Why a "least squares regression line" is called that...

This explanation made a lot of sense to me when I read it years ago, and I think it's even better dynamically illustrated with Geometer's Sketchpad.

Пікірлер: 138

  • @nguyenbluesea77
    @nguyenbluesea7711 жыл бұрын

    I have been taught many times about least squares. But this is the first times I understand what it is!

  • @COCCmath
    @COCCmath12 жыл бұрын

    Hey there! Thanks for stopping in! You minimize the vertical (offset) distance because you're checking the error between the model (the "best fit" line) and the actual "performance" of the data. By checking the vertical distance, the x - coordinate (input variable) remains consistent between y (data dependent value) and "y hat" (the predicted y-value). Take care!

  • @COCCmath
    @COCCmath11 жыл бұрын

    Yay! This makes me so happy! Thanks for stopping by, and glad it helped!

  • @COCCmath
    @COCCmath11 жыл бұрын

    So glad it helped! Thanks for stopping by!

  • @rhraziel
    @rhraziel11 жыл бұрын

    I learned more in this 5 minute video than 4 weeks of correlation and regression analysis practice and lecture.

  • @tleearning1755
    @tleearning17552 жыл бұрын

    still helpful 11 years later.

  • @COCCmath

    @COCCmath

    2 жыл бұрын

    Thank you so much!!!!

  • @COCCmath
    @COCCmath12 жыл бұрын

    My pleasure! Thanks for stopping by!

  • @COCCmath
    @COCCmath12 жыл бұрын

    Thank you! Glad it made sense. I, for sure, will do more as I find time!

  • @COCCmath
    @COCCmath12 жыл бұрын

    Yay! Glad you found it helpful! It sure helped me to understand it. Thanks for stopping by!

  • @COCCmath
    @COCCmath12 жыл бұрын

    Merci beaucoup! Hello from Oregon! So nice to hear from you, and I'm glad you found this helpful. Knowledge should be shared, no? Au revoir

  • @handsonthroat
    @handsonthroat10 жыл бұрын

    Awesome! So glad it helped! Thanks for stopping by!

  • @COCCmath
    @COCCmath13 жыл бұрын

    Hello! The program is called Geometer's Sketchpad. It's truly wonderful. (I tried to post a link to its site, but got an error...so it's "dynamic geometry dot com") Hope you find it useful!

  • @glittergal0701
    @glittergal07018 жыл бұрын

    I have to take my AP Stats class today, and this helped a lot! wish I was doing that project you kept referencing because I still need more help haha

  • @COCCmath

    @COCCmath

    8 жыл бұрын

    +Rachel Hartman Glad it helped, my friend! If you like, here's the link to the project: coccweb.cocc.edu/srule/MTH244/projects/4Correlationandregression.pdf Here are the datasets you'll need: coccweb.cocc.edu/srule/MTH244/projects/correg.xlsx

  • @handsonthroat
    @handsonthroat11 жыл бұрын

    Thanks for stopping by, and a very good point! I was just trying to get at the explanation of the "squares" bit in this video. Maybe I need another one. :) From what I remember from Stat 370, the reason isn't to accentuate the larger variations, but to create a differentiatiable function (when you're minimizing the sum of the squares, you need to set partial derivatives to 0). Hope that helps! Thanks, again, for stopping in!

  • @Radmuz2
    @Radmuz211 жыл бұрын

    That was my question when I saw the video as well. However seeing this graphically really helps my understanding of what is going on. Even though we are about done with the last course I will be able to take from you I had to subscribe since this stuff is so fun to learn.

  • @43SunSon
    @43SunSon12 жыл бұрын

    Very straightforward explanation. very helpful. Hope you will do more! Good job

  • @kevinduncan8333
    @kevinduncan83333 жыл бұрын

    Good job. I'm using this for my class. It's a very clear explanation

  • @COCCmath

    @COCCmath

    3 жыл бұрын

    Thank you! And heck yeah! Have fun with it!

  • @handsonthroat
    @handsonthroat11 жыл бұрын

    You're so welcome! Thanks for checking it out!

  • @alexe610
    @alexe61012 жыл бұрын

    Very well explained. Thank you so much for your generosity. From FRANCE.

  • @soccerwhos11
    @soccerwhos1112 жыл бұрын

    Thank you for the explanation. Helped me quite a bit.

  • @handsonthroat
    @handsonthroat11 жыл бұрын

    Heck yeah! Thanks, Randy! It's been fun!

  • @ladyvanda
    @ladyvanda11 жыл бұрын

    Yes, the visual aspect (seeing the actual squares) makes a big difference. Thanks for the help on my stats project! :-)

  • @COCCmath
    @COCCmath12 жыл бұрын

    @XboxFearTheReaper95 You're more than welcome! Thanks for stopping by!

  • @heathernadine94
    @heathernadine9410 жыл бұрын

    Love it! I'm so visual - Thank you.

  • @spchacal
    @spchacal9 жыл бұрын

    that was a very good explanation and presentation of the least squares. very good job, thank you

  • @COCCmath

    @COCCmath

    9 жыл бұрын

    Thank you so much! Thanks for stopping by!

  • @Tierceleyas
    @Tierceleyas8 жыл бұрын

    Thank you. Visual cues + Meaning = Dual Code Processing = LEARNING! You just made that cool for a person with math anxiety! Yay!

  • @COCCmath

    @COCCmath

    8 жыл бұрын

    +Tierceleyas Yay! So glad it was helpful! I like to come at things non - traditionally when I can. :)

  • @COCCmath
    @COCCmath12 жыл бұрын

    @DocKTP This is my favorite explanation, so I'm glad you like it, too!

  • @uzbek1988
    @uzbek19885 жыл бұрын

    The best explanation. Thank you.

  • @COCCmath

    @COCCmath

    5 жыл бұрын

    Oh, thank you! Be well!

  • @Romulaan
    @Romulaan6 жыл бұрын

    My god this clarified SO MUCH, THANKS!!!

  • @COCCmath

    @COCCmath

    6 жыл бұрын

    You're so welcome! It always used to mystify me, too. :)

  • @COCCmath
    @COCCmath11 жыл бұрын

    Thank you! Hope it helped!

  • @meenakshimahanta451
    @meenakshimahanta45110 жыл бұрын

    Wow!! such a nice to video to understand the meaning of least squares. Thanks !!! It was so useful and very well explained.

  • @COCCmath

    @COCCmath

    10 жыл бұрын

    You're very welcome! Glad it helped!

  • @toddintr
    @toddintr10 жыл бұрын

    Incredibly useful, thanks.

  • @handsonthroat

    @handsonthroat

    10 жыл бұрын

    So glad it helped! Thanks for stopping in!

  • @handsonthroat
    @handsonthroat11 жыл бұрын

    Thank you! Glad it made sense!

  • @COCCmath
    @COCCmath12 жыл бұрын

    You're so very welcome!

  • @ashrafosman7845
    @ashrafosman78455 жыл бұрын

    Great visualization .. thanks

  • @COCCmath

    @COCCmath

    4 жыл бұрын

    You're so welcome! Glad it helped!

  • @handsonthroat
    @handsonthroat11 жыл бұрын

    Sweet! SO glad it was helpful!

  • @handsonthroat
    @handsonthroat11 жыл бұрын

    You're more than welcome!

  • @jobyfeccia3740
    @jobyfeccia374010 жыл бұрын

    Thank you. This is very well explained.

  • @handsonthroat

    @handsonthroat

    10 жыл бұрын

    You're welcome. Glad it helped!

  • @alexe610
    @alexe61012 жыл бұрын

    En effet, et si certains décideurs politiques avait la même générosité d'esprit que vous le monde serait un paradis. Take care.

  • @LordTodd
    @LordTodd11 жыл бұрын

    Great video!!

  • @COCCmath
    @COCCmath12 жыл бұрын

    Hey, you're welcome! The quick and easy answer is that the sum of the deviations (unsquared) will always be zero (this is the same thing that happens when you square the "sum of deviations from average" when computing variances...I mention the motivation at around 2:06). Make sense?

  • @HanySalem
    @HanySalem3 жыл бұрын

    Very nice and crystal clear explanation

  • @COCCmath

    @COCCmath

    3 жыл бұрын

    Thanks, Doc! Appreciate it!

  • @MrThecordeiro
    @MrThecordeiro4 жыл бұрын

    Man, tha is awesome. Thanks!

  • @COCCmath

    @COCCmath

    4 жыл бұрын

    You're welcome! Thank you! Glad it helped!!!

  • @luvgirlism
    @luvgirlism11 жыл бұрын

    Thank you soo very much!!!! Very very much appreciated!!!!! :)

  • @poonammhaske6441
    @poonammhaske6441 Жыл бұрын

    Thank you very much 🙏 from India..

  • @COCCmath

    @COCCmath

    Жыл бұрын

    You're so welcome!

  • @COCCmath
    @COCCmath12 жыл бұрын

    @SkateObsession You're welcome!

  • @armiakrolewska
    @armiakrolewska12 жыл бұрын

    Thank you for explaining the method of least squares ; ]

  • @COCCmath
    @COCCmath12 жыл бұрын

    @aecesped You're welcome!

  • @magedx7059
    @magedx7059 Жыл бұрын

    Awesome, thank you

  • @COCCmath

    @COCCmath

    Жыл бұрын

    You're so welcome! Thanks for stopping by!

  • @Dcj21
    @Dcj2112 жыл бұрын

    Thanks! Very helpful! :)

  • @5zainab11
    @5zainab117 жыл бұрын

    Excellent. Thanks a lot

  • @handsonthroat

    @handsonthroat

    7 жыл бұрын

    You're so welcome! :)

  • @NZAURUSS
    @NZAURUSS10 жыл бұрын

    fantastic stuff!! Thank you!

  • @handsonthroat

    @handsonthroat

    10 жыл бұрын

    You're so welcome! Glad it helped!

  • @NZAURUSS

    @NZAURUSS

    10 жыл бұрын

    it did!

  • @ChristieNel
    @ChristieNel11 жыл бұрын

    I love the Capricorn reference.

  • @COCCmath
    @COCCmath12 жыл бұрын

    @alexe610 It was a tremendous comment! And beautiful in your native language. Thank you so much!

  • @TheScappru
    @TheScappru11 жыл бұрын

    Oh Thank you SO much!! I have got stats exam in a couple of weeks and I just don't understand most of what my lecturer has spent hours talkinggggg about .. its just the wording/ his explanations of it all is not helpful but THIS oh thank you!! That's one topic down!

  • @COCCmath

    @COCCmath

    5 жыл бұрын

    I'm sorry if I never responded to this ! So glad it helped!!!

  • @AnaNobis
    @AnaNobis12 жыл бұрын

    Thanks!

  • @sebon11
    @sebon116 жыл бұрын

    Thanks, it helped alot!

  • @COCCmath

    @COCCmath

    6 жыл бұрын

    Yay! Glad it helped!!!

  • @debrabra
    @debrabra11 жыл бұрын

    this video helps a lot~~!!

  • @jazz265
    @jazz26513 жыл бұрын

    Which program are you using to demonstrate this? Thanks

  • @COCCmath
    @COCCmath12 жыл бұрын

    Thank you for this wonderful sentiment (that I had to Google translate...sorry for being such an...American). Take care!

  • @chichasb
    @chichasb8 жыл бұрын

    Excllent !! Thanks a lot

  • @handsonthroat

    @handsonthroat

    8 жыл бұрын

    +chichasb You're welcome!

  • @alexe610
    @alexe61012 жыл бұрын

    sorry for my comment in French , il does mean: it would be heaven on earth if the politicians (around the world, not just in the USA) had the same generosity as you,

  • @ChristieNel
    @ChristieNel11 жыл бұрын

    Ah, that makes sense. Do all regression methods require the derivative? I assume other functions could work instead of square, but would provide a different optimized fit? I use LevMar at work for non-linear regression, which requires the Jacobian. If (-1)^2.5 existed, what do you imagine its sign would be?

  • @binwang227
    @binwang2279 жыл бұрын

    amazing

  • @handsonthroat

    @handsonthroat

    9 жыл бұрын

    Thank you! Glad it helped!

  • @srinadhk8071
    @srinadhk80715 жыл бұрын

    thank you very much. :)

  • @COCCmath

    @COCCmath

    5 жыл бұрын

    You're so welcome! Glad it helped!

  • @alextan94
    @alextan9412 жыл бұрын

    Thanks! But why minimize the square but not the distance?

  • @jamesrockford2626
    @jamesrockford26266 жыл бұрын

    Brilliant

  • @COCCmath

    @COCCmath

    6 жыл бұрын

    Thank you! Hope it helped!And your profile pic, likewise, is brilliant! Thought it was Randy Rhoads. :)

  • @wpigrad
    @wpigrad11 жыл бұрын

    I loved the explanation and the video, but I have a question about the ending. I agree that the line of best fit was y=0.35x + 0.55, but to find that answer the way you showed in the video by minimizing the areas, you would have to be pivoting that line around a point that was already on the line of best fit. How could you have found this answer graphically without more information or did I miss a step?

  • @Felicidade101
    @Felicidade1015 жыл бұрын

    Thanks! this is usefull!

  • @COCCmath

    @COCCmath

    5 жыл бұрын

    Oh yay! So glad it helped! :)

  • @COCCmath
    @COCCmath11 жыл бұрын

    Hello, and thanks for the note! You missed not a thing, my friend. The only way to find it graphically would be to a) randomly test all pairs of points and b) minimize the sum of squares for the lines determined by them. No prob...assuming you have infinite precision and infinite time. :) A much more direct method is to use partial derivatives to derive the slope and intercept. This video is just to give the viewer the big picture (without the calculus). Have a great day, and thanks!

  • @varshamehra7045
    @varshamehra70456 жыл бұрын

    cool

  • @COCCmath

    @COCCmath

    6 жыл бұрын

    Thanks!

  • @amengizaw1970
    @amengizaw197011 жыл бұрын

    real it is good

  • @RudFaden
    @RudFaden9 жыл бұрын

    Which program is this made with?

  • @COCCmath

    @COCCmath

    9 жыл бұрын

    Geometer's Sketchpad: www.dynamicgeometry.com/

  • @jakebarbuto5818
    @jakebarbuto58185 жыл бұрын

    Scoresby SC for the win

  • @ChristieNel
    @ChristieNel11 жыл бұрын

    This is great, but it doesn't explain why sum of squares and not just sum of absolutes. I imagine it's because we want bigger errors to carry more weight, but why not power of 4 or sum(exp(abs(error))) then?

  • @EWB438
    @EWB4385 жыл бұрын

    Tomorrow I have exam....thank you.

  • @EWB438

    @EWB438

    5 жыл бұрын

    I just rock in viva today....thanks to you😀😀

  • @COCCmath

    @COCCmath

    5 жыл бұрын

    @@EWB438 Oh YAY!!!! You're so welcome - and glad it helped!!!!! :) :) :)

  • @unev
    @unev7 жыл бұрын

    Why squaring method is preferred over absolute values?

  • @COCCmath

    @COCCmath

    7 жыл бұрын

    Absolute values are way more intuitive, for sure! I (just today) had my students "invent" measures of variation, and they came up with average deviation (not standard deviation). As far as I know, the reason the squared deviations are used is to maintain differentiability...if you want to minimize the sum of those squares, you can differentiate x^2, but not |x|.

  • @unev

    @unev

    7 жыл бұрын

    COCCmath thank you for writing back. I'm afraid, I'm not prepared to understand your explanation. An article on algorithms brought me here. Is this topic a part of statistics?

  • @COCCmath

    @COCCmath

    7 жыл бұрын

    All good! When you say "an article brought you here", do you mean this this video? if so, which article? And yep - it is statistics. But the fact that you have to minimize the squared deviations of the points requires calculus (at least in the background). Hop that helps!

  • @unev

    @unev

    7 жыл бұрын

    not to this video in particular, but the term least squares was used. calculus...failed it in previous semester.

  • @COCCmath

    @COCCmath

    7 жыл бұрын

    Gotcha. There's an overlap in much of inferential statistics with calculus - generally, when something needs to be optimized.

  • @jackt.8201
    @jackt.82018 жыл бұрын

    Xans in my l e a n

  • @nickidaviz6123
    @nickidaviz6123 Жыл бұрын

    Can we get graph

  • @COCCmath

    @COCCmath

    10 ай бұрын

    Not sure I know what you mean.

  • @kingozboss
    @kingozboss8 жыл бұрын

    finagle

  • @handsonthroat
    @handsonthroat11 жыл бұрын

    I would guess that all do, since they're all minimizing the error. And, for sure, other differentiable functions besides squaring could work (especially because the squaring does create such exaggerations at large deviations)...I wonder, though, if we're tied to it due to our common use of the variance statistic as an unbiased estimator. I imagine that (-1)^2.5 would be Capricorn...an imaginary one :) 

  • @irdinaali9406
    @irdinaali94064 жыл бұрын

    matlab uoe gang?

  • @COCCmath

    @COCCmath

    4 жыл бұрын

    Not sure what you mean!

  • @Dcj21
    @Dcj2112 жыл бұрын

    Sorry I have tourettes

  • @aleksandrsimonov4591
    @aleksandrsimonov45913 жыл бұрын

    Your voice sounds like Hank's from Breaking Bad

  • @COCCmath

    @COCCmath

    3 жыл бұрын

    Hope that's not a bad thing. :)

  • @aleksandrsimonov4591

    @aleksandrsimonov4591

    3 жыл бұрын

    @@COCCmath hah, that is not; this is so cool 😎😅

  • @COCCmath

    @COCCmath

    3 жыл бұрын

    @@aleksandrsimonov4591 Whew! You had me worried there! :) Glad you liked the video!

  • @juanbautistasosa363
    @juanbautistasosa3634 жыл бұрын

    You forgot to explain why it is called a "regression"

  • @COCCmath

    @COCCmath

    4 жыл бұрын

    True. But I'm fairly certain that "regression to the mean" is more of a universal idea than "least squares".

  • @handsonthroat
    @handsonthroat11 жыл бұрын

    Thanks!

  • @susanmohammed2575
    @susanmohammed257510 жыл бұрын

    cool

  • @handsonthroat

    @handsonthroat

    10 жыл бұрын

    I thought so, too!