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Pilani Campus
n
Var X ( Xi X ) / n Sxx / n
2
i 1
n
Var Y (Yi Y ) / n Syy / n
2
i 1
n xy x y
est r
[n x 2 ( x) 2 ][n y 2 ( y ) 2 ]
10 226463 1534 1409
[10 252684 (1534) 2 ][10 206319 (1409) 2 ]
0.8874
sxy
r 0.9843
sxx s yy
rXY i 1 i 1 i 1 15 5 3
16 4 11
2 2
n
n
n
n
17 4 15
n xi2 xi n yi2 yi 18 4 6
i 1 i 1 i 1 i 1 19 3 13
20 3 4
21 3 14
x 175, y 150, x 2
6625, 4498, xy 5385
y 2
n xy x y
ˆ est r
[n x 2 ( x) 2 ][n y 2 ( y ) 2 ]
6 5385 175 150
[6 6625 (175) 2 ][6 4498 (150)2 ]
0.9469.
x y x2 y2 xy
4 8
16 64 32
2 12
4 144 24
10 4
100 16 40
5 10
25 100 50
8 2
64 4 16
n xy x y
ˆ est r
[n x 2 ( x) 2 ][n y 2 ( y ) 2 ]
5 162 29 36
[5 209 (29) 2 ][5 328 (36) 2 ]
0.883
Probabilistic
Models
Simple Multiple
Non- Non-
Linear Linear
Linear Linear
Y x = 0 1 x
0 denotes the intercept and 1 is the slope
of the simple linear regression line.
SSE n
2 ( yi b0 b1 xi )
b0 i 1
SSE n
2 ( yi b0 b1xi )xi
b1 i 1
n
n
n
n xi yi xi ) yi
b1 i 1 i 1 i 1
2
n
n
n xi xi )
2
i 1 i 1
b0 y b1 x
BITS Pilani, Pilani Campus
Least-Squares Estimation
i 1
S yy 2b1 S xy b12 S xx
BITS Pilani, Pilani Campus
Alternative Approach
Note:
A combined question may be asked to estimate the
regression line and then to get the point estimate of
correlation. The same tabulation will work for both.
BITS Pilani, Pilani Campus
Need Computation Table
x 1 2 3 4 5 6
y 14 33 40 63 76 85
(a)Graph the data to verify that it is reasonable to assume that
the regression of Y on X is linear
(b) Find the equation of the least-squares line and use it to
predict the elongation when the tensile force is 3.5
thousand pounds.
BITS Pilani, Pilani Campus
Problem Solving
(a) Do by yourself
(b) Since n=6, we need to have:
n n n n n
xi 21,
i 1
i 91,
x 2
i 1
yi 311,
i 1
xi yi 1342,
i 1
i 19855,
y 2
i 1
Y 10 18 20 25 32 45
i 1 i 1
b0 25 0.66(29.2) 5.7
yˆ 5.7 0.66 x
yi 10 18 20 25 32 45
estimated y 8.95 15.59 22.23 28.87 35.52 38.84
ei 1.05 2.41 -2.23 -3.87 -3.52 6.16
e 0
i
BITS Pilani, Pilani Campus
Problem Solving
1.8 20.0
3.0 30.5
4.8 40.0
5.0 55.1
6.5 60.3
7.0 74.9
9.0 88.4
9.1 95.2
BITS Pilani, Pilani Campus
Problem Solving
xi 464.4,
i 1
i 32089.96,
x 2
i 1
y i 1
i 46.2,
n n
xi yi 3173.17,
i 1
i 19855,
y 2
i 1
sxy
b1 0.095733, b0 y b1 x 0.2177
sxx
n
s xx ( xi x ) 5131.54
2
i 1
n
s xy ( xi x )( yi y ) 491.26
i 1
s xy
b1 0.095733, b0 y b1 x 0.2177
s xx
i 1 i 1 i 1
8b 0 464.4b1 46.2
464.4b0 32089.96b1 3173.17
temperature 42 37 46 30 50 43 43 46 46 49
passenger 173 149 185 123 201 174 175 188 186 198