UltraLinReg.py

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Mon Feb 19 19:53:14 2024

@author: jeffreyhu
"""

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
fileName = "Data/" + input("What is the file name? ")
data = pd.read_csv(fileName)
xcols = []
yName = input("What is the name of your dependent variable column ")
for i in range(data.shape[1]):
    if not (data.columns[i] == yName):
        xcols.append(data.columns[i])
xValues = data[xcols].values
yValues = data[yName].values
xMatrix = np.concatenate([np.ones((xValues.shape[0],1)), xValues], axis = 1)
#print(xMatrix)
xTranspose = xMatrix.T
xDot = xTranspose @ xMatrix
inverseX = np.linalg.inv(xDot)
xTY= xTranspose @ yValues
final = xTY @ inverseX
for halp in range(len(xcols)):
    print(xcols[halp] + ": " + str(final[halp]))
MSE = 0
for i in range(len(yValues)):
    temp = 0
    for j in range(len(xcols)):
        temp += final[j] * data[xcols[j]].values[i]
    MSE += ((yValues[i]-temp)**2)/len(yValues)
print(str(MSE))
print(final[0])

#var1 = final[0]
#var2 = final[1]
#var3 = final[2]
#print(f"{data.columns[1]}: {var1}")
#print(f"{data.columns[2]}: {var2}")
#print(f"{data.columns[3]}: {var3}")