Regression model with two equation
5 views (last 30 days)
Show older comments
Commented: Torsten on 13 Jan 2023
What is the best way to create a regression model that is based on two equations ?
Where y2 is dependent on y1.
All input values is array of data and not just one point.
I've tried using fminsearch, fitlm, lsqr. I'm just not sure how to couple the two equation while also doing a regression and finding the best combination on A1 and A2 terms.
the cyclist on 12 Jan 2023
As @Torsten mentions in his comment, the way you have written your equations, it is not possible to see why they are coupled.
That being said, the MATLAB function you need maybe the mvregress function. See that documentation page for details, and also you could take a look at this answer of mine, which gives some example design matrices.
Torsten on 13 Jan 2023
If the relation
y1 = rho_suc*D*E - A1*x1
has to be satisfied with equality for all elements of the x1 vector, then your problem should be formulated as
min: (y2 - B2(y1) - A2*x2).^2
under the constraint
y1 - (rho_suc(y1)*D*E - A1*x1) = 0
with y1, A1 and A2 as unknowns.
You can use fmincon to solve where the constraint can be implemented in function "nonlcon".
Find more on Introduction to Installation and Licensing in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!