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area 0.5*(ʔ x ʔ y ) between the data points and the regression line, where ʔ x
and ʔ y are the distances between the predicted values of x and y and the
true values of x and y (Fig. 4.4). Although this optimization appears to be
complex, it can be shown that the i rst regression coei cient b 1 (the slope) is
simply the ratio of the standard deviations of y and x .
As with classical regression, the regression line passes through the data
centroid dei ned by the sample mean. We can therefore compute the second
regression coei cient b 0 (the y -intercept),
using the univariate sample means and the slope b 1 computed earlier. Let us
again load the age-depth data from the i le agedepth_1.txt and dei ne two
variables, meters and age . It is assumed that both of the variables contain
errors and that the scatter of the data can be explained by dispersions of
meters and age .
clear
agedepth = load('agedepth_1.txt');
meters = agedepth(:,1);
age = agedepth(:,2);
h e above formula is used for computing the slope of the regression line b 1 .
p(1,1) = std(age)/std(meters)
p =
5.6117
h e second coei cient b 0 , i.e., the y -axis intercept, can therefore be computed
by
p(1,2) = mean(age) - p(1,1) * mean(meters)
p =
5.6117 18.7037
h e regression line can be plotted by
plot(meters,age,'o'), hold on
plot(meters,polyval(p,meters),'r'), hold off
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