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Regression Analysis
Regression Analysis
Regression Analysis
Source: http://www-bcf.usc.edu/~gareth/ISL/
How to Get the Estimates of the Coefficients?
• Data: 𝑥1 , 𝑦1 , 𝑥2 , 𝑦2 , … , 𝑥𝑛 , 𝑦𝑛 .
• Let 𝑦ො𝑖 = 𝛽መ0 + 𝛽መ1 𝑥𝑖 be the prediction for 𝑌 based on the 𝑖-th value of
𝑋.
• Residual: 𝑒𝑖 = 𝑦𝑖 − 𝑦ො𝑖 .
• We define the residual sum of squares (𝑅𝑆𝑆) as