Linear regression : estimate the parameters

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amine&&
amine&& il 18 Feb 2017
Commentato: Chad Greene il 18 Feb 2017
Hello! How can I estimate the parameters (beta1 and beata2) of the following model : y=beta1+beta2*x+epsilon Thanks.

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Chad Greene
Chad Greene il 18 Feb 2017
Use polyfit.
p = polyfit(x,y,1);
beta1 = p(2);
beta2 = p(1);
  2 Commenti
amine&&
amine&& il 18 Feb 2017
Modificato: amine&& il 18 Feb 2017
Thank Chad, but I want to know also information about the law following the resudiel (epsilon), the value of the coefficient R ^ 2 and other information.And how I can have confidence interval estimates for these parameters
Chad Greene
Chad Greene il 18 Feb 2017
Check out the optional S output in polyfit, which has S.R and S.normr.

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