What is the general formate for the equation of a least-squares regression line?

1 Answer
Alan P.
Feb 17, 2015

Equation for least-squares linear regression:

y = m x + b

where
m = (sum(x_iy_i) - (sum x_i sum y_i)/n)/(sum x_i^2 -((sum x_i)^2)/n)

and
b = (sum y_i - m sum x_i)/n

for a collection of n pairs (x_i,y_i)

This looks horrible to evaluate (and it is, if you are doing it by hand); but using a computer (with, for example, a spreadsheet with columns :y, x, xy, and x^2) it isn't too bad.

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