RLS Estimator – Accurate Calculation Tool

This tool helps you estimate your required sample size for statistical significance in regression analysis.

How to use the RLS Calculator

This calculator estimates the coefficients of a linear regression model using three input data points. You need to enter three distinct data values. The calculator will then process these inputs to compute the regression line coefficients.

How it Works

The RLS (Recursive Least Squares) estimation process involves the following steps:

  • Transposing the input matrix X
  • Multiplying the transposed matrix with X to get XtX
  • Taking the inverse of XtX
  • Multiplying the transposed matrix with the Y vector (dependent variable)
  • Finally, multiplying XtX inverse with XtY to get the coefficients

Limitations

This calculator uses a simple form of linear regression with only three input points and a straightforward matrix computation. In real-world scenarios with more data points and higher complexity, more efficient algorithms and deeper statistical methods would be recommended.

Use Cases for This Calculator

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