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The least square method is the process of finding the best-fitting curve or line of best fit for a set of data
points by reducing the sum of the squares of the offsets (residual part) of the points from the curve.
During the process of finding the relation between two variables, the trend of outcomes are estimated
quantitatively. This process is termed as regression analysis. The method of curve fitting is an approach
to regression analysis. This method of fitting equations which approximates the curves to given raw data
is the least squares.
It is quite obvious that the fitting of curves for a particular data set are not always unique. Thus, it is
required to find a curve having a minimal deviation from all the measured data points. This is known as
the best-fitting curve and is found by using the least-squares method.
Also, read:
The method of least squares actually defines the solution for the minimization of the sum of squares of
deviations or the errors in the result of each equation. Find the formula for sum of squares of errors
(https://byjus.com/regression-sum-of-squares-formula/), which help to find the variation in observed data.
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4/24/23, 1:35 PM Least Square Method - Definition, Graph and Formula
The least-squares method is often applied in data fitting. The best fit result is assumed to reduce the sum
of squared errors or residuals which are stated to be the differences between the observed or
experimental value and corresponding fitted value given in the model.
These depend upon linearity or nonlinearity of the residuals. The linear problems are often seen in
regression analysis in statistics. On the other hand, the non-linear problems are generally used in the
iterative method of refinement in which the model is approximated to the linear one with each iteration.
The given data points are to be minimized by the method of reducing residuals or offsets of each point
from the line. The vertical offsets are generally used in surface, polynomial and hyperplane problems,
while perpendicular offsets are utilized in common practice.
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4/24/23, 1:35 PM Least Square Method - Definition, Graph and Formula
d1 = y1 − f(x1)
d2 = y2 − f(x2)
d3 = y3 − f(x3)
…..
dn = yn – f(xn)
The least-squares explain that the curve that best fits is represented by the property that the sum of
squares of all the deviations from given values must be minimum, i.e:
Suppose when we have to determine the equation of line of best fit for the given data, then we first use the
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following formula.
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The equation of least square line is given by Y = a + bX
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4/24/23, 1:35 PM Least Square Method - Definition, Graph and Formula
∑Y = na + b∑X
Solving these two normal equations we can get the required trend line equation.
Solved Example
The Least Squares Model for a set of data (x1, y1), (x2, y2), (x3, y3), …, (xn, yn) passes through the point (xa,
ya) where xa is the average of the xi‘s and ya is the average of the yi‘s. The below example explains how to
find the equation of a straight line or a least square line using the least square method.
Question:
xi 8 3 2 10 11 3 6 5 6 8
yi 4 12 1 12 9 4 9 6 1 14
Use the least square method to determine the equation of line of best fit for the data. Then plot the line.
Solution:
∑y = an + b∑x
x y x2 xy
8 4 64 32
3 12 9 36
2 1 4 2
10 12 100 120
11 9 121 99
3 4 9 12
6 9 36 54
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4/24/23, 1:35 PM Least Square Method - Definition, Graph and Formula
6 1 36 6
8 14 64 112
-836b = -566
b = 566/836
b = 283/418
b = 0.677
10a + 62(0.677) = 72
10a + 41.974 = 72
10a = 72 – 41.974
10a = 30.026
a = 30.026/10
a = 3.0026
y = a + bx
y = 3.0026 + 0.677x
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4/24/23, 1:35 PM Least Square Method - Definition, Graph and Formula
Now, we can find the sum of squares of deviations from the obtained values as:
In the process of regression analysis, which utilizes the least-square method for curve fitting, it is
inevitably assumed that the errors in the independent variable are negligible or zero. In such cases, when
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independent variable errors are non-negligible, the models are subjected to measurement errors.
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4/24/23, 1:35 PM Least Square Method - Definition, Graph and Formula
Therefore, here, the least square method may even lead to hypothesis testing, where parameter estimates
and confidence intervals are taken into consideration due to the presence of errors occurring in the
independent variables.
Let us assume that the given points of data are (x_1, y_1), (x_2, y_2), …, (x_n, y_n) in
which all x’s are independent variables, while all y’s are dependent ones. Also, suppose
that f(x) be the fitting curve and d represents error or deviation from each given point.
The least-squares explain that the curve that best fits is represented by the property that
the sum of squares of all the deviations from given values must be minimum.
The least squares principle states that by getting the sum of the squares of the errors a
minimum value, the most probable values of a system of unknown quantities can be
obtained upon which observations have been made.
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