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Projects - Cengage Learning

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Appendix C C-27<br />

PROJECT<br />

The Least-Squares Line<br />

The great advances in mathematical astronomy made during the early<br />

years of the nineteenth century were due in no small part to the development<br />

of the method of least squares. The same method is the foundation<br />

for the calculus of errors of observation now occupying a place of<br />

great importance in the scientific study of social, economic, biological,<br />

and psychological problems. —A Source Book in Mathematics, by<br />

David Eugene Smith (New York: Dover Publications, 1959)<br />

Of all the principles which can be proposed [for finding the line or<br />

curve that best fits a data set], I think there is none more general, more<br />

exact, and more easy of application than . . . rendering the sum of the<br />

squares of the errors a minimum. —Adrien Marie Legendre (1752–1833)<br />

[Legendre and Carl Friedrich Gauss (1777–1855) developed the leastsquares<br />

method independently.]<br />

When we worked with the least-squares (or regression) line in Section 4.1,* we<br />

said that this is the line that “best fits” the given set of data points. In this project<br />

we explain the meaning of “best fits,” and we use quadratic functions to<br />

gain some insight into how the least-squares line is calculated. Suggestion:<br />

Two or three people could volunteer to study the text here and then present the<br />

material to another group or to the class at large. The presentation will be<br />

deemed successful if the audience can then work on their own the two exercises<br />

at the end of this project.<br />

Suppose that we have a data point (x i , y i ) and a line y f(x) mx b (not<br />

necessarily the least-squares line). As indicated in Figure A, we define the<br />

deviation e i of this line from the data point as<br />

e i y i f(x i )<br />

y<br />

Data point {x i , y i }<br />

e i =y i -f(x i )<br />

y=ƒ<br />

Figure A<br />

{x i , f(x i )}<br />

In Figure A, where the data point is above the line, the deviation e i represents<br />

the vertical distance between the data point and the line. If the data point were<br />

below the line, then the deviation y i f(x 1 ) would be the negative of that distance.<br />

Think of e i as the error made if f(x i ) were used as a prediction for the<br />

value of y i .<br />

x<br />

*Section 4.1, Precalculus: A Problems-Oriented Approach, 7th edition

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