Calculating Line of Best Fit: Least Squares Method

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Homework Help Overview

The discussion revolves around calculating a line of best fit using the least squares method, specifically focusing on matrix operations involved in the process.

Discussion Character

  • Exploratory, Mathematical reasoning, Problem interpretation

Approaches and Questions Raised

  • Participants discuss the construction of matrices for the least squares fit, including the formation of an ATA matrix. Questions arise regarding the calculations leading to specific matrix elements, particularly the sum of squares.

Discussion Status

The discussion has seen participants clarify their understanding of matrix operations and the significance of terms like transpose. Some guidance has been provided regarding the calculation of the ATA matrix, although initial confusion about specific values remains evident.

Contextual Notes

Participants express uncertainty about the formulas and calculations used, particularly regarding the derivation of specific matrix elements from their data. There is acknowledgment of potential misunderstandings in the application of the least squares method.

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I need to calculate a line of best fit, using...

The least square fit method.

I am upto the stage where i have created my matrix 2 x 2, and then i have invesed the matrix 2 x 2 and then got a fraction and a [2x2] matrix.

Now i am stuck.

The textbook has the inverse matrix, and the matrix of co-ordinates used to create the original matrix, and i don't get how the anser is established

Any help most appreciated
 
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EngNoob said:
I need to calculate a line of best fit, using...

The least square fit method.

I am upto the stage where i have created my matrix 2 x 2, and then i have invesed the matrix 2 x 2 and then got a fraction and a [2x2] matrix.

Now i am stuck.

The textbook has the inverse matrix, and the matrix of co-ordinates used to create the original matrix, and i don't get how the anser is established

Any help most appreciated

This tells us nothing about what you have actually done. What points is the line supposed to fit? What matrices did you construct? What formula are you using?
 
Ok, this was a very stupidly produced post, so sorry.

Here is the data i have.

I have a matrix, which is m x t,

[1][0]
[1][1]
[1][3]
[1][4]

and have another matrix b

[0]
[1]
[2]
[5]

Using the least square fit process, i need to establish an ATA Matrix or

[ sum m ] [ sum t ]
[ sum t ] [ sum t ^2 ]

I have been given the answer to this as

[4][8]
[8][26]

What i don't understand, is how does the 26 get their?

The forumula says sum t^2, or 8 x 8, which is 64. 8 doesn't go into 26 either, so i am at a loss what i am doing wrong?

Maybe i am using the wrong formula?

The det(ATA) is 40, which would indicate the 26 should be there, however, can't figure out from the data where 26 comes from?

Any help appreciated, and sorry for the weak post...
 
That last element is sum(t^2), ie, the sum of squares.

Perform the design matrix product (A^{T}A) yourself, and I think you'll see.
 
Spot on, i have the answer now, i was been a little thick, (t) t meaning transpose right, thanks...
 

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