In: Statistics and Probability
The following 12 data pairs relate variable xi, the amount of fertilizer, to variable Yi, the amount of wheat harvested:
x: 30 30 30 50 50 50 70 70 70 90 90 90
Y: 9 11 14 12 14 23 19 22 31 29 33 35
such that : ∑x = 720 ∑y = 252 , ∑ xy =17240, ∑x2 =49200, ∑y2 = 6228
a) Find equation of linear regression line: Y = A + BX.
b) 95% 2 sided confidence interval for B.
c) Is there regression on input variable?
d) Find 2-sided 99% prediction interval for response if x0 = 40.
e) Calculate R2, explain its meaning.
a)
X | Y | XY | X² | Y² | |
total sum | 720 | 252 | 17240 | 49200 | 6228 |
mean | 60.0000 | 21.0000 |
sample size , n = 12
here, x̅ =Σx/n = 60.000 , ȳ =
Σy/n = 21.000
SSxx = Σx² - (Σx)²/n = 6000.00
SSxy= Σxy - (Σx*Σy)/n = 2120.00
SSyy = Σy²-(Σy)²/n = 936.00
estimated slope , ß1 = SSxy/SSxx = 2120.000
/ 6000.000 = 0.35333
intercept, ß0 = y̅-ß1* x̄ =
-0.20000
so, regression line is Ŷ =
-0.200 + 0.353
*x
b)
confidence interval for slope
α= 0.05
t critical value= t α/2 =
2.228 [excel function: =t.inv.2t(α/2,df) ]
estimated std error of slope = Se/√Sxx =
4.32358 /√ 6000.00
= 0.056
margin of error ,E= t*std error = 2.228
* 0.056 = 0.124
estimated slope , ß^ = 0.3533
lower confidence limit = estimated slope - margin of error
= 0.3533 - 0.124
= 0.229
upper confidence limit=estimated slope + margin of error
= 0.3533 + 0.124
= 0.478
c) yes
d)
X Value= 40
Confidence Level= 99%
Sample Size , n= 12
Degrees of Freedom,df=n-2 = 10
critical t Value=tα/2 = 3.169 [excel
function: =t.inv.2t(α/2,df) ]
X̅ = 60.00
Σ(x-x̅)² =Sxx 6000.000000
Standard Error of the Estimate,Se= 4.32
Predicted Y at X= 40 is
Ŷ = -0.200 + 0.353
* 40 = 13.933
For Individual Response Y
standard error, S(ŷ)=Se*√(1+1/n+(X-X̅)²/Sxx) =
4.6365
margin of error,E=t*std error=t*S(ŷ)=
3.1693 * 4.64 =
14.6944
Prediction Interval Lower Limit=Ŷ -E =
13.933 - 14.694 =
-0.7611
Prediction Interval Upper Limit=Ŷ +E =
13.933 + 14.694 =
28.6277
e)
R² = (Sxy)²/(Sx.Sy) = 0.8003
about 82.16% of variation in
observation of variable Y, is explained by variable
x