In: Statistics and Probability
a) Run a regression analysis on the following bivariate set of data with y as the response variable.
| x | y |
|---|---|
| 10.7 | 81.6 |
| 13.7 | 81.5 |
| 36.7 | 56.5 |
| 4 | 72.1 |
| 50.7 | 23.2 |
| 47.6 | -4.8 |
| 37.3 | 31.9 |
| 24.3 | 75.2 |
| 21.5 | 59.3 |
| 17.2 | 54.6 |
| 23.6 | 75.5 |
| 22.2 | 60.8 |
| 29.3 | 51 |
| 14 | 63.4 |
| 0.2 | 102.7 |
| 30.7 | 48.2 |
| 10.3 | 74.8 |
| 26.5 | 48.2 |
| 23.1 | 87 |
Verify that the correlation is significant at an ?=0.05?=0.05.
If the correlation is indeed significant, predict what value (on
average) for the explanatory variable will give you a value of 39
on the response variable.
What is the predicted explanatory value?
x = _____
b) Run a regression analysis on the following bivariate set of data with y as the response variable.
| x | y |
|---|---|
| 83.5 | 16 |
| 61.9 | 69.3 |
| 89.1 | 36 |
| 75.7 | 51.3 |
| 76.6 | 43.4 |
| 94.5 | 38.8 |
| 47.2 | 102.4 |
| 66 | 75 |
| 83.2 | -3.5 |
| 83.2 | 39 |
| 71.7 | 96.7 |
| 81.6 | 60.7 |
| 63.4 | 55.4 |
| 94.7 | -61.1 |
| 56.8 | 138.1 |
| 90.2 | -4.4 |
| 77.9 | 65.7 |
| 58 | 109.1 |
Verify that the correlation is significant at an ?=0.05?=0.05.
If the correlation is indeed significant, predict what value (on
average) for the explanatory variable will give you a value of
-35.1 on the response variable.
What is the predicted explanatory value?
x =_____
c) Run a regression analysis on the following bivariate set of data with y as the response variable.
| x | y |
|---|---|
| 50.7 | 11.1 |
| 23.8 | 30.7 |
| 48.5 | -3.6 |
| 19.5 | 34.7 |
| 12.1 | 48.3 |
| 31.8 | 21.7 |
| 47.6 | 16.3 |
| 25.7 | 39 |
| 20.6 | 43.4 |
| 46.8 | 8.5 |
| 51.1 | 16.5 |
| 33.8 | 17.9 |
Verify that the correlation is significant at an ?=0.05?=0.05.
If the correlation is indeed significant, predict what value (on
average) for the explanatory variable will give you a value of 23.4
on the response variable.
What is the predicted explanatory value?
x =_____
(a)
Following is the output of regression analysis:
| SUMMARY OUTPUT | ||||||
| Regression Statistics | ||||||
| Multiple R | 0.843323289 | |||||
| R Square | 0.711194169 | |||||
| Adjusted R Square | 0.694205591 | |||||
| Standard Error | 13.71605863 | |||||
| Observations | 19 | |||||
| ANOVA | ||||||
| df | SS | MS | F | Significance F | ||
| Regression | 1 | 7875.711824 | 7875.711824 | 41.86307746 | 5.76252E-06 | |
| Residual | 17 | 3198.214492 | 188.1302642 | |||
| Total | 18 | 11073.92632 | ||||
| Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | |
| Intercept | 96.35851315 | 6.421290985 | 15.00609665 | 3.07625E-11 | 82.81077352 | 109.9062528 |
| x | -1.551198715 | 0.239746271 | -6.470168272 | 5.76252E-06 | -2.057019127 | -1.045378302 |
The correlation coeffcient is: 0.8433
The p-value of slope is : 0.0000
Since p-value of slope is linear regression is same as t-test for correlation coeffcient so p-value of correlation coeffcient is 0.000.
Since p-value is less than 0.05 so correlation coefficient is significant.
The linear equation is:
y' = 96.359-1.551x
For y'=39 we have
39 = 96.359-1.551x
x = 36.982