calculation of the linear regression equation

Hi all

I have two arrays of data including A , B. I want to calculate the linear regression equation of A , B as well as the value of Sum of Square Errors (SSE).

How can I write this program in Matlab.

Thanks in advance.

[Walter Roberson]

Somayeh, it would be appreciated if you would use more meaningful tags instead of your initials. You can find your own threads by using the My Questions link; tags are for categorizing questions.

Answer 1

[Matt Tearle]

If you have Statistics Toolbox

doc regress

If not, you can do it yourself (although you'll have to take care of NaNs or other glitches).

F = [ones(size(A)),A];
c = F\B

will give you the coefficients. Then

Bmodel = F*c;
resid = B - Bmodel;
SSE = resid' * resid

(Assuming everything is a column vector.)