Documente Academic
Documente Profesional
Documente Cultură
Tahun : 2007
Versi : Revisi
Pertemuan 12
Regresi Linear dan Korelasi
1
Learning Outcomes
2
Outline Materi
3
Simple Linear Regression
• Simple Linear Regression Model
• Least Squares Method
• Coefficient of Determination
• Model Assumptions
• Testing for Significance
• Using the Estimated Regression Equation
for Estimation and Prediction
• Computer Solution
• Residual Analysis: Validating Model Assumptions
• Residual Analysis: Outliers and Influential
Observations
4
The Simple Linear Regression
Model
6
The Least Squares Method
xi y i ( xi y i ) / n
b1 2 2
xi ( xi ) / n
• y-Intercept for the Estimated Regression Equation
b0 = y - b1x
_ _
where:
xi = value of independent variable for ith observation
yi = value of dependent variable for ith observation
x_= mean value for independent variable
y_= mean value for dependent variable
n = total number of observations
7
Contoh Soal: Reed Auto Sales
• Simple Linear Regression
Reed Auto periodically has a special week-long
sale. As part of the advertising campaign Reed
runs one or more television commercials during
the weekend preceding the sale. Data from a
sample of 5 previous sales are shown below.
8
Contoh Soal: Reed Auto Sales
• Slope for the Estimated Regression
Equation
b1 = 220 - (10)(100)/5 = 5
24 - (10)2/5
• y-Intercept for the Estimated Regression
Equation
b0 = 20 - 5(2) = 10
• Estimated Regression Equation
y = 10 + 5x
^
9
Contoh Soal: Reed Auto Sales
• Scatter Diagram
30
25
20
Cars Sold
y = 5x + 10
15
10
5
0
0 1 2 3 4
TV Ads
10
The Coefficient of Determination
( y i y ) ( y^i y ) ( y i y^i )
2 2 2
• Coefficient of Determination
r2 = SSR/SST
where:
SST = total sum of squares
SSR = sum of squares due to regression
SSE = sum of squares due to error
11
Contoh Soal: Reed Auto Sales
• Coefficient of Determination
12
The Correlation Coefficient
rxy (sign of b1 ) r 2
yˆ b0 b1 x
where:
b1 = the slope of the estimated
regression
equation
13
Contoh Soal: Reed Auto Sales
rxy = + .8772
The sign of b1 in the equation is “+”.
rxy = +.9366
14
Model Assumptions
15
• Selamat Belajar Semoga Sukses.
16