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Linear Regression Coefficient Estimation

The document contains a Python script that estimates the coefficients of a linear regression model using given data points. It defines functions to calculate the coefficients and plot the regression line alongside the actual data points. The main function executes the process with a sample dataset and displays the estimated coefficients and the plot.

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outstanding749
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11 views1 page

Linear Regression Coefficient Estimation

The document contains a Python script that estimates the coefficients of a linear regression model using given data points. It defines functions to calculate the coefficients and plot the regression line alongside the actual data points. The main function executes the process with a sample dataset and displays the estimated coefficients and the plot.

Uploaded by

outstanding749
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd

import numpy as np

import [Link] as plt


def estimate_coef(x, y):
# number of observations/points
n = [Link](x)

# mean of x and y vector


m_x = [Link](x)
m_y = [Link](y)

# calculating cross-deviation and deviation about x


SS_xy = [Link](y * x) - n * m_y * m_x
SS_xx = [Link](x * x) - n * m_x * m_x

# calculating regression coefficients


b_1 = SS_xy / SS_xx
b_0 = m_y - b_1 * m_x

return (b_0, b_1)

def plot_regression_line(x, y, b):


# plotting the actual points as scatter plot
[Link](x, y, color="m",
marker="o", s=30)

# predicted response vector


y_pred = b[0] + b[1] * x

# plotting the regression line


[Link](x, y_pred, color="g")

# putting labels
[Link]('x')
[Link]('y')

# function to show plot


[Link]()

def main():
# observations / data
x = [Link]([1, 3, 4, 6, 8, 9, 11, 14])
y = [Link]([1, 2, 4, 4, 5, 7, 8, 9])

# estimating coefficients
b = estimate_coef(x, y)
print("Estimated coefficients:\nb_0 = {} \
\nb_1 = {}".format(b[0], b[1]))

# plotting regression line


plot_regression_line(x, y, b)

if __name__ == "__main__":
main()

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