REGR_ (Linear Regression) Functions

The linear regression functions are:

• REGR_SLOPE

• REGR_INTERCEPT

• REGR_COUNT

• REGR_R2

• REGR_AVGX

• REGR_AVGY

• REGR_SXX

• REGR_SYY

• REGR_SXY

Syntax

linear_regr::=

Purpose

The linear regression functions fit an ordinary-least-squares regression line to a set of number pairs. You can use them as both aggregate and analytic functions.

These functions take as arguments any numeric data type or any nonnumeric data type that can be implicitly converted to a numeric data type. Oracle determines the argument with the highest numeric precedence, implicitly converts the remaining arguments to that data type, and returns that data type.

Oracle applies the function to the set of (expr1, expr2) pairs after eliminating all pairs for which either expr1 or expr2 is null. Oracle computes all the regression functions simultaneously during a single pass through the data.

expr1 is interpreted as a value of the dependent variable (a y value), and expr2 is interpreted as a value of the independent variable (an x value).

• REGR_SLOPE returns the slope of the line. The return value is a numeric data type and can be null. After the elimination of null (expr1, expr2) pairs, it makes the following computation:

  COVAR_POP(expr1, expr2) / VAR_POP(expr2)
  

• REGR_INTERCEPT returns the y-intercept of the regression line. The return value is a numeric data type and can be null. After the elimination of null (expr1, expr2) pairs, it makes the following computation:

  AVG(expr1) - REGR_SLOPE(expr1, expr2) * AVG(expr2)
  

• REGR_COUNT returns an integer that is the number of non-null number pairs used to fit the regression line.

• REGR_R2 returns the coefficient of determination (also called R-squared or goodness of fit) for the regression. The return value is a numeric data type and can be null. VAR_POP(expr1) and VAR_POP(expr2) are evaluated after the elimination of null pairs. The return values are:

  NULL if VAR_POP(expr2)  = 0
  
                          1 if VAR_POP(expr1)  = 0 and 
                               VAR_POP(expr2) != 0
  
  POWER(CORR(expr1,expr),2) if VAR_POP(expr1)  > 0 and
                               VAR_POP(expr2  != 0
  

All of the remaining regression functions return a numeric data type and can be null:

• REGR_AVGX evaluates the average of the independent variable (expr2) of the regression line. It makes the following computation after the elimination of null (expr1, expr2) pairs:

  AVG(expr2)
  

• REGR_AVGY evaluates the average of the dependent variable (expr1) of the regression line. It makes the following computation after the elimination of null (expr1, expr2) pairs:

  AVG(expr1)
  

REGR_SXY, REGR_SXX, REGR_SYY are auxiliary functions that are used to compute various diagnostic statistics.

• REGR_SXX makes the following computation after the elimination of null (expr1, expr2) pairs:

  REGR_COUNT(expr1, expr2) * VAR_POP(expr2)
  

• REGR_SYY makes the following computation after the elimination of null (expr1, expr2) pairs:

  REGR_COUNT(expr1, expr2) * VAR_POP(expr1)
  

• REGR_SXY makes the following computation after the elimination of null (expr1, expr2) pairs:

  REGR_COUNT(expr1, expr2) * COVAR_POP(expr1, expr2)
  

The following examples are based on the sample tables sh.sales and sh.products.

General Linear Regression Example

The following example provides a comparison of the various linear regression functions used in their analytic form. The analytic form of these functions can be useful when you want to use regression statistics for calculations such as finding the salary predicted for each employee by the model. The sections that follow on the individual linear regression functions contain examples of the aggregate form of these functions.

SELECT job_id, employee_id ID, salary,
REGR_SLOPE(SYSDATE-hire_date, salary)
   OVER (PARTITION BY job_id) slope,
REGR_INTERCEPT(SYSDATE-hire_date, salary)
   OVER (PARTITION BY job_id) intcpt,
REGR_R2(SYSDATE-hire_date, salary)
   OVER (PARTITION BY job_id) rsqr,
REGR_COUNT(SYSDATE-hire_date, salary)
   OVER (PARTITION BY job_id) count,
REGR_AVGX(SYSDATE-hire_date, salary)
   OVER (PARTITION BY job_id) avgx,
REGR_AVGY(SYSDATE-hire_date, salary)
   OVER (PARTITION BY job_id) avgy
   FROM employees
   WHERE department_id in (50, 80)
   ORDER BY job_id, employee_id;

JOB_ID        ID     SALARY SLOPE    INTCPT  RSQR  COUNT       AVGX      AVGY
---------- ----- ---------- ----- --------- ----- ------ ---------- ---------
SA_MAN       145      14000  .355 -1707.035  .832      5  12200.000  2626.589
SA_MAN       146      13500  .355 -1707.035  .832      5  12200.000  2626.589
SA_MAN       147      12000  .355 -1707.035  .832      5  12200.000  2626.589
SA_MAN       148      11000  .355 -1707.035  .832      5  12200.000  2626.589
SA_MAN       149      10500  .355 -1707.035  .832      5  12200.000  2626.589
SA_REP       150      10000  .257   404.763  .647     29   8396.552  2561.244
SA_REP       151       9500  .257   404.763  .647     29   8396.552  2561.244
SA_REP       152       9000  .257   404.763  .647     29   8396.552  2561.244
SA_REP       153       8000  .257   404.763  .647     29   8396.552  2561.244
SA_REP       154       7500  .257   404.763  .647     29   8396.552  2561.244
SA_REP       155       7000  .257   404.763  .647     29   8396.552  2561.244
SA_REP       156      10000  .257   404.763  .647     29   8396.552  2561.244
. . .

REGR_SLOPE and REGR_INTERCEPT Examples

The following example calculates the slope and regression of the linear regression model for time employed (SYSDATE - hire_date) and salary using the sample table hr.employees. Results are grouped by job_id.

SELECT job_id,
REGR_SLOPE(SYSDATE-hire_date, salary) slope,
REGR_INTERCEPT(SYSDATE-hire_date, salary) intercept
   FROM employees
   WHERE department_id in (50,80)
   GROUP BY job_id
   ORDER BY job_id;

JOB_ID     SLOPE    INTERCEPT
---------- ----- ------------
SA_MAN      .355 -1707.030762
SA_REP      .257   404.767151
SH_CLERK    .745   159.015293
ST_CLERK    .904   134.409050
ST_MAN      .479  -570.077291

REGR_COUNT Examples

The following example calculates the count of by job_id for time employed (SYSDATE - hire_date) and salary using the sample table hr.employees. Results are grouped by job_id.

SELECT job_id,
REGR_COUNT(SYSDATE-hire_date, salary) count
   FROM employees
   WHERE department_id in (30, 50)
   GROUP BY job_id
   ORDER BY job_id, count;

JOB_ID          COUNT
---------- ----------
PU_CLERK            5
PU_MAN              1
SH_CLERK           20
ST_CLERK           20
ST_MAN              5

REGR_R2 Examples

The following example calculates the coefficient of determination the linear regression of time employed (SYSDATE - hire_date) and salary using the sample table hr.employees:

SELECT job_id,
REGR_R2(SYSDATE-hire_date, salary) Regr_R2
   FROM employees
   WHERE department_id in (80, 50)
   GROUP by job_id
  ORDER BY job_id, Regr_R2;

JOB_ID        REGR_R2
---------- ----------
SA_MAN      .83244748
SA_REP     .647007156
SH_CLERK   .879799698
ST_CLERK   .742808493
ST_MAN      .69418508

REGR_AVGY and REGR_AVGX Examples

The following example calculates the average values for time employed (SYSDATE - hire_date) and salary using the sample table hr.employees. Results are grouped by job_id:

SELECT job_id,
REGR_AVGY(SYSDATE-hire_date, salary) avgy,
REGR_AVGX(SYSDATE-hire_date, salary) avgx
   FROM employees
   WHERE department_id in (30,50)
   GROUP BY job_id
   ORDER BY job_id, avgy, avgx;

JOB_ID           AVGY       AVGX
---------- ---------- ----------
PU_CLERK    2950.3778       2780
PU_MAN      4026.5778      11000
SH_CLERK    2773.0778       3215
ST_CLERK    2872.7278       2785
ST_MAN      3140.1778       7280

REGR_SXY, REGR_SXX, and REGR_SYY Examples

The following example calculates three types of diagnostic statistics for the linear regression of time employed (SYSDATE - hire_date) and salary using the sample table hr.employees:

SELECT job_id,
REGR_SXY(SYSDATE-hire_date, salary) regr_sxy,
REGR_SXX(SYSDATE-hire_date, salary) regr_sxx,
REGR_SYY(SYSDATE-hire_date, salary) regr_syy
   FROM employees
   WHERE department_id in (80, 50)
   GROUP BY job_id
   ORDER BY job_id;
 
JOB_ID       REGR_SXY    REGR_SXX   REGR_SYY
---------- ---------- ----------- ----------
SA_MAN        3303500   9300000.0    1409642
SA_REP     16819665.5  65489655.2 6676562.55
SH_CLERK      4248650   5705500.0    3596039
ST_CLERK      3531545   3905500.0 4299084.55
ST_MAN        2180460   4548000.0  1505915.2