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113 Math

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113.032 Statistics - Linear Regression Least Squares method

# Least Squares Method

Least Squares is the most common method to calculate a linear regression.

To calculate the equation of the **least squares** line

- Start with the usual slope equation `y = mx + b`

- Calculate the mean and standard dev of both `x`

and `y`

- Calculate the `r`

coefficient (get a number between -1 and 1)

- Replace the mean of `x`

and `y`

in the slope equation

- Calculate `m`

equals `m = (StdDev(y) * r) / StdDev(x)`

- Calculate `b`

equals `b = Mean(y) - (m * Mean(x))`

. You now have the value of `m`

so just swap that in.

- Now you can complete the initial equation with the new values for `m`

and `b`

##### Source:

- 202009011233 Statistics - Khan Academy
- https://en.wikipedia.org/wiki/Linear_regression

##### Tags:

- statistics