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Simple Linear Regression

This document defines regression analysis and describes how to estimate a regression line from sample data. Regression finds the linear relationship between a dependent (y) and independent (x) variable. The regression line is defined as ŷ = a + bx, where a is the y-intercept and b is the slope. The values of a and b are calculated using the formulas: b = (nΣxy - (Σx)(Σy)) / (nΣx^2 - (Σx)^2) a = y - bx The document provides an example of estimating the regression line ŷ = 0.72 + 1.33x for a dataset with x values from 0

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Aleena
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33 views

Simple Linear Regression

This document defines regression analysis and describes how to estimate a regression line from sample data. Regression finds the linear relationship between a dependent (y) and independent (x) variable. The regression line is defined as ŷ = a + bx, where a is the y-intercept and b is the slope. The values of a and b are calculated using the formulas: b = (nΣxy - (Σx)(Σy)) / (nΣx^2 - (Σx)^2) a = y - bx The document provides an example of estimating the regression line ŷ = 0.72 + 1.33x for a dataset with x values from 0

Uploaded by

Aleena
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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What is regression estimation ?

Define the concept of regression and write in your assignment.

Estimate the regression line.

𝑦̂ = 𝑎 + 𝑏𝑥

Y is as dependent variable X and Y values always given


in the data.
X as independent variable

𝑦̂ = 𝑎 + 𝑏𝑥

But what is “a” and “b” ?

𝑛 ∑ 𝑥𝑦 − (∑ 𝑥)(∑ 𝑦)
𝑏=
𝑛 ∑ 𝑥 2 − (∑ 𝑥)2

𝑎 = 𝑦̅ − 𝑏𝑥̅

∑𝑦 ∑𝑥
𝑦̅ = , 𝑥̅ =
𝑛 𝑛
Suppose an example:-

Given the following data:

X 0 1 2 3 4
y 1.0 1.8 3.3 4.5 6.3

Solution:- Using given values of x and y.

X Y Xy 𝑥2
0 1 0*1=0 2
0 =0
1 1.8 1*1.8=1.8 12 = 1
2 3.3 2*3.3=6.6 22 = 4
3 4.5 3*4.5=13.5 32 = 9
4 6.3 6.3*4=25.2 42 = 16
Total ∑ 𝑥 = 10 ∑ 𝑦 = 16.9 ∑ 𝑥𝑦 = 47.1 ∑ 𝑥 2 = 30

For estimation of regression line as we have relation:-

𝑦̂ = 𝑎 + 𝑏𝑥
1st need to compute the value of “b”

𝑛 ∑ 𝑥𝑦−(∑ 𝑥)(∑ 𝑦) 5∗47.1−10∗16.9


𝑏= = =1.33
𝑛 ∑ 𝑥 2 − (∑ 𝑥)2 5∗30−102
𝑎 = 𝑦̅ − 𝑏𝑥̅

∑𝑦 16.9
𝑦̅ = = = 3.38
𝑛 5
∑𝑥 10
𝑥̅ = = =2
𝑛 5

𝑎 = 𝑦̅ − 𝑏𝑥̅ = 3.38 − (1.33)(2) = 0.72


Now finally regression line
𝑦̂ = 𝑎 + 𝑏𝑥=0.72+1.33(x)

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