Linear Reg Calculator

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Linear Regression Calculator

Data Input (Pairs of X and Y)

Enter your data points below. You need at least two points.

Predict Y for a new X

Results

Slope (m): N/A

Y-Intercept (b): N/A

Equation: y = N/A * x + N/A

Predicted Y for X=N/A: N/A

Understanding Linear Regression

Linear regression is a fundamental statistical method used to model the relationship between a dependent variable (Y) and one or more independent variables (X). In its simplest form, called simple linear regression, we aim to find the best-fitting straight line through a set of data points, representing the relationship between a single independent variable (X) and a dependent variable (Y).

The Equation of a Line

The goal of linear regression is to find the parameters of the linear equation that best describes the data. The standard equation of a straight line is:

y = mx + b

  • y is the dependent variable (what we want to predict).
  • x is the independent variable (the predictor).
  • m is the slope of the line, representing the change in y for a one-unit change in x.
  • b is the y-intercept, representing the value of y when x is zero.

How the Calculator Works (The Math)

This calculator uses the method of least squares to determine the values of m (slope) and b (y-intercept) that minimize the sum of the squared differences between the observed y values and the predicted y values from the line.

Given a set of n data points (x1, y1), (x2, y2), …, (xn, yn):

1. Calculate the Means:

x̄ = (Σxᵢ) / n (Mean of X values)

ȳ = (Σyᵢ) / n (Mean of Y values)

2. Calculate the Slope (m):

The formula for the slope m is:

m = Σ[(xᵢ - x̄)(yᵢ - ȳ)] / Σ[(xᵢ - x̄)²]

Alternatively, a more computationally friendly form is:

m = [n(Σxᵢyᵢ) - (Σxᵢ)(Σyᵢ)] / [n(Σxᵢ²) - (Σxᵢ)²]

3. Calculate the Y-Intercept (b):

Once the slope m is known, the y-intercept b can be calculated using the means:

b = ȳ - m * x̄

4. Prediction:

After calculating m and b, you can predict the value of y for any new value of x using the equation: y_predicted = m * x_new + b.

Use Cases for Linear Regression

  • Economics: Predicting stock prices based on historical data, forecasting sales based on advertising spend.
  • Finance: Analyzing the relationship between interest rates and loan defaults, estimating asset returns.
  • Science: Modeling the relationship between temperature and ice cream sales, predicting crop yield based on rainfall.
  • Machine Learning: As a foundational algorithm for more complex predictive models.
  • Social Sciences: Studying the correlation between education level and income.

Example Calculation

Let's consider a small dataset:

  • Point 1: (X=1, Y=2)
  • Point 2: (X=2, Y=4)
  • Point 3: (X=3, Y=5)

Here, n = 3.

Calculate Means:

  • Σx = 1 + 2 + 3 = 6
  • Σy = 2 + 4 + 5 = 11
  • x̄ = 6 / 3 = 2
  • ȳ = 11 / 3 ≈ 3.67

Calculate Slope (m):

  • Σxᵢyᵢ = (1*2) + (2*4) + (3*5) = 2 + 8 + 15 = 25
  • Σxᵢ² = 1² + 2² + 3² = 1 + 4 + 9 = 14
  • Numerator for m: n(Σxᵢyᵢ) – (Σxᵢ)(Σyᵢ) = 3(25) – (6)(11) = 75 – 66 = 9
  • Denominator for m: n(Σxᵢ²) – (Σxᵢ)² = 3(14) – (6)² = 42 – 36 = 6
  • m = 9 / 6 = 1.5

Calculate Y-Intercept (b):

  • b = ȳ – m * x̄ = 3.67 – (1.5 * 2) = 3.67 – 3 = 0.67

Regression Equation:

y = 1.5x + 0.67

Prediction:

If we want to predict Y for X = 4:

y_predicted = 1.5 * 4 + 0.67 = 6 + 0.67 = 6.67

var dataPointCount = 2; function addMoreDataPoints() { dataPointCount++; var container = document.getElementById('dataPointsContainer'); var newPointDiv = document.createElement('div'); newPointDiv.className = 'data-point-input'; newPointDiv.id = 'dataPoint' + dataPointCount; newPointDiv.innerHTML = `
`; container.appendChild(newPointDiv); } function calculateLinearRegression() { var xValues = []; var yValues = []; var predictXValue = parseFloat(document.getElementById('predictX').value); var hasInvalidInput = false; for (var i = 1; i <= dataPointCount; i++) { var xInput = document.getElementById('x' + i); var yInput = document.getElementById('y' + i); var x = parseFloat(xInput.value); var y = parseFloat(yInput.value); if (isNaN(x) || isNaN(y)) { hasInvalidInput = true; break; } xValues.push(x); yValues.push(y); } if (hasInvalidInput || xValues.length < 2) { document.getElementById('calculationResult').innerHTML = "Please enter valid numbers for at least two X and Y data points."; document.getElementById('predictionResult').innerHTML = ""; return; } var n = xValues.length; var sumX = 0; var sumY = 0; var sumXY = 0; var sumXX = 0; for (var i = 0; i < n; i++) { sumX += xValues[i]; sumY += yValues[i]; sumXY += xValues[i] * yValues[i]; sumXX += xValues[i] * xValues[i]; } var slopeNumerator = n * sumXY – sumX * sumY; var slopeDenominator = n * sumXX – sumX * sumX; var slope = 0; var yIntercept = 0; var slopeStr = "N/A"; var interceptStr = "N/A"; var equationStr = "y = N/A * x + N/A"; if (slopeDenominator !== 0) { slope = slopeNumerator / slopeDenominator; yIntercept = (sumY – slope * sumX) / n; slopeStr = slope.toFixed(4); interceptStr = yIntercept.toFixed(4); equationStr = `y = ${slope.toFixed(4)} * x + ${yIntercept.toFixed(4)}`; } else { // Handle case where all X values are the same // In this scenario, slope is undefined or infinite if Ys differ, // or it's a vertical line. For simplicity, we can indicate this. // If all Ys are also the same, it's a horizontal line (slope 0). var allYSame = true; for(var i = 1; i < yValues.length; i++) { if (yValues[i] !== yValues[0]) { allYSame = false; break; } } if (allYSame) { slope = 0; yIntercept = yValues[0]; slopeStr = "0.0000"; interceptStr = yIntercept.toFixed(4); equationStr = `y = 0.0000 * x + ${yIntercept.toFixed(4)}`; } else { // Cannot form a standard linear regression line if X are same and Y differ slopeStr = "Undefined (all X same)"; interceptStr = "N/A"; equationStr = "Cannot determine unique line."; } } var resultHTML = `Slope (m): ${slopeStr} Y-Intercept (b): ${interceptStr} Equation: ${equationStr}`; document.getElementById('calculationResult').innerHTML = resultHTML; var predictionStr = "N/A"; if (!isNaN(predictXValue) && slopeDenominator !== 0) { var predictedY = slope * predictXValue + yIntercept; predictionStr = predictedY.toFixed(4); document.getElementById('predictedXValue').textContent = predictXValue; document.getElementById('predictionResult').innerHTML = `Predicted Y for X=${predictXValue}: ${predictionStr}`; } else if (!isNaN(predictXValue) && slopeDenominator === 0 && slope === 0) { // Horizontal line case var predictedY = yIntercept; // For horizontal line, y is constant predictionStr = predictedY.toFixed(4); document.getElementById('predictedXValue').textContent = predictXValue; document.getElementById('predictionResult').innerHTML = `Predicted Y for X=${predictXValue}: ${predictionStr}`; } else { document.getElementById('predictedXValue').textContent = predictXValue; document.getElementById('predictionResult').innerHTML = `Predicted Y for X=${predictXValue}: N/A`; if (isNaN(predictXValue)) { document.getElementById('predictionResult').innerHTML += "Please enter a valid number for 'New X Value' to get a prediction."; } else if (slopeDenominator === 0) { document.getElementById('predictionResult').innerHTML += "Prediction unavailable due to undefined slope."; } } }

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