cancel
Showing results for 
Show  only  | Search instead for 
Did you mean: 
JMP is taking Discovery online, April 16 and 18. Register today and join us for interactive sessions featuring popular presentation topics, networking, and discussions with the experts.
Choose Language Hide Translation Bar
bio_grad
Level III

Calculating linear regression slope in formula

Hello,

 

I was wondering if there was a way to calculate the linear regression slope of column data within a data table formula.

A simple example of the table is below. The data is ordered and I would like to calculate the slope of a fit line of volume over time using the current row's data and previous points to perform the regression.

The idea is that I would like to see the how the calculated slope changes with increasing the number of data points. From doing this manually, the slope values end up approaching a given value and stay within +/-5% after 20 or so points.

InstanceTime (s)Volume (mL)Slope (mL/s)
100n/a
250.5m1
3100.8m2
............
NTVmN-1



If that is possible, my next challenge would be to set this up so that I can calculate the slope formula so that it uses N data points on either side of the current row for a symmetrical moving calculation instead.

 

 

Thank you in advance.

25 REPLIES 25
fat_angus
Level III

Re: Calculating linear regression slope in formula

This is interesting.. if I wanted to apply a p-value to this... based on null hypothesis (slope = 0)... is there a way to integrate this into forumula? 

 

In other words, I would like to see when the moving slope is changing significantly based on confidence interval around slope

 

 

HydroBug
Level II

Re: Calculating linear regression slope in formula

Fantastic solution to EXACTLY what I wanted to do.  Thank you!!

altug_bayram
Level IV

Re: Calculating linear regression slope in formula

Folks interested in this problem may want to consider supporting the wish idea:

https://community.jmp.com/t5/JMP-Wish-List/Moving-Rolling-Window-Statistics/idi-p/722620

 

rdzdec
Level I

Re: Calculating linear regression slope in formula

Hi, 

 

You mention a "span of 3", if we want to modify it to be moving slope of "N" samples, which value will need to change?

 

Thanks!

mksaad
Level I

Re: Calculating linear regression slope in formula

@Mark_Bailey Hi mark, I am new to JMP and am trying to do something similar to bio_grad where I perform linear regression on 3 points, then 4 points, then so on in a column in my data table. I am trying to understand what your answer is actually doing and had a couple of questions. What does || mean? also what is J?
txnelson
Super User

Re: Calculating linear regression slope in formula

J() is a function that creates a matrix of identical values.  The default is 1.

|| is an operator that indicate concatenation.  So in Mark's example he is concatenating 2 matrices.

 

These functions and operators are fully documented in the Scripting Guide

     Help==>JMP Document Library  …..  Scripting Guide

Jim