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course Mth 272

August 13, 2009 at 9:26 AM

Question: `qQuery problem 7.7.4 points (1,0), (2,0), (3,0), (3,1), (4,1), (4,2), (5,2), (6,2)

Give the equation of the least squares regression line and explain how you obtained the equation.

YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY

Your solution:

I used the calculator for this equation, which is what the book said to do. As for the equation, I am completely lost on

how to work through it. With that, here is the answer.

Y=ax+b

a=1/2

B= -3/4

so, Y=.5x-3/4

confidence rating:

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Given Solution:

`a The text gives you equations related to the sum of the x terms, sum of y values, sum of x^2, sum of y^2 etc, into which

you can plug the given information.

To use partial derivatives and get the same results. The strategy is to assume that the equation is y = a x + b and write an

expression for the sum of the squared errors, then minimize this expression with respect to a and b, which are treated as

variables.

If y = a x + b then the errors at the four points are respectively

| (a * 1 + b) - 0 |,

| (a * 2 + b) - 0 |,

| (a * 3 + b) - 0 |,

| (a * 3 + b) - 1 |,

| (a * 4 + b) - 1 |,

| (a * 4 + b) - 2 |,

| (a * 5 + b) - 2 |, and

| (a * 6 + b) - 2 |.

The sum of the squared errors is therefore

sum of squared errors: ( (a * 1 + b) - 0 )^2+( (a * 2 + b) - 0 )^2+( (a * 3 + b) - 0 )^2+( (a * 3 + b) - 1 )^2+( (a * 4 +

b) - 1 )^2+( (a * 4 + b) - 2 )^2+( (a * 5 + b) - 2 )^2+( (a * 6 + b) - 2 )^2.

It is straightforward if a little tedious to simplify this expression, but after simplifying all terms, squaring and then collecting

like terms we get

116Aa^2 + 2AaA(28Ab - 37) + 8Ab^2 - 16Ab + 14.

We minimize this expression by finding the derivatives with respect to a and b:

The derivatives of this expression with respect to a and b are respectively

56Aa + 16Ab - 16 and 232Aa + 56Ab - 74.

Setting both derivatives equal to zero we get the system

56Aa + 16Ab - 16 = 0

232Aa + 56Ab - 74 = 0.

Solving this system for a and b we get

a = 1/2, b = - 3/4.

So see that this is a minimum we have to evaluate the expression f_aa * f_bb - 4 f_ab^2.

f_aa = 56 and f_bb = 56, while f_ab = 0 so f_aa * f_bb - 4 f_ab^2 is positive, telling us we have a minimum.

Thus our equation is

y = a x + b or

y = 1/2 x - 3/4.

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Self-critique (if necessary):

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Self-critique Rating:

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Question: `qQuery problem 7.7.6 (was 7.7.16) use partial derivatives,etc., to find least-squares line for (-3,0), (-1,1),

(1,1), (3,2)

YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY

Your solution:

I did the same thing for this problem (use calculator)

y=ax+b

a=.3

B=1

Y=.3x+1

confidence rating:

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Given Solution:

`a If y = a x + b then the errors at the four points are respectively

| (a * -3 + b) - 0 |,

| (a * -1 + b) - 1 |,

| (a * 1 + b) - 1 | and

| (a * 3 + b) - 2 |. The sum of the squared errors is therefore

( (a * -3 + b) - 0 )^2 + ( (a * -1 + b) - 1 )^2 + ( (a * 1 + b) - 1 )^2 + ( (a * 3 + b) - 2 )^2 =

[ 9 a^2 - 6 ab + b^2 ] + [ (a^2 - 2 a b + b^2) - 2 ( -a + b) + 1 ] + [ a^2 + 2 ab + b^2 - 2 ( a + b) + 1 ] + [ 9 a^2 + 6

ab + b^2 - 4 ( 3a + b) + 4 ] =

20Aa^2 - 12Aa + 4Ab^2 - 8Ab + 6.

This expression is to be minimized with respect to variables a and b.

The derivative with respect to a is 40 a - 12 and the derivative with respect to b is 8 b - 8.

40 a - 12 = 0 if a = 12/40 = .3.

8b - 8 = 0 if b = 1.

The second derivatives with respect to and and b are both positive; the derivative with respect to a then b is zero. So the

test for max, min or saddle point yields a max or min, and since both derivatives are positive the critical point gives a min.

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Self-critique (if necessary):

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Self-critique Rating:

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Question: What was your expression for the sum of the squared errors?

YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY

Your solution:

I do not know how to do this problem. I have been using the calculator because the book doesn’t explain this section

very well. Any information would be greatly appreciated. Thanks

confidence rating:

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Given Solution:

`a Right, for the values of a and b you correctly obtained above. The expression for squared errors is 20Aa^2 - 12Aa +

4Ab^2 - 8Ab + 6.

For a = .3 and b = 1 this expression gives 1.8 - 3.6 + 4 - 8 + 6 = .2.

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Self-critique (if necessary):

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Self-critique Rating:

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&#Good responses. Let me know if you have questions. &#