Are there any Linear Regression Function in SQL Server?

Question

Are there any Linear Regression Function in SQL Server 2005/2008, similar to the the Linear Regression functions in Oracle ?

Answer 1

This is an alternate method, based off a blog post on Linear Regression in T-SQL, which uses the following equations:

The SQL suggestion in the blog uses cursors though. Here's a prettified version of a forum answer that I used:

table
-----
X (numeric)
Y (numeric)

/**
 * m = (nSxy - SxSy) / (nSxx - SxSx)
 * b = Ay - (Ax * m)
 * N.B. S = Sum, A = Mean
 */
DECLARE @n INT
SELECT @n = COUNT(*) FROM table
SELECT (@n * SUM(X*Y) - SUM(X) * SUM(Y)) / (@n * SUM(X*X) - SUM(X) * SUM(X)) AS M,
       AVG(Y) - AVG(X) *
       (@n * SUM(X*Y) - SUM(X) * SUM(Y)) / (@n * SUM(X*X) - SUM(X) * SUM(X)) AS B
FROM table