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Glossary Math & Statistics

Linear regression

Linear regression fits the straight line that best predicts one variable from another by minimising the squared vertical distances to the points.

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In more detail

The slope is Σ(x − x̄)(y − ȳ) / Σ(x − x̄)² and the intercept is ȳ − slope × x̄. For the points (1,2), (2,4), (3,5), (4,4), (5,5) the line is y = 0.6x + 2.2. The correlation coefficient r measures how well the line fits, not whether one variable causes the other.

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Linear Regression Calculator

Paste x and y data to get the least-squares regression line, slope, intercept, correlation r, R², standard errors and predictions.

See also

  • Glossary Standard deviation
    Standard deviation measures how far values typically stray from their mean; it is the square root of the variance.
  • Glossary p-value
    A p-value is the probability of seeing results at least as extreme as yours if there were really no effect.
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