Regression Analysis: Finding Optimal Parameters for Non-Linear Functions

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SUMMARY

The discussion focuses on determining the parameter 'c' in the sine function regression model, represented as y=asin(b(x-c))+d, without graphing the data. It is established that while most parameters can be mathematically derived, 'c' requires non-linear optimization methods for accurate determination. The conversation highlights the use of least-squares minimization as a common approach for selecting regression parameters across various models, including linear and sinusoidal functions. The need for a general formula applicable to all regression types is also emphasized, particularly in the context of manual calculations without graphical representation.

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  • Understanding of non-linear optimization methods
  • Familiarity with least-squares minimization techniques
  • Basic knowledge of regression analysis concepts
  • Proficiency in calculus for parameter determination
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  • Research non-linear optimization methods for parameter estimation
  • Learn about least-squares minimization in regression analysis
  • Explore different types of regression models, including sinusoidal and cubic
  • Study statistical concepts related to variance and cost functions
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Data scientists, statisticians, and anyone involved in regression analysis or optimization of non-linear functions will benefit from this discussion.

JoeTarmet
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Sorry if this is somewhat elementary but the regression form of the sine function with data provided is y=asin(b(x-c))+d

As far as I know, all of the variables except c can be determined mathematically. My question is this, using calculus or any other method, is there a way to determine c without graphing the data?


As a follow up, is there a general formula or procedure that applies to all types of Regression (linear, Cubic, Sinusoidal, etc.)? I want to know this because I believe it is possible using statistical concepts like variance and I want to find out how many of these can be done completely by hand without graphing.
 
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Your question is very confusing. Graphing isn't used to determine regression parameters, though it can be used to select general models for some very simple datasets. Generally, the parameters would be selected by minimizing some cost function (usually through least-squares), which in your case would require using some sort of non-linear optimization method, since your function is non-linear in its parameters.
 
Number Nine said:
Generally, the parameters would be selected by minimizing some cost function (usually through least-squares), which in your case would require using some sort of non-linear optimization method, since your function is non-linear in its parameters.

Please explain this further, I am interested in what you are saying about cost functions and optimization, but I don't understand these terms.
 

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