Linear Regression Calculator
Discover relationships between variables with comprehensive linear regression analysis. Calculate regression equations, correlation coefficients, confidence intervals, and make accurate predictions with detailed statistical insights.
Linear Regression Calculator
Perform linear regression analysis on your data to find relationships between variables
Enter X,Y pairs separated by commas, one pair per line
What is Linear Regression?
Linear regression is a fundamental statistical method used to model the relationship between a dependent variable (Y) and an independent variable (X) by fitting a linear equation to observed data. This powerful technique helps identify trends, make predictions, and understand how changes in one variable affect another.
The linear regression model assumes that the relationship between X and Y can be represented by a straight line. The goal is to find the line that best fits through the data points, minimizing the sum of squared differences between observed and predicted values (least squares method).
Linear Regression Equation
Y = a + bX + ε
Y = Dependent variable (response)
X = Independent variable (predictor)
a = Y-intercept (constant term)
b = Slope (regression coefficient)
ε = Error term (residual)
Key Components
Slope (b): Rate of change in Y per unit change in X
Intercept (a): Value of Y when X equals zero
R-squared: Proportion of variance explained by the model
Correlation: Strength and direction of linear relationship
Types of Linear Regression
1. Simple Linear Regression
Examines the relationship between one independent variable and one dependent variable.
Equation: Y = a + bX
Use cases: Price vs. demand, height vs. weight, study time vs. test scores
Benefits: Easy to interpret, visualize with scatter plots
2. Multiple Linear Regression
Analyzes the relationship between multiple independent variables and one dependent variable.
Equation: Y = a + b₁X₁ + b₂X₂ + ... + bₙXₙ
Use cases: House price prediction, sales forecasting, risk assessment
Benefits: More realistic models, higher predictive accuracy
3. Polynomial Regression
Extends linear regression to model non-linear relationships using polynomial terms.
Equation: Y = a + b₁X + b₂X² + b₃X³ + ...
Use cases: Growth curves, optimization problems, curved relationships
Benefits: Captures non-linear patterns while staying linear in parameters
Understanding Regression Statistics
R-squared (Coefficient of Determination)
R-squared measures the proportion of variance in the dependent variable that is predictable from the independent variable(s). It ranges from 0 to 1.
Correlation Coefficient (r)
Correlation measures the strength and direction of the linear relationship between variables. It ranges from -1 to +1.
Real-World Applications
Business & Economics
Sales Forecasting
Predict future sales based on historical data and market factors
Financial Modeling
Analyze stock returns, portfolio optimization, and risk assessment
Real Estate Valuation
Estimate property values based on size, location, and features
Science & Technology
Research Analysis
Model relationships in scientific experiments and studies
Climate Modeling
Predict temperature changes and environmental trends
Engineering Optimization
Optimize system performance and quality control
Frequently Asked Questions
What's the difference between correlation and regression?
Correlation measures the strength and direction of a linear relationship between two variables, while regression creates a mathematical model to predict one variable from another. Correlation is symmetric, but regression is directional.
How do I know if my regression model is good?
Evaluate multiple criteria: R-squared (higher is better), residual patterns (should be random), statistical significance (p < 0.05), and practical significance. Check if assumptions are met and validate with new data when possible.
What should I do if my data isn't linear?
Consider data transformations (log, square root, polynomial), non-linear regression models, or other methods like decision trees. Sometimes the relationship becomes linear after transforming variables.
How many data points do I need for reliable regression?
For simple linear regression, aim for at least 20-30 data points. The rule of thumb is at least 10-15 observations per predictor variable. More data generally leads to more reliable results.
Related Statistical Tools
Correlation Coefficient Calculator
Calculate correlation between variables and test significance
Try Calculator →Confidence Interval Calculator
Calculate confidence intervals for regression parameters
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