Mysql多變量線性迴歸

我想對我的mysql 5.0數據庫（結果值字段只有2個可能的值，1和0）中的數據做多變量（9變量）線性迴歸。Mysql多變量線性迴歸

我已經做了一些搜索，發現我可以使用：

mysql> SELECT 
    -> @n := COUNT(score) AS N, 
    -> @meanX := AVG(age) AS "X mean", 
    -> @sumX := SUM(age) AS "X sum", 
    -> @sumXX := SUM(age*age) "X sum of squares", 
    -> @meanY := AVG(score) AS "Y mean", 
    -> @sumY := SUM(score) AS "Y sum", 
    -> @sumYY := SUM(score*score) "Y sum of square", 
    -> @sumXY := SUM(age*score) AS "X*Y sum"

要獲取很多基本的迴歸變量，但我真的不想打出來做這行的每個組合9個變量。我可以找到關於如何對多變量進行迴歸的所有資源，需要矩陣操作。我可以使用mysql進行Matrix操作，還是有其他方法可以執行9次變量線性迴歸？

我應該先從mysql導出數據嗎？它的~80,000行，所以它可以移動它，只是不知道我應該使用什麼。

感謝，丹

來源

2010-01-17 Dan

這是好事，存儲在MySQL這個數據，但你可以從能夠訪問到數據庫的語言處理數據。僞代碼：

variables = [ 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H', 'I' ]; 

for X in $variables do 
    for Y in $variables do 
     query = 'SELECT 
      @'+$X+$Y+' := COUNT(score) AS '+$X+$Y+', 
      @mean'+$X+' := AVG(age) AS "X mean", 
      @sum'+$X+' := SUM(age) AS "X sum", 
      @sum'+$X+$X+' := SUM(age*age) "X sum of squares", 
      @mean'+$Y+' := AVG(score) AS "Y mean", 
      @sum'+$Y+' := SUM(score) AS "Y sum", 
      @sum'+$Y+$Y+' := SUM(score*score) "Y sum of square", 
      @sum'+$X+$Y+' := SUM(age*score) AS "X*Y sum"'; 
     db_execute(query); 
    done 
done

但爲什麼不將結果存儲在表中？更適合數據庫。

for X in $variables do 
    for Y in $variables do 
     query = 'INSERT INTO regression SELECT FROM measurements 
      "'+$X+'" AS X 
      "'+$Y+'" AS Y 
      score AS valX 
      age AS valY 
      COUNT(score) AS N, 
      AVG(age) AS meanX, 
      SUM(age) AS sumX, 
      SUM(age*age) squareX, 
      AVG(score) AS meanY, 
      SUM(score) AS sumY, 
      SUM(score*score) squareY, 
      SUM(age*score) AS sumXY'; 
     db_execute(query); 
    done 
done

將單獨的索引放在X和Y列上。

來源

2010-01-18 01:39:53 sibidiba