algorithm to combine data for linear fit?

Posted by BoldlyBold on Stack Overflow See other posts from Stack Overflow or by BoldlyBold
Published on 2012-06-29T15:12:14Z Indexed on 2012/06/29 15:15 UTC
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algorithm

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regression

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correlation

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genetic

I'm not sure if this is the best place to ask this, but you guys have been helpful with plenty of my CS homework in the past so I figure I'll give it a shot.

I'm looking for an algorithm to blindly combine several dependent variables into an index that produces the best linear fit with an external variable. Basically, it would combine the dependent variables using different mathematical operators, include or not include each one, etc. until an index is developed that best correlates with my external variable.

Has anyone seen/heard of something like this before? Even if you could point me in the right direction or to the right place to ask, I would appreciate it. Thanks.

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