Regression Least Squares Fitting

Tags: #math #regression

Equation

$$y_{i}=\alpha + \beta (x_{i} - \bar{x}) + \epsilon_{i} \\ \hat{\alpha}=\bar{y} \\ \hat{\beta}=\frac{s^{2}_{xy}}{s^{2}_{x}}$$

Latex Code

                                 y_{i}=\alpha + \beta (x_{i} - \bar{x}) + \epsilon_{i} \\ \hat{\alpha}=\bar{y} \\ \hat{\beta}=\frac{s^{2}_{xy}}{s^{2}_{x}}
                            

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Introduction


To fit a straight line by least squares to n pairs of points (xi,yi), model the observations y by the above equation .

  • Statistics of is defined as

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