Regression
Regression
) ∑( X – X ) ( Y – Y
ـــــــــــــــــــــــــــــــــــــــــــــــــــ = b
∑( X – X )2
a=Y–bX
∑Y ∑X
ــــــــــــــــ = Where : Y ــــــــــــــــ = X
n n
Where :
Y The dependent variable
n No. of observations
a,b Constants
1 2 3 4 5
Source of Sum of Degrees of Mean sum Calculated
variation squares freedom of squares F
S.S D.F M.S.S. FC
S.S.R
ــــــــــــــــــــ
Regression S.S.R (1) 1 M.S.S.R
1
÷ ـــــــــــــــــــــ
S.S.E M.S.S.E
ــــــــــــــــــ
Error S.S.E (3) n–2
n–2
Total S.S.T (2)
(5) Tabled F ( Ft )
at α = 0.05
Column = 1 , Row = n – 2 ( given )
(6) Decision rule
Fc > Ft FC < Ft
S.S.R
R2 = ــــــــــــــــــــــ
S.S.T
OR
S.S.E
R2 = 1– ــــــــــــــــــــــ
S.S.T
Coefficient of determination ( R2 )
( % ) of the total variation in the
dependent variable (Y) that is explained
by the variation in the independent
variable (x)
( 100% – % ) is explained by the
other wise.
Ex.
X 0 1 2 3 4
Y 3 5 10 12 15
(1) Find the Regression equation.
(2) Test of significance
Given F(1.3) = 10.1, F(1,5) = 6.61, F(2,5) =
5.79
(3) Estimate Y when x = 5
(4) Find coefficient of determination ( R 2 ),and
coefficient of correlation ( r ).
Sol. (1) The Regression equation
X Y X–X Y-Y )(X-X) (Y-Y (X-X)2 (Y-Y)2
X–2 Y-9
0 3 -2 -6 12 4 36
1 5 -1 -4 4 1 16
2 10 0 1 0 0 1
3 12 1 3 3 1 9
4 15 2 6 12 4 36
10 45 Zero Zero 31 10 98
∑X 10 ∑Y 45
ــــــــــــــ = ــــــــــ = X = 2 ــــــــــــــ = ــــــــــ = Y = 9
n 5 n 5
)∑(X–X)(Y–Y 31
ـــــــــــــــــــــــــــــــــــــــــــــــــــــ = ــــــــــــــــــ = b = 3.1
∑ ( X – X )2 10
a = Y – b X = 9 – ( 3.1 x 2 ) = 9 – 6.2 = 2.8
The Regression equation Y^ = 2.8 + 3.1 X
(2) Test of significance ( F ) test
(1) S.S.R = b2 ∑ ( X – X )2 = (3.1)2 x 10 = 96.1
(2) S.S.T = ∑ ( Y – Y )2 = 98
(3) S.S.E = S.S.T – S.S.R = 98 – 96.1 = 1.9
(4) ANOVA table.
Source of variation S.S D.F M.S.S. FC
1 96.1
Regression (R) 96.1
(5-2) ( 151.8 )
Error (E) 1.9 0.633
3
Total (T) 98
R 2.6 1 2.6
5.5
E 1.4 3 0.47
T 4
b- X 2 3 4 5 6
Y 11 19 31 34 35
c- X 4 5 9 10 17 10 8 15 7
Y 5 6 15 25 28 22 12 24 7
d- X 14 35 22 29 6 15 17 20 12 29
Y 28 66 38 70 22 27 28 47 14 68