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Least-Square Multiple Regression

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0% found this document useful (0 votes)
38 views2 pages

Least-Square Multiple Regression

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rajendranath
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11/9/2015 Least­Square Multiple Regression

Least­Square Multiple Regression


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Multiple Regression

Multiple regression estimates the outcomes (dependent variables) which may be affected by more than one
control parameter (independent variables) or there may be more than one control parameter being
changed at the same time.

An example is the two independent variables and and one dependent variable in the linear
relationship case:

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For a given data set , , ..., , where , the best fitting curve has

the least square error, i.e.,

Please note that , , and are unknown coefficients while all , , and are given. To obtain the
least square error, the unknown coefficients , , and must yield zero first derivatives.

Expanding the above equations, we have

The unknown coefficients , , and can hence be obtained by solving the above linear equations.

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