Linear Regression and Correlation: Prediction and Coefficient of Determination - Prof. The, Study notes of Statistics

An explanation of how to use linear regression models for prediction and estimating expected values, as well as calculating the coefficient of correlation and determination. It includes formulas for prediction intervals, confidence intervals for expected values, and the pearson correlation coefficient. An example using wheat yield and fertilizer data is provided.

Typology: Study notes

Pre 2010

Uploaded on 07/30/2009

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STA 100
Lecture 23
Linear Regression and Correlation (continued)
IV. Using the Model
a. Prediction:
Given a specific value of the independent variable x, say xg , a
100(1-α)% prediction interval for y is:
_ _
y
^ ± tα/2 Se 1 + 1/n + ( xg – x )2 / Σ( x – x )2
where y^ = bo + b1 x .
Example: Wheat yield
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STA 100 Lecture 23

Linear Regression and Correlation (continued)

IV. Using the Model

a. Prediction:

Given a specific value of the independent variable x, say xg , a 100(1-α)% prediction interval for y is: _ _ y^^ ± tα/2 Se √ 1 + 1/n + ( xg – x )^2 / Σ( x – x )^2

where y^^ = bo + b 1 x.

Example: Wheat yield

b. Estimating the Expected Value:

Given a specific value of the independent variable x, say xg , a 100(1-α)% confidence interval for the expected value of y is: _ _ y^^ ± tα/2 Se √ 1/n + ( xg – x )^2 / Σ( x – x )^2

where y^^ = y^^ = bo + b 1 x.

Example: Wheat yield

b. The coefficient of determination is defined as:

r^2 = 1 – SS(resid) / SS(total)

Example: Wheat yield

c. The analysis of variance table:

Regression Analysis

The regression equation is Yield = 36.4 + 0.0589 Fertilizer

Predictor Coef StDev T P Constant 36.429 5.038 7.23 0. Fertiliz 0.05893 0.01127 5.23 0.

S = 5.961 R-Sq = 84.5% R-Sq(adj) = 81.5%

Analysis of Variance

Source DF SS MS F P Regression 1 972.32 972.32 27.36 0. Residual Error 5 177.68 35. Total 6 1150.