In: Statistics and Probability
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 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