matlab OLS代码
时间: 2023-08-26 10:18:46 浏览: 200
回答: 以下是使用MATLAB进行OLS(Ordinary Least Squares)回归分析的代码示例:
```matlab
% 输入数据
x = [1, 2, 3, 4, 5]; % 自变量
y = [2, 3, 5, 6, 8]; % 因变量
% 构建设计矩阵
X = [ones(size(x')), x'];
% 计算OLS估计值
beta = (X' * X) \ X' * y';
% 打印结果
fprintf('已知参数\n\tbeta_0=%0.5g\n\tbeta_1=%0.5g\n', beta(1), beta(2));
fprintf('模拟后,OLS估计值为\n\tbeta_0=%0.5g\n\tbeta_1=%0.5g', beta(1), beta(2));
```
其中,`x`是自变量,`y`是因变量。代码首先构建了设计矩阵`X`,然后通过最小二乘法求解回归系数`beta`。最后,使用`sprintf`函数将已知参数和模拟后的OLS估计值打印出来。<span class="em">1</span><span class="em">2</span><span class="em">3</span>
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