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Math Help - Regression

  1. #1
    Junior Member
    Joined
    Apr 2011
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    Regression

    Hello everyone!

    I have a question.
    Let c = b - a and show the regression c on a has slope b hat - 1 where b hat slope from regression b on a.

    answer should be b hat = SSab/SSaa - 1 (i think....)

    What I want is to show that it is true. Could I please get help in answering this question.
    I have attempted below.

    c = b hat = SSac/SSaa
    = [sum] (ai - c hat)(bi - b hat) / SSaa
    = [sum] (ai - c hat)bi / SSaa - [sum] (ai - c hat)b hat / SSaa
    = [sum] (ai - c hat)bi / [sum](ai-c hat) - 1

    Therefore, b hat = SSab/SSaa - 1

    is this correct?

    Thanks for those who help me out.


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  2. #2
    MHF Contributor
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    Re: Regression

    Hey Jon123.

    By regression do you mean a simple y vs x regression (one independent, one dependent with one intercept)?
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  3. #3
    Junior Member
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    Re: Regression

    Hi Chiro!
    using simples linear regression model y on x, what I have used was b on a.
    the question is quite confusing for me. I don't know how to start except for SSxc/Sxx i think?
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  4. #4
    MHF Contributor
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    Re: Regression

    You are headed in the right direction: Just use the definition and show that you get what you get.
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