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Chapter 9 - Simple Regression Analysis - L2 - Jan 2024

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18 views6 pages

Chapter 9 - Simple Regression Analysis - L2 - Jan 2024

Uploaded by

afiqmaniyamin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 9

Regression Analysis

L2 – Simple Linear Regression:


ANOVA table,
Confidence Interval
Lecture 2
Learning Outcomes:

At the end of the lesson, the student should be able to


n Carry out ANOVA tests to determine if the model
obtained is an adequate fit to the data.
n Construct confidence intervals on regression parameters
n Use the regression model to make prediction of a future
observation and construct appropriate prediction interval
on the future observation
Analysis of Variance Approach (ANOVA)
- another way to test for the significance of regression.
- testing for the significance of regression.

Hypotheses: H 0 : 1  0 H1 : 1  0
MS R
Test statistic: F0 
MS E
where: SSR SSE
MS R  MS E 
1 n p
MS R
Rejection criteria: F0   f ,1,n  2
MS E

-The ANOVA test for significance of regression is usually


summarized in table.
ANOVA Table

Source Sum of Degrees Mean Computed F


Of Squares of Square
variation freedom (Sum of squares /
(df) df)

Regression SSR 1 MSR = SSR/1 F = MSR/MSE


Error SSE n–2 MSE = SSE/(n-2)
Total SST n-1
Example 1 (Continued) ANOVA TABLE :

Source of Sum of Degrees of Mean Computed F


Variance Squares freedom Square

Regression 1.2124 1 1.2124 40.53


Error 0.2991 10 0.0299
Total 1.5115 11

Testing H0 : 1 = 0, H1 : 1 0

Taking the level of significance, = 0.1

f / 2,1,n  2  f 0.05,1,10  4.96


F0  40.53  4.96
Decision : Reject H0 , A linear model is fitted
ANOVA TABLE ( MINITAB)
Regression Analysis: electricity usage versus production
Predictor Coef SE Coef T P-value
Constant 0.409 0.3860 1.06 0.314
production 0.499 0.07835 6.37 0.000
S = 0.1729 R-Sq = 80.2%

Analysis of Variance
Source DF SS MS F P-value
Regression 1 1.2124 1.2124 40.53 0.000
Residual Error 10 0.2991 0.0299
Total 11 1.5115

F = MSR/MSE

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