Reciprocal-predictor regression 2026-10-06
A reciprocal-predictor linear regression uses for nonzero predictor . It remains linear in its coefficients. Its flattening shape can suit a saturating response over a positive predictor range; residual checks and cross-validation must assess adequacy, and extrapolation toward zero is hazardous.
Regression analysis Created 2026-10-14 Updated 2026-10-20
Regression analysis studies how a response variable depends on explanatory variables through a regression model. It estimates that dependence and assesses uncertainty in fitted regression coefficients, predictions and model comparisons. Linear regression is one important case.
Regression coefficient Created 2026-09-24 Updated 2026-10-14
A regression coefficient is a component of measuring the change in the linear predictor associated with its design-matrix column.
These are the parameters of a linear regression predictor, rather than the regression procedure itself.
Regression model Created 2026-10-07 Updated 2026-10-14
A regression model specifies features of the conditional distribution of a response given predictor covariates, often a conditional mean or a full parametric density. Linear regression specifies a linear conditional mean; logistic regression specifies a logit-linear conditional probability for a binary response. The conditional comparison represented by a coefficient depends on which covariates are included.
Residual estimate of Gaussian noise variance Created 2026-10-06 Updated 2026-10-14
For a correctly specified full-rank fixed-design Gaussian linear regression with , dividing the residual sum of squares by the residual degrees of freedom gives an unbiased estimator of the noise variance. The projection removes the whole deterministic mean, so the numerator's expectation is . A misspecified subset model need not have this property.
Residual sum of squares Created 2026-09-24 Updated 2026-10-14
The residual sum of squares measures how far the observed responses lie from their fitted values. If is the th regression residual, thenIt is the squared Euclidean norm of the regression residual vector. Squaring prevents positive and negative deviations from cancelling and gives large deviations more weight. In the constructed five-point example in linear regression, the regression residuals are , so the residual sum of squares is .
Ordinary least squares minimizes the residual sum of squares over the chosen linear regression family; ridge regression minimizes the residual sum of squares plus a penalty. Consequently the ridge regression fit can have a larger residual sum of squares than the ordinary least squares fit on exactly the same design matrix. For the one-predictor construction in ridge regression, the residual sum of squares rises from to when the penalty changes from to ; that increase is the cost of shrinking the fitted slope.
Dividing the residual sum of squares by gives the training error for squared-error loss, not an estimate based on fresh responses. Its units are squared response units, and it adds across observations, so raw totals need not be comparable across different response scales or sample sizes. Comparing fits to the same responses is useful, but choosing a ridge regression penalty by minimum training residual sum of squares favors the unpenalized fit. Assess prediction error using a validation set or cross-validation instead.[ref]
Model selection and validation 1: Cross-validation. slides 6–8 and 11–14: fresh-response error, training error and held-out scoring
Ridge regression Created 2026-09-24 Updated 2026-10-14
Ridge regression fits a linear regression model while penalizing the size of its slope regression coefficients. For a fixed design matrix containing the slope predictors, observed responses , and an unpenalized regression intercept , the objective isHere is the all-ones vector, and is the squared Euclidean norm of the slopes alone. The first term is the residual sum of squares; the second implements regularization. No random-error assumption is needed to define this fit. The convention is a summed squared-error loss: writing the objective as gives the same fit when .[ref]
Modern regression 1: Ridge regression. slides 5 and 7: summed squared-error objective and unpenalized intercept
For an exact example, reuse the constructed pairs from linear regression. Their sample means are and , and the centered cross-products are and . ThusThe ordinary least squares line has slope and residual sum of squares . At , ridge regression has slope , regression intercept , and residual sum of squares ; at these become , , and . Every line passes through : the penalty reduces the slope while retaining the response sample mean.
The computational benefit is visible after predictor centering. Write for the design matrix with each column's sample mean subtracted, and . The unpenalized intercept in ridge regression gives , and the closed-form ridge regression estimator solvesFor any nonzero vector and , . This positive-definite matrix is therefore invertible even when lacks full column rank, including repeated columns or . The unique penalized slopes resolve the ambiguity of rank-deficient ordinary least squares; they do not supply evidence about slope directions absent from the data. This makes ridge regression useful for multicollinearity.[ref]
High-Dimensional Regression: Ridge. p. 1, equations (1)–(2): uniqueness for positive penalty regardless of design rank
Predictor centering and scaling serve different purposes. Centering handles the free regression intercept. Scaling determines what counts as a large slope: replacing by changes its coefficient to for the same predictions, changing its contribution to an unweighted penalty. A common convention forms standard scores using each nonconstant predictor's sample standard deviation , then penalizes slopes in those coordinates. Since , this is the weighted penalty in the original units. Constant columns have and must be removed before this scaling. Scaling is a modelling choice; equal penalties in original units and in standardized units define different fits.[ref]
Modern regression 1: Ridge regression. slide 7: center predictors, leave the intercept free and scale predictors to sample variance one
The singular value decomposition explains the shrinkage. If is the compact decomposition using the positive singular values , with columns of , thenThe principal-component shrinkage by ridge regression factors are between and : directions with small singular values are damped most. As , the fitted values approach ; the vanishing-penalty ridge limit recovers the ordinary least squares fitted vector as , even if the slope estimates at zero penalty are nonunique. The covariance and bias of a ridge regression estimator describes the resulting bias-variance tradeoff. A penalty can reduce variance of an estimator while introducing bias of an estimator; the unbounded directional risk of fixed ridge shrinkage rules out a uniform improvement for a fixed positive penalty over all possible signals.[ref]
For a second exact construction, choose a centered orthonormal set of three vectors,and set and . The squared singular values are and . At , the fitted coordinates along are , retaining and of their ordinary least squares values . At they become , retaining and . The unfittable component contributes to every residual sum of squares, giving total values , , and at penalties . These are constructed fits, not measured prediction results.
Exact synthetic ridge shrinkage retains the strong singular direction longer than the weak one
. Details. The penalty is a hyperparameter, so fitting slopes at a fixed value and selecting that value are separate tasks. Use a validation set or K-fold cross-validation to compare candidate penalties by held-out squared-error loss. In each split, compute predictor sample means and scales from that split's training data, apply the same transformation to its validation set, and refit the slopes; using held-out information in preprocessing introduces data leakage. Minimum training residual sum of squares cannot select useful shrinkage: ordinary least squares already attains the smallest possible value.[ref]
Model selection and validation 1: Cross-validation. slides 5–8 and 11–14: tuning for prediction, training error and refitting on each training fold
After model selection, refit on all training data with the selected penalty. A separate test set or nested cross-validation assesses the entire selection procedure; a low selected validation score alone is no performance guarantee.[ref]On Over-fitting in Model Selection and Subsequent Selection Bias in Performance Evaluation by Gavin C. Cawley and others. pp. 2079–2080: selection as part of fitting and nested assessment
PASCO's PASPORT Rotary Motion Sensor Experiment Guide, Experiment 1, specifies a PS-2120A sensor, a rod carrying two equal-radius weights, a three-step drive wheel, a thread and hanging mass, a clamp-on guide wheel, a support, a balance and calipers. The thread leaves the drive wheel tangentially. The sensor records angular velocity against time; a linear regression over the accelerating interval supplies angular acceleration . The guide measures the drive radius with calipers and repeats the run with the weights removed to subtract the apparatus's own moment of inertia. Its tables are blank: it prescribes a measurement and does not report an observed numerical agreement. [ref]
With hanging mass including its hanger, effective drive radius , no thread slip and negligible guide-wheel inertia, Newton's second law gives thread tension . The axial torque is . Under negligible friction, the inference is thereforeRepeat the inference for the unloaded assembly and subtract: . Omitting the term incorrectly treats thread tension as the hanging weight. Comparing with tests the point mass approximation; finite-sized weights also have their own moments of inertia about their centres of mass. [ref]
Useful proposed checks go beyond that ideal inference. Verify the rotary encoder's angle scale by turning the shaft through a marked full revolution; check the recorded time against an independent clock and the balance against a known mass. Measure at the thread's running surface, including thread thickness; avoid overlapping wraps that change . Release without a push, inspect the angular velocity record for a straight interval, and stop before the hanger lands or the thread runs out. Repeat with several hanging masses, weight radii and rotation directions. A consistent inferred moment of inertia across drive torques supports the model; curvature, direction dependence or drift indicates a limitation rather than a new principal moment of inertia.
For approximately constant resisting torque in one rotation direction, an original calibration model isFit the left-hand quantity against across several drives: the slope estimates the axial moment of inertia and the intercept estimates . This calibration is conditional on friction remaining constant over the fitted angular speeds; a freely slowing run can expose speed dependence. Sensor differentiation noise, guide-wheel moment of inertia, thread slip, flexing connectors and uncertain weight radii limit the inference. Removing weights can also change bearing loads, so empty-apparatus subtraction does not automatically cancel friction. These are proposed controls and a model extension, not results claimed by PASCO.
A fixed-axis readout measures , not the full inertia tensor. In a proposed generalization, repeat about , , and the three diagonal directions , , , all through the same . For example,Six independent scalar readings then determine the six entries of a symmetric matrix. Each mounting needs its own apparatus correction, and different reference points require the tensor parallel-axis theorem before the readings can be combined.
Seebeck coefficient Created 2026-10-14 Updated 2026-10-20
The Seebeck coefficient quantifies the thermoelectric voltage response per small temperature difference at zero electric current. Use along a homogeneous material, with voltage understood through electrochemical potential. Its units are volts per kelvin, commonly . The word thermopower is also used, despite this being a voltage response rather than power; some authors use that word for , so check their convention. [ref]
https://thermoelectrics.matsci.northwestern.edu/thermoelectrics/. Northwestern thermoelectrics research group: Seebeck coefficient and thermopower convention
.For the A-minus-B terminal order in the Seebeck effect experiment,Thus a small temperature difference around gives . The finite-interval ratio is an average of the coefficient difference, not necessarily its value at either endpoint. Ordinary two-material measurements determine a relative Seebeck coefficient: to recover from the measured difference, add a separately known . Neither the choice of a zero for voltage nor the use of a familiar reference material makes identically zero.
A concrete research example is Martin and colleagues' 2021 certification experiment. They measured small temperature differences and voltages on six silicon–germanium specimens at 13 base temperatures between and . At each setting they acquired 40 voltage-and-temperature-difference pairs and used linear regression with a free intercept, so a constant voltage offset did not become part of the slope. Platinum voltage leads required a reference-material correction; their terminal order gave , hence . This is an actual measurement protocol, unlike the toy plot above. [ref]
https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=932592. Martin et al., Development of a high-temperature (295–900 K) Seebeck coefficient Standard Reference Material (2021), certification measurements and Eq. (1)
.Microscopically, a temperature gradient changes charge carrier transport until an opposing electrical response balances it at zero net electric current. In the usual simple semiconductor picture, electrons and electron holes give opposite Seebeck coefficient signs, and their contributions are weighted by their electrical conductivities. The Seebeck coefficient is a transport property: density of states alone does not determine it, since carrier motion and scattering also matter. Its usefulness extends beyond temperature sensing to diagnosing which carriers transport electric charge. [ref]
https://thermoelectrics.matsci.northwestern.edu/thermoelectrics/. Northwestern thermoelectrics research group: Seebeck coefficient, scattering contributions, and bipolar transport
. Sequential sum of squares 2026-10-14
For an ordered sequence of nested linear regression models , the sequential sum of squares for the th added term is . These are also called type-I sums of squares. They depend on term order when the design is not orthogonal. Dividing by the number of newly added coefficients and the full model's residual mean square gives the sequential F-test. A covariate added first is tested before adjustment for later terms, whereas a treatment added after the covariate is tested with that covariate already included.
Standardized regression coefficient 2026-10-25
In an ordinary linear regression with nonzero response and predictor standard deviations, the coefficient after rescaling predictor and the response to standard-deviation units is the displayed quantity. An unstandardized coefficient table does not automatically report it. Standardization and reference coding must be explicit.
Tensile modulus experiment Created 2026-10-18 Updated 2026-10-20
MIT's Spring 2004 laboratory assignment Properties of Heat Treated Steel gives a concrete tensile testing protocol. Record transducer channels and calibration factors; measure specimen diameter and length, and the extensometer gauge length with its locking pin inserted. Zero the load cell, pin the threaded grips into their adapters, and attach the extensometer centrally. Apply the specified seating load, record actuator position, then acquire readings every second while moving at about . The handout derives engineering stress from load cell force, engineering strain from extensometer deformation, and Young's modulus by linear regression below the proportional limit; it warns that actuator-derived strain includes apparatus deformation.[ref]
Properties of Heat Treated Steel by Massachusetts Institute of Technology. Laboratory assignment 10, printed pp. 2–3: Procedure for Tension Tests; Calculations
For a modulus-focused measurement, select a load window after seating, hold temperature and loading rate consistent, and record force, local extension and crosshead displacement together. Fit within that window and calculate . Inspect the regression residuals for curvature; repeat at a lower maximum load and include unloading to check elastic deformation. These are diagnostic additions to the cited protocol, whose full test continues through failure. The handout's seating load is specific to its specimens and apparatus, rather than a universal preload.
An extensometer measures the change between its contact points; crosshead displacement measures travel of the machine's moving member. The manufacturer Instron explicitly distinguishes local strain from travel that includes machine deformation and machine compliance.[ref]
Static Axial Clip-On Extensometers by Instron. FAQs: How does a clip-on extensometer work?; When should I use a clip-on extensometer instead of crosshead displacement?
The gauge length can be shorter than the uniform length between grips. Thus even a perfectly rigid machine generally has : the local instrument sees only its own segment. Do not divide one channel's extension by the other channel's reference length.Grips must transmit axial force without slip. Misalignment adds bending moment and makes opposite sides experience different axial strains; an instrument on just one side may then report a biased modulus. A changing extension offset, hysteresis between loading and unloading, or load-dependent fitted slope is evidence to investigate seating, slip or material response. A straight line over a short interval alone does not identify which is responsible.
Timing calibration for acoustic speed measurements separates travel delay from the offset between acquisition channels and checks the clock defining the sampling rate. A constant offset changes the intercept of a delay-versus-distance linear regression; a clock-scale error changes the inferred speed of sound itself.
Two-length machine compliance separation 2026-10-18
Prepare two uniform specimens with the same material, direction and , but different deforming lengths . Keep grip engagement, adapters, loading window and measurement configuration equivalent. Determine separately by linear regression with its own displacement intercept. Subtracting the two series equations eliminates the common machine compliance:This is an inverse problem: one length supplies only one equation for two unknowns, while two distinct lengths separate the length-dependent specimen contribution from the constant contribution. In a graph of compliance against length, the slope is and the vertical intercept is . It is the compliance, not , that is linear in .
The dimensional analysis is revealing: , so . For , the ideal model requires . A negative fitted challenges the common-intercept assumptions or the measurements. Two lengths determine two parameters exactly, so they cannot test the assumed straight line; three or more lengths allow regression residuals to reveal departures. Nearly equal lengths amplify slope errors through the small difference . If the actual apparatus compliances differ by , the inferred length slope becomes .
Worked two-length tensile compliance example 2026-10-18
The following values are stipulated arithmetic inputs, not measurements of a material. Take and lengths , . At forces , stipulate crosshead displacementsThe two different initial offsets deliberately test the use of intercepts. Linear regression of gives , andTheir reciprocal spring constants are and . The compliance-versus-length slope isso the recovered Young's modulus and machine compliance areThe corresponding apparatus spring constant is .
Stipulated displacement fits separate length-dependent compliance from apparatus compliance
. Original calculated example, not experimental material data. Left: independent linear displacement fits at lengths 50 and 100 millimetres retain their different offsets. Right: the line through the two compliance values has slope 1/(EA0) and intercept Cm. The dashed segment extrapolates the model to zero length; it is not a third observation. Details.Check the reconstruction at . The machine contribution is , and the two specimen contributions are and . Adding the respective offsets gives the stipulated and . An extensometer spanning on either ideal uniform specimen would instead read extension: engineering strain , at engineering stress . Their ratio is again . Ignoring machine compliance gives apparent moduli and even after removing the offsets. No yield point or real material identity is implied by these stipulated linear inputs.



