On 7/07/2008, at 11:05 AM, Moshe Olshansky wrote:
Another possibility is to use explicit formula, i.e. if you are
doing linear regression like y = a*x + b then the explicit formulae
are:
a = (meanXY - meanX*meanY)/(meanX2 - meanX^2)
b = (meanY*meanX2 - meanX*meanXY)/(meanX2 - meanX^2)
where meanX is mean(x), meanXY is mean(x*y), meanX2 is mean(x^2), etc.
My understanding is that such formulae, while ``algebraically
correct'' are
highly unstable numerically and hence should be avoided.
Others who are wiser and more knowledgeable than I may wish to
comment or
correct me.
cheers,
Rolf Turner
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