Chapter 11 Simple Linear Regression and Correlation 503






















- Slides: 22

Chapter 11 Simple Linear Regression and Correlation 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

Introduction: 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

Regression Analysis: The concept of regression analysis deals with finding the best relationship between Y and X. Regression analysis measures the strength of the relationship, and allows for prediction of the response values Y for given values of the regressor X (x. ) 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

The Simple Linear Regression Model 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

The Fitted Regression Line The Method of Least Squares 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

Example: Estimate the regression line for the pollution data of the following table And then, predict the value of y when x=30 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

The scatter diagram for these data It can be seen from this scatter diagram that the points closely follow a straight line, indicating that the assumption of linearity between the two variables appears to be reasonable. 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

Solution: Prove that 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

• ANOVA Table: Source of Variation (SV) Sum of Squares (SS) Degrees of Freedom (df) Regression SSR 1 Error SSE Total SST Mean Square (MS) 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili F

Computational Formulas: 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

or or 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

Source of Variation SV Regression Error Total Sum of Squares Degrees of Freedom Mean Squares SS 3390. 6 323. 3 3713. 9 df 1 31 32 MS = SS/df 3390. 6 10. 4 F (F- ratio = MSR/MSE) 325. 08 For testing: 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

CORRELATION: 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

Example: loblolly pine 503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili

503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili