The regression line

Often experimental data are collected and one wishes to find the line that “best approximates” them. The method of least squares gives the optimal answer.

Definition — Regression line

Given a set of points $(x_1,y_1),\dots,(x_n,y_n)$, the regression line (or least-squares line) is the line $y = mx+q$ that minimises the sum of the squares of the vertical deviations.

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Topics: Radicals
Concepts: Least squares · Linear regression
Skills: Modelling