In: Statistics and Probability
The data shown below for the dependent variable, y, and the independent variable, x, have been collected using simple random sampling. x 10 15 17 11 19 18 17 15 17 18 y 120 150 170 120 170 180 160 140 180 190 a. Develop a simple linear regression equation for these data. b. Calculate the sum of squared residuals, the total sum of squares, and the coefficient of determination. c. Calculate the standard error of the estimate. d. Calculate the standard error for the regression slope. e. Conduct the hypothesis test to determine whether the regression slope coefficient is equal to 0. Test using alphaαequals=0.10
Answer:
Given that,
The data shown below for the dependent variable, y, and the independent variable, x, have been collected using simple random sampling.
x: 10 15 17 11 19 18 17 15 17 18
y: 120 150 170 120 170 180 160 140 180 190
(a).
Develop a simple linear regression equation for these data:
x | y | (x-) | (y-) | (x-)2 | (y-)2 | (x-)(y-) |
10 | 120 | -5.7 | -38 | 32.49 | 1444 | 216.6 |
15 | 150 | -0.7 | -8 | 0.49 | 64 | 5.6 |
17 | 170 | 1.3 | 12 | 1.69 | 144 | 15.6 |
11 | 120 | -4.7 | -38 | 22.09 | 1444 | 178.6 |
19 | 170 | 3.3 | 12 | 10.89 | 144 | 39.6 |
18 | 180 | 2.3 | 22 | 5.29 | 484 | 50.6 |
17 | 160 | 1.3 | 2 | 1.69 | 4 | 2.6 |
15 | 140 | -0.7 | -18 | 0.49 | 324 | 12.6 |
17 | 180 | 1.3 | 22 | 1.69 | 484 | 28.6 |
18 | 190 | 2.3 | 32 | 5.29 | 1024 | 73.6 |
x | y | (x-)2 | (y-)2 | (x-)(y-) | |
Total sum | 157 | 1580 | 49.61 | 5560 | 407.4 |
Mean | 15.7 | 158 |
Therefore,
Sample size , n =10
Here, x̅ = (Σx / n)=15.7 ,
ȳ = (Σy/n)=158
SSxx = Σ(x-x̅)² = 49.61
SSxy= Σ(x-x̅)(y-ȳ) = 407.4
Estimated slope ,
ß1 = SSxy/SSxx
= 407.4/49.61
=8.212
Intercept, ß0 = y̅-ß1 x̄
=158-(8.212)(15.7)
=158-128.928
=29.072
So, regression line is
Ŷ = 29.072 + 8.212 x
(b).
Calculate the sum of squared residuals, the total sum of squares, and the coefficient of determination:
SSE=Sum of squaures of residuals
= (SSxx * SSyy - SS²xy)/SSxx
=(49.61 5560-(407.4)2)/(49.61)
=(2756331.6-165974.76 )/49.61
=2590356.84/49.61
SSE= 52214.409
Total sum of squares=SST
=SSyy=5560
R² =(SST-SSE)/SST
=(5560-52214.409)/5560
=-8.39
(c).
Calculate the standard error of the estimate:
Standard error (SE) = √(SSE/(n-2))
=√(52214.409)/(9)
=√5801.601
=76.168
(d).
Calculate the standard error for the regression slope:
Estimated std error of slope =SE(ß1)
= SE/√Sxx
=76.168/√49.61
=76.168/7.043
=10.815
(e).
Conduct the hypothesis test to determine whether the regression slope coefficient is equal to 0:
Test using alpha α equals=0.10.
Ho: ß1= 0
H1: ß1╪ 0
n= 10
Alpha(α) = 0.10
Estimated std error of slope =SE(ß1)
= SE/√Sxx
=76.168/√49.61
=76.168/7.043
=10.815
t -stat = Estimated slope/std error
=ß1 /SE(ß1)
=8.212 /10.815
=0.759
Degree of freedom ,df = n-2=8
p-value = 0.4696
Decison : p-value > α ,
Fail to reject Ho
Conclusion:
Fail to Reject Ho and conclude that slope is not significantly different from zero.