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Least_Squares_Statistics

# Least_Squares_Statistics - APPENDI X 1 LEAST SQUARES AND...

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Chemistry 223 – Appendix 1 1 APPENDIX 1: LEAST SQUARES AND STATISTICS I.A. Least Squares. In this course we will use a very simple version of a widely used algorithm for finding the “best fit” parameters to describe experimental data by a theoretical model. The approach is called linear least squares and consists of minimizing an error sum between the experimental data and the theoretical model. Furthermore, this approach is applicable not just to data which can be modeled as a straight line, but more generally to any data which can be described as linear in the parameters . For example, the generic equation for a straight line is, y=mx + b where the slope, m , and intercept, b , can be calculated from the following equations: m = N x i y i " x i y i # # # ( ) N x i 2 " # x i # ( ) 2 \$ % ( ) (1) b = y i x i 2 " x i y i x i # # # # ( ) N x i 2 " x i # ( ) 2 # (2) r = N x i y i " x i y i # # # N x i 2 " x i # ( ) 2 # \$ % ( ) 1/2 N y i 2 " y i # ( ) 2 # \$ % ( ) 1/2 (3) where N = number of data points, x i = individual x values, y i = individual y values, and r 2 = squared correlation coefficient. The r 2 value gives an indication of how well the data fit the calculated line, with a perfect fit given by r 2 = l.00000. .. The results of these calculations can be compared with values of m and b obtained graphically. The generic linear least squares approach is also applicable to data models like the third order polynomial, y = a 0 + a 1 x + a 2 x 2 + a 3 x 3 where each of the parameters to be fit, the a i , appears as a linear term in the equation, even though the independent variable, x , clearly appears nonlinearly.

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Chemistry 223 – Appendix 1 2 I.B. Sample calculation.
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Least_Squares_Statistics - APPENDI X 1 LEAST SQUARES AND...

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