[R] Solving linear equations
Tomek R
rtomek at hotmail.com
Wed Apr 28 14:11:10 CEST 2004
lm.fit(A, b)$coefficients seems to do what I want, but, as you have rightly
pointed out, the deviations most probably will not have constant variance
(but should be normally distributed). Basically, I make measurements from
which I obtain the vector b with variance in each of the values v. How
would I fit my data then? (A is known and fixed). What's the best book to
look at for solving those problems?
Thanks,
Tomek
> How do you wish to decide how to resolve the likely inconsistencies
>in the overdetermined system? If you assume the vertical deviations from a
>linear fit are normally distributed with constant variance, then
>"lm" should do what you want.
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