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How to regress out unwanted vectors

时间:2015-08-09 17:05:29      阅读:124      评论:0      收藏:0      [点我收藏+]

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Source: http://stats.stackexchange.com/questions/117840/how-to-regress-out-some-variables

 

一楼答案粘贴如下,regress out的一种简单数学方法。

 

It seems to me that the following is the mathematically simplest way to partial-out variables from a correlated set of items.

Consider a correlation matrix R for 5 items, where we want to "partial-out" the first two variables. This is the initial correlation-matrix:

 

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How to regress out unwanted vectors

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原文地址:http://www.cnblogs.com/minks/p/4715350.html

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