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Math Details¶

This page gives the exact formulas Quantum XL uses to fit a scatter plot's regression line and report its statistics. Each equation lists what it computes and where it appears in the output.

Notation¶

Term	Description
\((x_i, y_i)\)	the \(i\)-th data pair — predictor \(x\), response \(y\)
\(w_i\)	frequency weight of point \(i\) (\(w_i = 1\) when no frequency column is used)
\(n\)	effective sample size, \(n = \sum_i w_i\)
\(p\)	number of model parameters, including the intercept
\(\hat{y}_i\)	fitted (predicted) value at \(x_i\)
\(\bar{y}\)	weighted mean of the response, \(\bar{y} = \dfrac{\sum_i w_i y_i}{\sum_i w_i}\)
\(X\)	design matrix whose \(i\)-th row is the model's terms at \(x_i\)
\(W\)	diagonal weight matrix, \(W = \operatorname{diag}(w_1, \dots)\)

Regression models¶

The fitted curve is one of five model forms (selected in Options). Coefficients are estimated by weighted least squares.

Model	Equation	Constraint
Linear	\(\hat{y} = a + b x\)	—
Polynomial (degree \(d\), 2–6)	\(\hat{y} = a_0 + a_1 x + a_2 x^2 + \dots + a_d x^d\)	—
Logarithmic	\(\hat{y} = a + b \ln x\)	\(x > 0\)
Power	\(\hat{y} = a\, x^{b}\)	\(x > 0,\ y > 0\)
Exponential	\(\hat{y} = a\, e^{b x}\)	\(y > 0\)

Power and Exponential are fit by linearizing in log space and least-squares fitting there, then back-transforming — so the least-squares criterion is minimized on \(\ln y\), not on \(y\):

\[ \text{Power:}\quad \ln y = \ln a + b\,\ln x \qquad\qquad \text{Exponential:}\quad \ln y = \ln a + b\,x \]

In both cases the intercept from the log-space fit is back-transformed as \(a = e^{(\text{intercept})}\). For these two models the fit statistics — \(R^2\), the F-test, the residual standard error, and VIF — are computed in this log space, and the coefficient standard errors are the log-space standard errors. The reported coefficients are the back-transformed \(a\) and \(b\): the slope \(b\) is identical in log space and after back-transformation, but the intercept t-statistic divides the back-transformed intercept \(a = e^{(\text{intercept})}\) by the log-space standard error of the intercept.

Used by: the fitted line/curve drawn on the chart, and the model equation shown in the results.

Weighted least-squares estimation¶

The coefficient vector \(\hat{\beta}\) is fit by weighted least squares, minimizing \(\sum_i w_i\left(y_i - \mathbf{x}_i^{\top}\beta\right)^2\), where \(\mathbf{x}_i\) is the \(i\)-th row of \(X\) (for example \([1,\ x_i]\) for a line or \([1,\ x_i,\ x_i^2,\ \dots,\ x_i^{d}]\) for a polynomial). Quantum XL solves it by QR decomposition of the weighted design matrix rather than by forming the normal equations directly. See Weighted Least Squares (QR) for the exact solve.

Coefficient of determination (\(R^2\))¶

\[ R^2 = 1 - \frac{SS_{\text{res}}}{SS_{\text{tot}}}, \qquad SS_{\text{tot}} = \sum_i w_i\left(y_i - \bar{y}\right)^2, \qquad SS_{\text{res}} = \sum_i w_i\left(y_i - \hat{y}_i\right)^2 \]

Used by: the fit-statistics table. Undefined (\(R^2 = \text{NaN}\)) when \(SS_{\text{tot}} = 0\) (constant \(y\)).

Adjusted \(R^2\)¶

\[ R^2_{\text{adj}} = 1 - \left(1 - R^2\right)\frac{n - 1}{n - p} \]

Penalizes added terms; reported as NaN when \(n \le p\).

Residual standard error¶

\[ s = \sqrt{\text{MSE}} = \sqrt{\frac{SS_{\text{res}}}{\,n - p\,}} \]

Term	Description
MSE	mean squared error, \(SS_{\text{res}}/(n-p)\)

Overall F-test¶

Tests whether the model explains significant variance.

\[ F = \frac{\text{MSR}}{\text{MSE}} = \frac{SS_{\text{reg}}/(p-1)}{SS_{\text{res}}/(n-p)}, \qquad SS_{\text{reg}} = SS_{\text{tot}} - SS_{\text{res}} \]

The p-value is the upper-tail probability of the \(F\) distribution with \((p-1,\ n-p)\) degrees of freedom:

\[ \text{p-value} = 1 - F_{\,p-1,\ n-p}(F) \]

A perfect fit (\(SS_{\text{res}} = 0\)) gives \(F = \infty\), p-value \(= 0\).

Coefficient t-tests¶

For each coefficient \(\hat{\beta}_j\):

\[ SE(\hat{\beta}_j) = s\,\sqrt{\left[(X^{\top}WX)^{-1}\right]_{jj}}, \qquad t_j = \frac{\hat{\beta}_j}{SE(\hat{\beta}_j)} \]

The two-tailed p-value for each coefficient uses the Student t distribution with \(n - p\) degrees of freedom; see Student t Distribution for the two-sided p-value formula.

Quantum XL obtains \((X^{\top}WX)^{-1}\) from the QR factor \(R\) of the weighted design matrix \(X^{*} = \sqrt{W}\,X\) as \((R^{\top}R)^{-1}\).

Variance inflation factor (VIF)¶

For predictor \(j\) (intercept excluded), the predictors are first standardized (weighted mean subtracted, divided by weighted sample standard deviation) and weighted by \(\sqrt{W}\); a QR decomposition of that standardized weighted matrix \(Z^{*}\) gives factor \(R\), and:

\[ VIF_j = \left[(R^{\top}R)^{-1}\right]_{jj}\,(n - 1) \]

\(VIF = 1\) indicates no multicollinearity; values above roughly \(5\)–\(10\) indicate a problem. A single predictor is defined as \(VIF = 1\).

Optional X transformations¶

If enabled in Options, \(x\) is transformed before fitting:

\[ \text{Coded to } [-1, 1]:\quad x' = \frac{2\left(x - x_{\min}\right)}{x_{\max} - x_{\min}} - 1 \qquad\qquad \text{Standardized (z-score)}:\quad x' = \frac{x - \bar{x}}{s_x} \]

where \(s_x\) is the sample standard deviation of \(x\).

Shared Math Details used here¶

This tool uses shared formulas defined once in Shared Math Details. See those pages for the exact definitions.

Shared concept	Used here for	Reference
Weighted least squares (QR)	the regression coefficient fit	Weighted Least Squares (QR)
Student t distribution	the two-sided p-values of the coefficient t-tests	Student t Distribution

References¶

Draper, N. R., & Smith, H. (1998). Applied Regression Analysis (3rd ed.). New York: John Wiley & Sons.
Montgomery, D. C., Peck, E. A., & Vining, G. G. (2012). Introduction to Linear Regression Analysis (5th ed.). Hoboken, NJ: John Wiley & Sons.
Kutner, M. H., Nachtsheim, C. J., Neter, J., & Li, W. (2005). Applied Linear Statistical Models (5th ed.). New York: McGraw-Hill/Irwin.
Weisberg, S. (2005). Applied Linear Regression (3rd ed.). Hoboken, NJ: John Wiley & Sons.
Seber, G. A. F., & Lee, A. J. (2003). Linear Regression Analysis (2nd ed.). Hoboken, NJ: John Wiley & Sons.
Belsley, D. A., Kuh, E., & Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. New York: John Wiley & Sons.
Golub, G. H., & Van Loan, C. F. (2013). Matrix Computations (4th ed.). Baltimore: Johns Hopkins University Press.