What is the least squares linear regression line for the data (1,2), (2,4), (3,5), (4,7)? Write SSE (Sum of Squares of Errors (or "Residuals")) as a function of the unknown intercept b0 and slope b1. Take the partial derivatives of SSE with respect to b0 and b1, set them equal to zero, and solve the resulting system of linear equations for the critical point, which will minimize SSE. Do this in the general case as well, resulting in the normal equations and the general formulas for the slope b1 and intercept b0. Check the answers with technology: 1) TI graphing calculator, 2) spreadsheet, 3) Mathematica, and 4) the statistical programming language R. [ Ссылка ] (Probability and Statistics with Applications: A Problem Solving Text, by Asimow and Maxwell)
Applied Statistics, Class 20, Spring 2022
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