2018 at 4:00 | comment | added | user1357015 | @Glen_b: Yes, that would work. So the thought I had was to fix one and then find the solution of the other. So what i could do is fix one over a grid, do a regression over the remaining variable. I can then repeat the regression multiple times and choose the pair that gives me the best R^2 etc. | |
| Jan 14, 2018 at 2:45 | comment | added | Glen_b | Let's consider a simpler problem. Imagine we had no noise at all, so we had an exact equation like $y=a + b x_1 + c x_2$. For any given value of $y$, say $y=10$, there's an infinite number of possible pairs of ($x_1,x_2)$ solutions that lie along a line (the one that's formed by the intersection of the two planes $y=a + b x_1 + c x_2$ and $y=10$). If you specify one, you can work out the other: $10=a + b x_1 + c x_2 \implies x_2=(10-a-b x_1)/c$. Is the line $a-10 + b x_1 + c x_2 =0$ the kind of "solution" you're after here? | |
| Jan 14, 2018 at 1:10 | history | asked | user1357015 | CC BY-SA 3.0 |