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Linear Regression

Fitting a line to data. "Finding the rotation of a line plotted through data points that has the lowest possible sum of its squared Residuals"

Consists of:

  1. Using least-squares to fit a line to the data
  2. Calculating R^2
  3. Calculating a p-value for R^2

Related terms

  • Residual → the distance from a data point on a graph to the line drawn
  • SS(mean) → "sum of squares around the mean" = (data - mean)^2
  • R^2 = (Var(mean) - Var(fit)) / Var(mean)
    1. Measure, square, and sum the distance from the data to the mean
    2. Measure, square, and sum the distance from the data to the complicated equation
      • Remember: the "complicated equation" is the equation for your fitted line!
    3. Plug in your calculations