In: Statistics and Probability
. An experiment was performed on a certain metal to determine if
the strength is a function of heating time (hours). Results based
on 20 metal sheets are given below. Use the simple linear
regression model.
∑X = 40
∑X2 = 200
∑Y = 80
∑Y2 = 1120
∑XY = 460
Find the estimated y intercept and slope and write the equation of
the least squares regression line. Estimate Y when X is equal to 3
hours. Also determine the standard error, the Mean Square Error,
the coefficient of determination and the coefficient of
correlation.
Σn | ΣX | ΣY | ΣXY | ΣX² | ΣY² |
20 | 40 | 80 | 460 | 200 | 1120 |
sample size , n = 20
here, x̅ = 2.0000 , ȳ = 4.0000
SSxx = Σx² - (Σx)²/n = 120
SSxy= Σxy - (Σx*Σy)/n = 300
SSyy = Σy²-(Σy)²/n = 800
slope , ß1 = SSxy/SSxx = 2.5
intercept, ß0 = y̅-ß1* x̄ = -1
so, regression line is Ŷ = -1
+ 2.5 *x
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when X=3
then Ŷ = -1 + 2.5 *3 = 6.5
--------------------------
SSE= (Sx*Sy - S²xy)/Sx = 50
std error ,Se = √(SSE/(n-2)) =
1.667
------------------------
Mean Square Error = SSE/(N-2)=50/18=2.778
----------------------
SSR = SST-SSE = SSyy - SSE = 800-50=750
R² = SSR/SST=750/800 = 0.9375
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the coefficient of correlation=√R² = √0.9375 = 0.9682