What is the regress function doing?
1 view (last 30 days)
Show older comments
I don't understand what the regress function is returning. My understanding that it should be the gradient of the line of best fit. For example:
x = [1:5]'
y = [2 4 6 8 10]'
b = regress(y, x)
returns b = 2 as expected, whereas:
x = [1:5]'
y = [5 4 3 2 1]'
b = regress(y, x)
returns b = 0.6364 as opposed to -1.
What is the regress function calculating in this case? Where does this value for b come from?
0 Comments
Accepted Answer
Star Strider
on 24 Dec 2015
The reason the first data set returned the slope you expected is that the intercept was zero, and your design forced a zero intercept. The reason the second data set is not returning -1 for the slope is because you are forcing it to have an intercept at zero.
If you include an intercept term, you get the expected -1 slope with a y-intercept of +6:
x = [1:5]'
y = [5 4 3 2 1]'
b = regress(y, [x ones(size(x))])
b =
-1
6
0 Comments
More Answers (1)
See Also
Categories
Find more on Linear and Nonlinear Regression in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!