Using Matrix Equations to Find Regression PolynomialsDate: 06/28/2006 at 10:00:16 From: mary ann Subject: How do I find a Cubic Fit I would like to know if there is any formula for a cubic regression. Generally in the books that I have looked at, they say make a scatter plot of the data. Is there some definite formula that I can use for determining the coefficients of a cubic regression model? Date: 06/28/2006 at 12:23:40 From: Doctor Fenton Subject: Re: How do I find a Cubic Fit Hi Mary Ann, Thanks for writing to Dr. Math. Yes, there is a formula. If you have never seen any value to the concept of matrices, this subject should quickly convince you. With matrix notation and concepts, it is easy to write a (matrix) equation for the coefficients of the regression polynomial, which can be solved numerically (it usually isn't worth solving analytically). To fit a cubic y = a_0 + a_1*x + a_2*x^2 + a_3*x^3 to a list of points (x_1,y_1),(x_2,y_2),...,(x_n,y_n) with n >=4, you can write the equations a_0 + a_1*x_1 + a_2*(x_1)^2 + a_3*(x_1)^3 = y_1 a_0 + a_1*x_2 + a_2*(x_2)^2 + a_3*(x_2)^3 = y_2 a_0 + a_1*x_3 + a_2*(x_3)^2 + a_3*(x_3)^3 = y_3 : : : : a_0 + a_1*x_n + a_2*(x_n)^2 + a_3*(x_n)^3 = y_n which can be written as a matrix equation AX = b with [ 1 x_1 (x_1)^2 (x_1)^3 ] [ a_0 ] [ y_1 ] [ 1 x_2 (x_2)^2 (x_2)^3 ] [ a_1 ] [ y_2 ] A = [ 1 x_3 (x_3)^2 (x_3)^3 ] x = [ a_2 ] , b = [ y_3 ] : : : : [ a_3 ] : [ 1 x_n (x_n)^2 (x_n)^3 ] , [ y_n ] . You can show that if this system of n equations in 4 unknowns has rank 4 (at least 4 linearly independent rows), then the system of "normal equations" (as they are called) A^t A X = A^t b where A^t is the transpose of A, so that A^tA is a 4x4 matrix, gives the solution of the regression equation. For example, in the linear case (fitting a regression line y = a_0 + a_1*x), the normal equations are [ 1 1 1 ... 1 ][ 1 x_1 ] [ a_0 ] [ 1 1 ... 1 ][y_1] [ x_1 x_2 x_3 ... x_n ][ 1 x_2 ] [ a_1 ] = [ x_1 x_2 ... x_n ][y_2] [ 1 x_3 ] [y_3] : : : [ 1 x_n ] [y_n] which becomes n n [ n SUM(x_k) ] [ SUM y_k ] [ k=1 ][a_0] [ k=1 ] [ n n ][a_1] = [ ] [ SUM x_k SUM (x_k)^2 ] [ n ] [ k=1 k=1 ] [ SUM x_k*y_k ] . k=1 From this, using Cramer's Rule, you can obtain the linear regression formulas. You can use Cramer's Rule, for example, to write out the explicit formulas for the coefficients a_i, i=0,1,2,3, but they will be quite complicated, since that would require the expansion of 4x4 determinants. In practice, one either sets up the normal equations and solves numerically, or uses an alternative formulation based on matrix decompositions such as the QR or Singular Value Decomposition. This approach works for any degree polynomial, so long as the rank of A exceeds the degree of the polynomial plus 1. If you have any questions, please write back and I will try to explain further. - Doctor Fenton, The Math Forum http://mathforum.org/dr.math/ |
Search the Dr. Math Library: |
[Privacy Policy] [Terms of Use]
Ask Dr. Math^{TM}
© 1994-2015 The Math Forum
http://mathforum.org/dr.math/