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calculation of the linear regression equation

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som
som 2011-12-28
Hi all
I have two arrays of data including A , B. I want to calculate the linear regression equation of A , B as well as the value of Sum of Square Errors (SSE).
How can I write this program in Matlab.
Thanks in advance.
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Walter Roberson
Walter Roberson 2011-12-30
Somayeh, it would be appreciated if you would use more meaningful tags instead of your initials. You can find your own threads by using the My Questions link; tags are for categorizing questions.

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Matt Tearle
Matt Tearle 2011-12-28
If you have Statistics Toolbox
doc regress
If not, you can do it yourself (although you'll have to take care of NaNs or other glitches).
F = [ones(size(A)),A];
c = F\B
will give you the coefficients. Then
Bmodel = F*c;
resid = B - Bmodel;
SSE = resid' * resid
(Assuming everything is a column vector.)

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