In: Statistics and Probability
Correlation and Simple Linear Regression Analysis |
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a)
b)
x | y | (x-x̅)² | (y-ȳ)² | (x-x̅)(y-ȳ) |
3 | 3 | 0.77 | 0.01 | -0.09 |
2 | 2 | 3.52 | 0.81 | 1.69 |
6 | 3.8 | 4.52 | 0.81 | 1.91 |
3 | 2.6 | 0.77 | 0.09 | 0.26 |
4 | 3.2 | 0.02 | 0.09 | 0.04 |
8 | 3.7 | 17.02 | 0.64 | 3.30 |
2 | 2.1 | 3.52 | 0.64000 | 1.5000 |
3 | 2.8 | 0.77 | 0.01000 | 0.088 |
ΣX | ΣY | Σ(x-x̅)² | Σ(y-ȳ)² | Σ(x-x̅)(y-ȳ) | |
total sum | 31.00 | 23.20 | 30.88 | 3.10 | 8.7 |
mean | 3.88 | 2.90 | SSxx | SSyy | SSxy |
correlation coefficient , r = Sxy/√(Sx.Sy)
= 0.8893
c)
R² = (Sxy)²/(Sx.Sy) = 0.7908
d)
coefficient of nondetermination = 1 - 0.7908 = 0.2092
e)
SSE= (SSxx * SSyy - SS²xy)/SSxx =
0.6485
std error ,Se = √(SSE/(n-2)) =
0.3288
f)
Ho: ß1= 0
H1: ß1╪ 0
n= 8
alpha = 0.01
estimated std error of slope =Se(ß1) = Se/√Sxx =
0.329 /√ 30.88 =
0.0592
t stat = estimated slope/std error =ß1 /Se(ß1) =
0.2818 / 0.0592 =
4.7625
t-critical value= 3.7074 [excel function:
=T.INV.2T(α,df) ]
Degree of freedom ,df = n-2= 6
p-value = 0.003118
decison : p-value<α , reject Ho
Conclusion: Reject Ho and conclude that slope is
significantly different from zero
g)
sample size , n = 8
here, x̅ = Σx / n= 3.875 ,
ȳ = Σy/n = 2.900
SSxx = Σ(x-x̅)² = 30.8750
SSxy= Σ(x-x̅)(y-ȳ) = 8.7
estimated slope , ß1 = SSxy/SSxx = 8.7
/ 30.875 = 0.28178
intercept, ß0 = y̅-ß1* x̄ =
1.80810
so, regression line is Ŷ =
1.808 + 0.282
*x
h)
Predicted Y at X= 5 is
Ŷ = 1.8081 +
0.2818 *5= 3.22