regression tools?

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  • Justin7
    SBR Hall of Famer
    • 07-31-06
    • 8577

    #1
    regression tools?
    I have 2000 data points, with 5 variables each.

    I want to curve fit the first 4 to compute the 5th. Does anyone have software that can do this easily?
  • Ganchrow
    SBR Hall of Famer
    • 08-28-05
    • 5011

    #2
    Originally posted by Justin7
    I have 2000 data points, with 5 variables each.

    I want to curve fit the first 4 to compute the 5th. Does anyone have software that can do this easily?
    Excel's LINEST() and LOGEST() functions performs linear and logarithmic regressions, respectively.
    Comment
    • Justin7
      SBR Hall of Famer
      • 07-31-06
      • 8577

      #3
      Ganch,

      Maybe you can speed me through this.

      I've imported my data into an excel sheet. A2-D2 are inputs, which return E2.
      This goes down to about A20000 to D20000, with the return of E20000.

      I'd like to find the equation E = Const + Am1 + Bm2 + Cm3 +Dm4, with the smallest error. I'd prefer linear error, but mean squared works too. What is the syntax for that?
      Comment
      • MrX
        SBR MVP
        • 01-10-06
        • 1540

        #4
        Code:
        LINEST(E2:E2000,A2:D2000,TRUE,TRUE)
        LINEST is an array function, so you need to highlight an area 5 columns by 5 rows with the LINEST formula in the upper left. Then hit F2 and then CTRL-SHIFT-ENTER.

        See the help entry on linest for an explanation of the output.
        Comment
        • Justin7
          SBR Hall of Famer
          • 07-31-06
          • 8577

          #5
          Um, I'm dumb. Can you show me on this data file?
          Attached Files
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          • MrX
            SBR MVP
            • 01-10-06
            • 1540

            #6
            Here ya go.
            Attached Files
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            • Justin7
              SBR Hall of Famer
              • 07-31-06
              • 8577

              #7
              Thanks. Now i just have to figure out why predicted scoring goes down as your passing efficiency goes up
              Comment
              • MrX
                SBR MVP
                • 01-10-06
                • 1540

                #8
                Originally posted by Justin7
                Thanks. Now i just have to figure out why predicted scoring goes down as your passing efficiency goes up
                Yikes.

                Are you sure you're interpreting the LINEST columns correctly, 'cause their order is kinda counter-intuitive? The far left coefficient corresponds to the rightmost data column (column D in your example).
                Comment
                • Justin7
                  SBR Hall of Famer
                  • 07-31-06
                  • 8577

                  #9
                  That would explain it. I need to swap my A columns with D, and B with C.

                  Is there a way to do this with the linest command?

                  Btw, I really appreciate your help on this. This is a monster project I'm working on, but it will be worth it when NCAAF starts.
                  Comment
                  • Justin7
                    SBR Hall of Famer
                    • 07-31-06
                    • 8577

                    #10
                    Actually, I don't need to resort it. I can just reverse the order that I read the coefficients.
                    Comment
                    • MrX
                      SBR MVP
                      • 01-10-06
                      • 1540

                      #11
                      Originally posted by Justin7
                      Actually, I don't need to resort it. I can just reverse the order that I read the coefficients.
                      There ya go!

                      Left to right the coefficients correspond to Column D, C, B, A, Constant.
                      Comment
                      • Justin7
                        SBR Hall of Famer
                        • 07-31-06
                        • 8577

                        #12
                        Btw, the results were spectacular. The first pieces are slowly fitting together for the NCAA model.
                        Comment
                        • bookie
                          SBR MVP
                          • 08-10-05
                          • 2112

                          #13
                          Justin did you find a good datascraper?
                          Comment
                          • Justin7
                            SBR Hall of Famer
                            • 07-31-06
                            • 8577

                            #14
                            Originally posted by bookie
                            Justin did you find a good datascraper?
                            I paid 3k for 10 years of comprehensive NCAA data awhile ago. I have a scraping agreement for this fall - data in exchange for my plays before post them.
                            Comment
                            • durito
                              SBR Posting Legend
                              • 07-03-06
                              • 13173

                              #15
                              Originally posted by Justin7
                              I paid 3k for 10 years of comprehensive NCAA data awhile ago. I have a scraping agreement for this fall - data in exchange for my plays before post them.
                              How comprehensive?

                              Is this something I could buy somewhere?
                              Comment
                              • Justin7
                                SBR Hall of Famer
                                • 07-31-06
                                • 8577

                                #16
                                Originally posted by durito
                                How comprehensive?

                                Is this something I could buy somewhere?
                                Most of the things in a box score.

                                You could hire a programmer, trade, or buy it off anyone that will sell it. Lots of pros have databases like this.
                                Comment
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