Linear Regression Example

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Linear Regression Example

Linear regression fits a linear function of the form

y = p0 + p1 * x

to a set of data values. The values of the parameters p0 and p1 will be computed by NLREG so that the equation best fits the data values. Everything on a line after "//" is a comment.

Title "Linear equation: y = p0 + p1*x";
Variables x,y; // Two variables: x and y
Parameters p0,p1; // Two parameters to be estimated: p0 and p1
Function y = p0 + p1*x; // Model of the function
Plot residual,grid; // Plot the function, data values and residuals
Data;
[ data goes here ]

In the plot, the blue "x" marks are the actual data points that were read in, the yellow line is the function that was fitted to the data, and the red vertical lines represent the residual values (i.e., the difference or error between the fitted data line and the actual data values).