How to perform matrix operations?

[#1]

Hello! I am learning multiple linear regression using matrix form. I wondered if there is a way to transform the data into matrix form and perform operations such as transpose, multiplication, and inverse, to find the coefficients. I appreciate your help!

[#2]

Yes, JMP contains significant support for matrices in the scripting language. I suggest using the online document for matrices in JSL. I also suggest using the Help > Scripting Index > Functions > Matrix to discover or verify syntax.

[#3]

Here is some sample code:

// generate matrices
X = Column("height") << Get Values;
Y = Column("weight") << Get Values;
// add a column of 1's for the intercept term
X = J(Nrow(X),1) || X; 
// compute least squares estimates
β = Inv(X`*X)*X`*Y;