MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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How do I prove that it does pass through (mean x, mean y)

2.89 A property of the least-squares regression
line. Use the equation for the least-squares regression
line to show that this line always passes through the
point (x, y).
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Transcribed Image Text:2.89 A property of the least-squares regression line. Use the equation for the least-squares regression line to show that this line always passes through the point (x, y).
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Step 1

Suppose we are given a straight line

y=a+bx

, then we say that the line passes through the point (x0, y0 ), if and only if:

a+bx0 = y0 is satisfied.

In our case, we need to show that the line of regression always passes through (x,y), 

First recall the equation of least squares is given by:

y-ycov(x,y)σx2(x-x),  where cov(x,y) is the covariance between X and Y, and σx2 is the variance of X

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