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x
 
各位大神,求指教! 
我用fortran做二元回归(回归程序就是气象家园上的),回归系数是没问题的,但是在算预估值的时候,发现与实际值差别很大,个人觉得是常数项y0的问题,但是又不知道哪里有错,请大神们看一下,谢谢! 
module LinearAlgebra 
implicit none 
contains 
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! 
!!!!!!!!                     !!!!!!!!!  
!!!!!!!! Gauss_Jordan法 !!!!!!!!!  
!!!!!!!! !!!!!!!!!  
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!  
subroutine Gauss_Jordan(A,S,ANS)  
implicit none  
real :: A(:,:)  
real :: S(:)  
real :: ANS(:)  
real, allocatable :: B(:,:) 
integer :: i, N  
N = size(A,1)  
allocate(B(N,N))  
! 保存原先的矩阵A,及数组S 
B=A  
ANS=S  
! 把B化成对角矩阵 
call Upper(B,ANS,N) ! 把B化成上三角矩阵 
call Lower(B,ANS,N) ! 把B化成下三角矩 
! 求解  
forall(i=1:N)  
ANS(i)=ANS(i)/B(i,i)  
end forall  
return  
end subroutine Gauss_Jordan  
! 输出等式子程序  
subroutine output(M,S)  
implicit none  
real :: M(:,:), S(:)  
integer :: N,i,j  
N = size(M,1)  
! write中加上advance="no",可以中止断行发生,使下一次的  
! write接续在同一行当中. 
do i=1,N  
!write(*,"(1x,f5.2,a1)", advance="NO") M(i,1),'A'  
do j=2,N  
if ( M(i,j) < 0 ) then  
!write(*,"('-',f5.2,a1)",advance="NO") -M(i,j),char(64+j)  
else  
!write(*,"('+',f5.2,a1)",advance="NO") M(i,j),char(64+j)  
end if  
end do  
!write(*,"('=',f8.4)") S(i)  
end do  
return  
end subroutine output  
! 求上三角矩阵的子程序  
subroutine Upper(M,S,N)  
implicit none  
integer :: N  
real :: M(N,N)  
real :: S(N)  
integer :: I,J  
real :: E  
do I=1,N-1  
do J=I+1,N  
E=M(J,I)/M(I,I)  
M(J,I:N)=M(J,I:N)-M(I,I:N)*E  
S(J)=S(J)-S(I)*E  
end do 
end do  
return  
end subroutine Upper  
! 求下三角矩阵的子程序  
subroutine Lower(M,S,N)  
implicit none  
integer :: N  
real :: M(N,N)  
real :: S(N)  
integer :: I,J  
real :: E  
do I=N,2,-1  
do J=I-1,1,-1  
E=M(J,I)/M(I,I)  
M(J,1:N)=M(J,1:N)-M(I,1:N)*E  
S(J)=S(J)-S(I)*E  
end do  
end do 
return 
end subroutine Lower  
end module  
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!  
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!  
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!  
!!!!!!!!! !!!!!!!!!  
!!!!!!!!! 求解齐次线性方程组 !!!!!!!!!  
!!!  created by LIU Qian , 23 Sep 2013  ,QingDao 
!!!  courtesy lanxizhishui 
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! 
program multi_reg 
use LinearAlgebra  
implicit none  
integer,parameter:: N=2 , it=51 ! (N:线性方程组矩阵大小/多元回归‘元’的个数 , it:时间序列长度)      !!! 
real::b(it,n),y(144,73,it),p(n),A(n,n),S(n),ans(n) ,hcy(144,73) 
real::q,r,u,y0 
integer :: i,j,k,ii,jj,kk 
!读入要进行多元线性回归的数据,以二元为例,建立x1、x2到y的线性回归 
open(11,file='x1.grd',form='binary') 
open(12,file='x2.grd',form='binary') 
open(13,file='y.grd',form='binary') 
open(15,file='a.grd',form='binary') 
open(16,file='b.grd',form='binary') 
open(17,file='reg_y.grd',form='binary') 
open(18,file='reg_y_new.txt')  !写这两个txt只是为了看结果 
open(19,file='reg_y_old.txt') 
 
do i=1,it 
do jj=1,73 
do ii=1,144 
read(13) y(ii,jj,i) 
enddo;enddo;enddo 
do jj=1,73 
do ii=1,144 
do i=1,it 
write(19,*)  y(ii,jj,i) 
enddo;enddo;enddo 
do i=1,it 
read(11)b(i,1) 
read(12)b(i,2) 
enddo 
 
 
do jj=1,73 
do ii=1,144 
 p=0;q=0 
do i=1,it 
  
p(1)=p(1)+b(i,1) 
  
p(2)=p(2)+b(i,2) 
  
q=q+y(ii,jj,i) 
end do 
!close(11) 
!close(12) 
!close(13) 
!计算回归系数阵 
do i=1,n 
do j=1,n 
r=0;u=0 
do k=1,it 
r=r+b(k,i)*b(k,j) 
u=u+b(k,i)*y(ii,jj,k) 
end do 
a(i,j)=r-p(i)*p(j)/it 
s(i)=u-p(i)*q/it 
end do 
end do 
print*,s(:) 
!解线性方程组 
!write(*,*) 'Equation:' 
call output(A,S)  
call Gauss_Jordan(A,S,ANS)  
y0=(q-s(1)*p(1)-s(2)*p(2))/it 
!write(*,*) 'Ans:'  
do i=1,N  
!write(*,"(1x,a1,'=',F8.4)") char(64+i),ANS(i)  !A、B依次为第一、二个元的回归系数 
end do  
!write(15) ANS(1) 
!write(16) ANS(2) 
!write(17) y0 
!write(25,*) y0 
!print*,ANS(1),ANS(2),ii,jj 
!!print*,y0 !此处输出的是常数项 
 write(15) ANS(1) 
write(16) ANS(2) 
do kk=1,it 
write(17) ANS(1)*b(kk,1)+ANS(2)*b(kk,2)+y0   !!!!!!!!!!!!!!!!!!!!!这里的y0有大几百,加上之后差距很大,不知道是哪里的错 
write(18,*) ANS(1)*b(kk,1)+ANS(2)*b(kk,2)+y0    
enddo 
enddo;enddo 
end program 
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