Simple Linear Regression
05-23-2015, 04:45 PM
Post: #1
 Dave Britten Senior Member Posts: 2,321 Joined: Dec 2013
Simple Linear Regression
Nothing fancy, just simple linear regression to fill a niche.

Calculates m and b for the equation y=mx+b, as well as the correlation r.

This program assumes the default ΣREG 11, and stores its results in R17-R19. Modify accordingly if you prefer a non-default stat regs location. No modules required.

Usage:
Enter stat data normally, then run LR to compute m, b, and r, which are stored in R17, R18, and R19 respectively, and also placed on the stack in Z, Y, and X. Run LR again to recompute m, b, and r if stat data is modified.

After running LR, run XHAT and YHAT to predict x or y respectively from the value present in the stack X register. The result will be left in X.

If you run XHAT and YHAT frequently, you may wish to insert local alpha labels at the beginning of those subroutines. Good choices would be b and c, since the shifted functions on those keys feature a prominent "y" and "x" character, and they don't interfere with the stat keys.

Code:
01 LBL "LR" 02 MEAN 03 * 04 RCL 16 05 * 06 CHS 07 RCL 15 08 + 09 RCL 11 10 X^2 11 RCL 16 12 / 13 CHS 14 RCL 12 15 + 16 / 17 STO 17 18 MEAN 19 RCL 17 20 * 21 - 22 STO 18 23 MEAN 24 * 25 RCL 16 26 * 27 CHS 28 RCL 15 29 + 30 RCL 16 31 1 32 - 33 ENTER 34 ENTER 35 SDEV 36 * 37 * 38 / 39 STO 19 40 RCL 18 41 RCL 17 42 RTN 43 LBL "XHAT" 44 RCL 18 45 - 46 RCL 17 47 / 48 RTN 49 LBL "YHAT" 50 RCL 17 51 * 52 RCL 18 53 + 54 RTN 55 END
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