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= =
n
y
y y y S
i xy
2
2 2
) (
) (
&!ese distributions can be used to
(. form confidence intervals for t!e value of t!e slope and
intercept.
). test !ypot!eses 2 ' about t!e slope and intercept
/usually 2 '0.
*. test t!e slopes /or intercepts0 of t#o regression lines to
see if t!ey are equal.
E%ample
An e%periment #as conducted to study t!e effect of a certain
drug in lo#ering !eart rate in adults. &!e independent variable
is dosage /mg0 and t!e dependent variable is t!e difference
bet#een lo#est rate follo#ing administration of t!e drug and a
predrug control. &!e follo#ing data #ere collected.
?ose /mg0
x
Reduction in !eart rate
/beats3min0
y
'.,' ('
'.., 8
(.'' ()
(.), ()
(.,' (+
(.., ()
).'' (-
).), (8
).,' (.
).., )'
*.'' (8
*.), )'
*.,' )(
/a0 Obtain t!e regression equation 1 /b0 &est t!e null
!ypot!esis 6
'
7 2 ' and 2 ' /c0 orm 4,@ Confidence >ntervals
for and b .
Solution 7
$o# n 2 (*1 y 2 (481 y
)
2 *))-1 %y 2++)., 1 and % 2 ),.''
%
)
2 -*.*.,
8
2
xx
+ $$.'45
S
yy
2 )('.*'8
S
%y
2 +-.,
b2 +.'88
a 2 ..',,
6ence1 t!e regression equation becomes7
/b0 &est of 6ypot!eses7
6
o
7 2 ' vs. 6
(
7 '
SS/Residual0 2 SSE 2 )'.))
9
Estimated standard error of b 2 S
b
2 '.(-(- 2 '.+')
t 2 ('.(.
2 /n 5 )0 2 (( and t
((
/'.''',0 2 +.+*.
Since obs t A +.+*. 6
'
is reBected in favor of 6
(
i.e. t!ere is
very strong evidence t!at '.
S
a
)
2 '..8.8 = S
a
2 ..8.8 2 .88.-
A 4,@ Confidence >nterval for a is7
A 4,@ Confidence >nterval for b is7
A$OCA Applied to Regression
&!is provides an alternative met!od for testing t!e null
!ypot!esis 6
'
7 2 '
>t can be s!o#n t!at
#it! ( d.f.
10
#it! /n - 2) d.f.
6ence
8!en t!e null !ypot!esis is true t!e
quotient follo#s t!e F 5 distribution #it! ( degree of freedom
in t!e numerator and /n-2) degrees of freedom in t!e
denominator.
>t is interesting to note t!at t!e F 5 value obtained using t!is
met!od is equal to t
)
obtained using t!e t5 test.
&!e Anova table is 7
Source Sum of Squares d.f Mean
Square
Calue
Regressio
n
SS/Regression0
Or SSR
( MSR MSR 3 MSE
Residual3
Error
SSResidual3Error
Or SSE
n5) MSE
&otal &SS n5(
E%ample
Consider t!e previous e%ample concerning t!e effect of a certain
drug in lo#ering !eart rate. &est t!e null !ypot!esis 6
'
7
2'using Anova.
n 2 (* = S
%%
2 ((.*., 1 S
yy
2 )('.*'81 S
%y2
2 +-.',1
&SS 2 S
yy
2 )('.*'8
SSR 2 )'.))
&!e Anova table is 7
11
Source Sum of Squares d.f Mean
Square
Calue
Regression SSR 2 (4'.'88 ( MSR2
(4'.'88
MSR3MSE
2
('*.+(
Residual3E
rror
SSE 2 )'.)) (( MSE 2
(.8*8)
&otal &SS 2 )('.*.8 ()
rom table
(1((
/.''(02 (4.-4. Since obs F A (4.-4 6
'
is reBected1
t!ere is very strong evidence t!at t!e slope is not Dero.
$ote from t!e t -test #e !ad obs t 2 ('.(. and
/t!e difference due to rounding error0
E%cel can be used to carry out all of t!e above calculations.
rom t!e main menu select &ools t!en ?ata Analysis and t!en
Regression to get t!e follo#ing dialog bo%7
12
&6E COE>C>E$& O ?E&ERM>$A&>O$
&!e coefficient of determination1 denoted by r
)
1 represents
t!e proportion of &SS t!at is e%plained by t!e use of t!e
regression model. &!e computational formula for r
)
is7
MEA$1 S&A$?AR? ?EC>A&>O$1 A$? SAM9L>$E ?>S&R>FG&>O$ O b7
F
2 and
b
2
3 /SS
%%
0 or s
b
2 s
e
3 SS
%%
CO$>?E$CE >$&ERCAL OR
&!e /( 5 0(''@ confidence interval for is given by =
b t s
b
#!ere s
b
2 s
e
SS
%%
and t!e value of t is obtained
from t!e t distribution table for 3) area in t!e rig!t tail
of t!e t distribution and n5) degrees of freedom.
13
1 0
2
2
=
r
SS
bSS
r
yy
xy
&ES& S&A&>S&>C OR b7
& 2 /b 5 03 s
b
&!e value of is substituted from t!e null !ypot!esis.
GS>$E &6E REERESS>O$ MO?EL OR ES&>MA&>$E &6E MEA$ CALGE O H
Confidence >nterval for
&!e /( 5 0(''@ confidence interval for % 2 %
o
is /y !at0
ts
ym
#!ere t!e value of t is obtained from t!e t distribution
table for 3) area in t!e rig!t tail of t!e t distribution
curve and df 2 n 5 ). &!e value of s
ym
is calculated as
follo#s7
9rediction >nterval for y
p
7 y/!at0 ts
yp
#!ere7
8!ere t!e value of t is obtained from t!e t distribution table
for 3) area in t!e rig!t tail of t!e t distribution curve and
df 2 n 5 ).
14
x
x y
+ =
x
x y
+ =
xx
o
e ym
SS
x x
n
s s
2
) ( 1
+ =
xx
o
e yp
SS
x x
n
s s
2
) ( 1
1
+ + =