- #1
Xyius
- 508
- 4
So I am learning how to use the method of least squares to find the best fit straight line and there is this one part in the derivation I do not fully understand and I was wondering if anyone could help me out.
So basically we start out with the residuals of the equation of a straight line..
[tex]y_i-mx_i-c[/tex]
And now we take the root mean square of these residuals and try to find the minimum points of m and c by taking the partial derivatives.
[tex]\Sigma (y_i-mx_i-c)^2[/tex]
[tex]\frac{\partial S}{\partial m}=-2\Sigma x_i(y_i-mx_i-c)=0[/tex]
[tex]\frac{\partial S}{\partial c}=-2\Sigma (y_i-mx_i-c)=0[/tex]
Now from the second equation it is easy to see that
[tex]c=\overline{y}-m\overline{x}[/tex]
since
[tex]\overline{y}=\frac{1}{n}\Sigma y_i[/tex]
and
[tex]\overline{x}=\frac{1}{n}\Sigma x_i[/tex]
Solving the first equation for m we get..
[tex]m=\frac{\Sigma x_i y_i -c\Sigma x_i}{\Sigma x_i ^2}[/tex]
The part I do not understand is the book says that m is equal to..
[tex]m=\frac{\Sigma (x_i-\overline{x})y_i}{\Sigma (x_i-\overline{x})^2}[/tex]
I feel like I must be missing something simple due to the books lack of explanation. Can anyone help me get this formula from the one I got for m? Why did the [itex]x_i[/itex]'s turn into [itex](x_i-\overline{x})[/itex]'s?? Did they made c=0 for some reason? Any help would be appreciated!
So basically we start out with the residuals of the equation of a straight line..
[tex]y_i-mx_i-c[/tex]
And now we take the root mean square of these residuals and try to find the minimum points of m and c by taking the partial derivatives.
[tex]\Sigma (y_i-mx_i-c)^2[/tex]
[tex]\frac{\partial S}{\partial m}=-2\Sigma x_i(y_i-mx_i-c)=0[/tex]
[tex]\frac{\partial S}{\partial c}=-2\Sigma (y_i-mx_i-c)=0[/tex]
Now from the second equation it is easy to see that
[tex]c=\overline{y}-m\overline{x}[/tex]
since
[tex]\overline{y}=\frac{1}{n}\Sigma y_i[/tex]
and
[tex]\overline{x}=\frac{1}{n}\Sigma x_i[/tex]
Solving the first equation for m we get..
[tex]m=\frac{\Sigma x_i y_i -c\Sigma x_i}{\Sigma x_i ^2}[/tex]
The part I do not understand is the book says that m is equal to..
[tex]m=\frac{\Sigma (x_i-\overline{x})y_i}{\Sigma (x_i-\overline{x})^2}[/tex]
I feel like I must be missing something simple due to the books lack of explanation. Can anyone help me get this formula from the one I got for m? Why did the [itex]x_i[/itex]'s turn into [itex](x_i-\overline{x})[/itex]'s?? Did they made c=0 for some reason? Any help would be appreciated!