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Talk:Linear predictor function

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Latest comment: 9 years ago by NewYorkActuary in topic Proposed merge with Linear model

In the Basic Form section, the matrix vector definitions shouldn't have dimensions (p+1)-by-1 and 1-by-(p+1) ?  Preceding unsigned comment added by ZMNunes (talkcontribs) 15:51, 9 July 2013‎

Proposed merge with Linear model

[edit]

A linear model is a model with a linear predictor function. These articles discuss the same concept, but the article linear model is mostly restricted to regression. QVVERTYVS (hm?) 11:13, 5 January 2014 (UTC)Reply

Mistake? Length of p or n?

[edit]

The basic form of a linear predictor function f(i) for data point i (consisting of p explanatory variables), for i = 1, ..., n, is

f(i) = \beta_0 + \beta_1 x_{i1} + \cdots + \beta_p x_{ip},

should the n be rewritten as p? should the final x_{ip} be x_{in}?

Looking at it I think it should be

f(i) = \beta_0 + \beta_1 x_{i1} + \cdots + \beta_p x_{in}

let p = n + 1

then β is of size p (not p+1), x grows to size p after prepending x_{i0} = 1, and everything else works out  Preceding unsigned comment added by 199.223.21.100 (talk) 17:25, 21 March 2016 (UTC)Reply