Skip to content.

Skip to navigation
Log In
Contact Us
Report a Bug
Search Site
OpenStaxCNX
Sections
Home
Content
Lenses
About Us
Help
MyCNX
You are here:
Home
»
Content
Content similar to:
Linear Regression and Correlation: Regression Lab II (edited: Teegarden)
View
Linear Regression and Correlation: Regression...
Browse Content

Search for Content
(What are
modules
and
collections
?)
Sort by:
Relevance
Popularity
Language
Revision Date
Title
Type
Results per page:
10
25
100
View:
Detail

Compact

Statistics
Linear Regression
(m23468)
Author:
Paul E Pfeiffer
Keywords:
Correlation coefficient
,
Estimates
,
Mean square error
,
Regression line
Summary:
Consider a pair {X,Y} with a joint distribution. A value X(ω) is observed. It is desired to estimate the corresponding value Y(ω). The best that can be hoped for is some estimate based on an average of the errors, or on the average of some function of ... is considered
[Expand Summary]
Consider a pair {X,Y} with a joint distribution. A value X(ω) is observed. It is desired to estimate the corresponding value Y(ω). The best that can be hoped for is some estimate based on an average of the errors, or on the average of some function of the errors. The most common measure of error is the mean (expectation) of the square of the error. This has two important properties: it treats positive and negative errors alike, and it weights large errors more heavily than smaller ones. In general, we seek a rule (function) r such that the estimate is r(X(ω)). That is, we seek a function r such that the expectation of the square of Y  r(X) is a minimum. The problem of determining such a function is known as the regression problem. LINEAR REGRESSION: we seek the best straight line function (the regression line of Y on X) of the form u = r(t) + b, such that the mean square of Y  r(X) is a minimum. Matlab approximation procedures are compared with analytic results. More general linear regression is considered
[Collapse Summary]
Subject:
Mathematics and Statistics
Language:
English
Popularity:
58.56%
Revised:
20090918
Revisions:
6
Popularity is measured as percentile rank of page views/day over all time
My Account
Username
Password
Cookies are not enabled. You must
enable cookies
before you can log in.
Get an account
Forgot your password?
Repository
Total Collections:
1523
Visit a random collection
Total Modules:
24948
Visit a random module