The objective of regression analysis is to exploit the relationship between
two (or more) variables so that we can gain information about one of them through knowing values of the other(s). Much of mathematics is devoted to studying variables that are deterministically related. Saying that x and y are -related in this manner means that once we are told the value of x, the value of y is completely specified. There are many variables x and y that would appear to be related to one
VJCET another, but not in a deterministic fashion. A familiar example is given by variables x = high school grade point average (GPA) and y= college GPA. The value of y cannot be determined just from knowledge of x, and two different individuals could have the same x value but have very different y values.
Regression analysis is the part of statistics that investigates the relationship
between two or more variables related in a nondeterministic fashion. In this chapter, we generalize the deterministic linear relation y = b0 + b1x to a linear probabilistic relationship, develop procedures for making various inferences based on the model, and obtain a quantitative measure (the correlation coefficient) of the extent to which the two variables are related .
The Simple Linear Regression Model
The simplest deterministic mathematical relationship between two variables
x and y is a linear relationshipy = b0 + b1x. The set of pairs (x, y) for which y = b0 + b1x determines a straight line with slope b1 and y-intercept b0.* The objective of this
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section is to develop a linear probabilistic model.
More generally, the variable whose value is fixed by the experimenter will be denoted by x and will be called the independent, predictor, or explanatory variable. For fixed x, the second variable will be random; we denote this random variable and its observed value by Y and y, respectively, and refer to it as the dependent or response variable. Usually observations will be made for a number of settings of the independent variable. Let x1 , x2 ,..., x n denote values of the independent variable for which observations are made, and let Y i and y i, respectively, denote the random variable and observed value associated with x i. The available bivariate data then
VJCET consists of the n pairs (x1 , y1 ), (x2 , y2 ),..., (x n, yn). A picture of this data called a scatterplot gives preliminary impressions about the nature of any relationship. In such a plot, each (x i, yi) is represented as a point plotted on a two-dimensional coordinate system.
Estimating Model Parameters
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VJCET normal equations:
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Example 1 )The cetane number is a critical property in specifying the
ignition quality of a fuel used in a diesel engine. Determination of this
number for a biodiesel fuel is expensive and time-consuming. The article “Relating the Cetane Number of Biodiesel Fuels to Their Fatty Acid Composition: A Critical Study” (J. of Automobile Engr., 2009: 565–583) included the following data on x = iodine value sgd and y = cetane number for a sample of 14 biofuels. The iodine value is the amount of iodine necessary to saturate a sample of 100 g of oil. The article’s authors fit the simple linear regression model to this data, so let’s follow their lead. Fit the simple linear regression model to this data,
VJCET Since
Mean value of x= = 93.392857 and mean value of y= = 55.657143, the
estimated intercept of the true regression line (i.e., the intercept of the least squares line) is
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The equation of the estimated regression line (least squares line) is y
=75.212 - .2094x
The cetane number corresponding to iodine value 100 is obtained by
putting x=100 in fitted equation
Example2) Fit the simple linear regression model to this data,
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Example 3
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Estimating
The parameter determines the amount of variability inherent in the
regression model. A large value of will lead to observed (x i, y i)’s that
are typically quite spread out about the true regression line, whereas when
is
small the observed points will tend to fall very close to the true line.
VJCET RESIDUALS
Example 4) Japan’s high population density has resulted in a multitude of
resource-usage problems. One especially serious difficulty concerns waste removal. An important part of the investigation involved relating the moisture content of compressed pellets (y, in %) to the machine’s filtration rate (x, in kg-DS/m/hr). The following data was read from a graph in the article:
(30 Second) Liberty Vittert - 30-Second Data Science - The 50 Key Concepts and Challenges, Each Explained in Half A Minute-Ivy Press - Quarto Publishing (2020)
(30 Second) Liberty Vittert - 30-Second Data Science - The 50 Key Concepts and Challenges, Each Explained in Half A Minute-Ivy Press - Quarto Publishing (2020)
