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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