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Re: vertical or perpendicular offets?

• To: mathgroup at smc.vnet.net
• Subject: [mg67303] Re: [mg67295] vertical or perpendicular offets?
• From: Darren Glosemeyer <darreng at wolfram.com>
• Date: Sat, 17 Jun 2006 04:36:22 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

At 12:27 AM 6/16/2006 -0400, dantimatter wrote:

>Hello all,
>
>Does anyone know what the Regress and NonlinearRegress functions in
>Mathematica are minimizing?  Is it the sum of the squares of the
>perpendicular offsets or the vertical offsets?  I would think that it
>would be the vertical offsets, but then points that lie along a steep
>part of a curve are weighted more heavily than points that lie along a
>shallow part of the curve.
>
>Dan


Regress and NonlinearRegress minimize the sum of squared errors (the 
vertical offsets).  Weighted regression is often used to reduce the 
influence of extreme values on a fitted result.  Weighted regression can be 
done by using the Weights option to Regress and NonlinearRegress.

Darren Glosemeyer
Wolfram Research