Least Squares Lines
Background
The formulas for linear least squares fitting were independently derived by
German mathematician
Johann Carl Friedrich Gauss (1777-1855) and
the French mathematician
Adrien-Marie Legendre (1752-1833).
Theorem (Least
Squares Line
Fitting ). Given the data
points , the
least squares line that
fits the points has coefficients a and b given by:
and
.
Remark. The least squares line is often
times called the line of regression.
Mathematica Subroutine (Least Squares Line).
Philosophy. What comes first the chicken
or the egg ? Which coordinate is more sacred, the abscissas or the
ordinates. We are always free to choose which variable is independent when we
graph a line; or . When
you realize that two different "least squares lines" can be produced we are
amazed. What should we do ? Which line should we use ? You must decide a
priori which variable is independent and which is dependent and then proceed.
Exercise 3 asked you to think about the mathematics that is involved with this
"paradox."
Another "Fit"
Theorem (Power Fit). Given the data
points , the
power curve that
fits the points has coefficients a given by:
.
Remark. The case m = 1 is a line that
passes through the origin.
Mathematica Subroutine (Power Curve).
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