Monday, January 28, 2013
OLS Macro I
Code lies on matrixOLS.xlsm
Sub olsmaker()
' this solves for regression calling on fixed number of dataset
' Also matrix form is defined by the user.
'calling for x and y
x = Range("A105:B114").Value
y = Range("C105:C114").Value
'solving for b=(xT x)^-1 (xT y)
xT = Application.WorksheetFunction.Transpose(x)
xTx = Application.WorksheetFunction.MMult(xT, x)
xTxinv = Application.WorksheetFunction.MInverse(xTx)
xTxinvxT = Application.WorksheetFunction.MMult(xTxinv, xT)
sol = Application.WorksheetFunction.MMult(xTxinvxT, y)
'returning it back to the sheet
Range("F106") = "b="
Range("F107:F108").Value = sol
End Sub
Notes:
1. How do I make it dynamic? Update this program.
2. Review on Matrix and OLS. Work on how did this happened. And is there a way to shorten the form?
\[ \hat{b} = \hat{x}^{-1}\hat{y} \to \hat{b} = (\hat{x}^T \hat{x})^{-1} \hat{x}^T \hat{y} \]
3. Very interested in programming numerical methods. Add it to the List to program.
4. Read the book: VB for Dummies.
Labels:
Class Notes,
Matrix,
OLS,
Questions,
Visual Basic
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