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Simple Linear Regression

This document defines regression analysis and describes how to estimate a regression line from sample data. Regression finds the linear relationship between a dependent (y) and independent (x) variable. The regression line is defined as ŷ = a + bx, where a is the y-intercept and b is the slope. The values of a and b are calculated using the formulas: b = (nΣxy - (Σx)(Σy)) / (nΣx^2 - (Σx)^2) a = y - bx The document provides an example of estimating the regression line ŷ = 0.72 + 1.33x for a dataset with x values from 0

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52 views3 pages

Simple Linear Regression

This document defines regression analysis and describes how to estimate a regression line from sample data. Regression finds the linear relationship between a dependent (y) and independent (x) variable. The regression line is defined as ŷ = a + bx, where a is the y-intercept and b is the slope. The values of a and b are calculated using the formulas: b = (nΣxy - (Σx)(Σy)) / (nΣx^2 - (Σx)^2) a = y - bx The document provides an example of estimating the regression line ŷ = 0.72 + 1.33x for a dataset with x values from 0

Uploaded by

Aleena
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

What is regression estimation ?

Define the concept of regression and write in your assignment.

Estimate the regression line.

𝑦̂ = 𝑎 + 𝑏𝑥

Y is as dependent variable X and Y values always given


in the data.
X as independent variable

𝑦̂ = 𝑎 + 𝑏𝑥

But what is “a” and “b” ?

𝑛 ∑ 𝑥𝑦 − (∑ 𝑥)(∑ 𝑦)
𝑏=
𝑛 ∑ 𝑥 2 − (∑ 𝑥)2

𝑎 = 𝑦̅ − 𝑏𝑥̅

∑𝑦 ∑𝑥
𝑦̅ = , 𝑥̅ =
𝑛 𝑛
Suppose an example:-

Given the following data:

X 0 1 2 3 4
y 1.0 1.8 3.3 4.5 6.3

Solution:- Using given values of x and y.

X Y Xy 𝑥2
0 1 0*1=0 2
0 =0
1 1.8 1*1.8=1.8 12 = 1
2 3.3 2*3.3=6.6 22 = 4
3 4.5 3*4.5=13.5 32 = 9
4 6.3 6.3*4=25.2 42 = 16
Total ∑ 𝑥 = 10 ∑ 𝑦 = 16.9 ∑ 𝑥𝑦 = 47.1 ∑ 𝑥 2 = 30

For estimation of regression line as we have relation:-

𝑦̂ = 𝑎 + 𝑏𝑥
1st need to compute the value of “b”

𝑛 ∑ 𝑥𝑦−(∑ 𝑥)(∑ 𝑦) 5∗47.1−10∗16.9


𝑏= = =1.33
𝑛 ∑ 𝑥 2 − (∑ 𝑥)2 5∗30−102
𝑎 = 𝑦̅ − 𝑏𝑥̅

∑𝑦 16.9
𝑦̅ = = = 3.38
𝑛 5
∑𝑥 10
𝑥̅ = = =2
𝑛 5

𝑎 = 𝑦̅ − 𝑏𝑥̅ = 3.38 − (1.33)(2) = 0.72


Now finally regression line
𝑦̂ = 𝑎 + 𝑏𝑥=0.72+1.33(x)

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