What is the regress function doing?

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John
John on 24 Dec 2015
Answered: Star Strider on 24 Dec 2015
I don't understand what the regress function is returning. My understanding that it should be the gradient of the line of best fit. For example:
x = [1:5]'
y = [2 4 6 8 10]'
b = regress(y, x)
returns b = 2 as expected, whereas:
x = [1:5]'
y = [5 4 3 2 1]'
b = regress(y, x)
returns b = 0.6364 as opposed to -1.
What is the regress function calculating in this case? Where does this value for b come from?

Accepted Answer

Star Strider
Star Strider on 24 Dec 2015
The reason the first data set returned the slope you expected is that the intercept was zero, and your design forced a zero intercept. The reason the second data set is not returning -1 for the slope is because you are forcing it to have an intercept at zero.
If you include an intercept term, you get the expected -1 slope with a y-intercept of +6:
x = [1:5]'
y = [5 4 3 2 1]'
b = regress(y, [x ones(size(x))])
b =
-1
6

More Answers (1)

Matt J
Matt J on 24 Dec 2015
Edited: Matt J on 24 Dec 2015
It is returning x\y
>> x = [1:5]'; y = [5 4 3 2 1]'; b=x\y
b =
0.6364
In other words, the best fit to the equation y=b*x. It is just a coincidence that, in the first case, this happens to also be the slope of the line of best fit.

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