Simple Linear Regression
 
02_formulas
20160102

Formulas

The estimated slope w₁ and intercept w₀ can be calculated using following formulas.

Formula 1

Formula 2

(derivation: see end of this article)

Formula 3

Coefficient w₁-hat expressed as a product of the correlation between y-values and x-values, and the fraction of standard-deviation of y-values over standard deviation of x-values:

Note

In above formulas read the sigma as sum from i=1 to n:

 
Notes by Data Munging Ninja. Generated on nini:sync/20151223_datamungingninja/linregsimple at 2016-10-18 07:18