Quadratic Regression calculation

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Discussion Overview

The discussion revolves around the calculation of quadratic regression by hand, specifically how to find a parabola of the form f(x)=ax^2+bx+c that minimizes total square errors for a given dataset (x,y). The scope includes mathematical reasoning and technical explanation related to regression analysis.

Discussion Character

  • Technical explanation, Mathematical reasoning

Main Points Raised

  • One participant seeks guidance on calculating quadratic regression by hand, noting familiarity with linear regression.
  • Another participant suggests writing out the function to be minimized and its derivative, indicating that this leads to a system of simultaneous linear equations.
  • A participant expresses confusion regarding the formulation of the system of equations and the derivative, questioning the understanding of the underlying concepts.
  • Further clarification is provided about the derivation of linear least squares regression formulas, indicating that a similar approach applies to quadratic regression, which involves minimizing a function of three variables.

Areas of Agreement / Disagreement

Participants express varying levels of understanding regarding the derivation and application of quadratic regression, with some confusion noted. There is no consensus on the clarity of the explanation or the steps involved in the calculation.

Contextual Notes

Limitations include potential gaps in understanding the derivation of formulas for both linear and quadratic regression, as well as the need for familiarity with summation notation and simultaneous equations.

pyfgcr
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Hi, I'm learning statistic. Do you guys know how to calculate quadratic regression by hand, which is: give a data set (x,y), find a parabola f(x)=ax^2+bx+c that minimize the total square errors .
I have known how to calculate linear regression.
Thanks in advanced.
 
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Write out the function that is to be minimized and then write its derivative. You get a a system of simultaneous linear equations. If you cannot visualize this using the summation notation \Sigma then try making up 4 (x,y) data pairs and doing it.
 
A system of simultaneous linear equation: ax^2 + bx + c , derivative: 2ax + b ?
I don't really understand
 
pyfgcr said:
A system of simultaneous linear equation: ax^2 + bx + c , derivative: 2ax + b ?
I don't really understand

Perhaps you haven't studied how the formulas for linear least squares regression are derived.

In linear regression there are n data points {(x_1,y_2), (x_2,y_2),...(x_n,y_n) }. The function to be minimized is G(A,B) = \sum_{i=1}^n (A x_i + B - y_i)^2 and deriving the formulas involves taking the partial derivatives of G(A,B) with respect to each of A and B and setting them equal to zero to obtain two simultaneous linear equations. Look up how that is done.

The method for the quadratic is similar. It involves minimzing a function of 3 variables G(A,B,C).
 

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