Specific equations for the three parameters in a least-squares quadratic regression? I'm looking for

polivijuye

polivijuye

Answered question

2022-06-22

Specific equations for the three parameters in a least-squares quadratic regression? I'm looking for something like β 1 = , β 2 = , β 3 = for each of y = β 1 + β 2 x + β 3 x 2 . To be clear, the right side of each of these equations should be evaluateable, using the data, to find the parameter.

Answer & Explanation

Harold Cantrell

Harold Cantrell

Beginner2022-06-23Added 21 answers

For y = β 1 + β 2 x + β 3 x 2 , let's define
x 1 = x
and
x 2 = x 2 .
Now we can use the equations of multiple linear regression:
S 11 = n = 1 N x 1 2 ( n = 1 N x 1 ) 2 N
S 12 = n = 1 N x 1 x 2 ( n = 1 N x 1 n = 1 N x 2 ) N
S 22 = n = 1 N x 2 2 ( n = 1 N x 2 ) 2 N
S y 1 = n = 1 N y x 1 ( n = 1 N y n = 1 N x 1 ) N
S y 2 = n = 1 N y x 2 ( n = 1 N y n = 1 N x 2 ) N
x ¯ 1 = ( n = 1 N x 1 ) N
x ¯ 2 = ( n = 1 N x 2 ) N
y ¯ = ( n = 1 N y ) N
β 2 = S y 1 S 22 S y 2 S 12 S 22 S 11 S 12 2
β 3 = S y 2 S 11 S y 1 S 12 S 22 S 11 S 12 2
β 1 = y ¯ β 2 x ¯ 1 β 3 x ¯ 2

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