Statistics question: error of slope in linear regression from r

snellslaw
Messages
16
Reaction score
0
A text says that if you calculate the linear regression of data points and you get the equation y=mx+b with an r2 value, the error in the slope is given by:
δm/m=2(1-r)

No explanation was given. Could someone please explain this formula? Thanks!
 
Physics news on Phys.org
What does "the equation y=mx+b with an r2 value" mean? In particular, what does "with an r2" mean?
 
Hi HallsofIvy!

like say you insert some data points and then use your calculator to calculate the linear regression. the calculator spits out
y=0.0283x+0.0012, r2=0.998

so the r2 is the coefficient of determination
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
Back
Top