Using Matrix Algebra to do Multiple Regression

May 29th, 2015
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Before we had computers to assist us, we relied on matrix algebra to solve multiple regressions. You have some appreciation of how much arithmetic is involved in matrix algebra, so you can imagine how tedious the solution is.

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Using Matrix Algebra to do Multiple RegressionBefore we had computers to assist us, we relied on matrix algebra to solve multiple regressions. You have some appreciation of how much arithmetic is involved in matrix algebra, so you can imagine how tedious the solution is. We shall use SAS to do that arithmetic for us. Consider the research I have done involving the relationship between a persons attitudes about animals, idealism, and misanthropy. I also have, for the same respondents, relativism scores and gender. Below is a correlation matrix and, in the last two rows, a table

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