Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Regressions without calculator

  1. Feb 9, 2010 #1
    im a senior in highschool taking ap calculus, ive done regressions here and there with the calculator but i was wondering how do do it without the calculator, i obviously know how to get a linear equation out of 2 points, but how is it done with more points and higher degrees?

    i understand that you need 2 points for a line, 3 for a quadradic, 4 for a cubic and 5 for a quartic but i was hoping someone could show me how it is done.:confused:
     
  2. jcsd
  3. Feb 9, 2010 #2
    The simplest method i know is the Least Squares, there are many others.

    I can show you the general form for any number of points and any type of equation, but it takes a little hard work and algebra.

    In short therms, you have to find the parameters that minimize the difference [tex]\sum [f(x)-q(x)]^2[/tex], where [tex]q(x)[/tex] is the function you want to minimize, and [tex]f(x)[/tex] are the points you are given.

    I'll try to post something more elaborate this week.
     
  4. Feb 9, 2010 #3

    EnumaElish

    User Avatar
    Science Advisor
    Homework Helper

    Let the model be y = a + b x + u. Parameters of the model are a and b, u is the error term.

    Variables y, x (and u) are each N-by-1 vectors.

    Let X = [1 x] be the N-by-2 matrix. The first column of X is a vector of 1's. The second column of X is identical to vector x.

    Let Z be the inverse of X'X. Z is a 2-by-2 matrix.

    Then we can write [a b]' = ZX'y, which is 2-by-1. Parameter a is the first (top) element of ZX'y. Parameter b is the second element of ZX'y.

    For higher order polynomials, substitute [x x^2 x^3 ...] for x, and [b1 b2 b3 ...] for b.
     
  5. Feb 10, 2010 #4

    statdad

    User Avatar
    Homework Helper

    Of course, for simple regression, the matrix approach mentioned above is equivalent to the following equations:
    The slope is given by

    [tex]
    b = \frac{\sum{(x-\bar x)(y - \bar y)}}{\sum (x-\bar x)^2}
    [/tex]

    and the y-intercept is given by

    [tex]
    a = \bar y - b \bar x
    [/tex]
     
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook