MA31020 Regression and Time Series Models

Assignment No. 1
1.

The determination of the shear strength of spot welds is relatively difficult, whereas
measuring the weld diameter of spot welds is relatively simple. So one uses a prediction
model for the shear strength from the weld diameter. The data are as follows:
Shear Strength (psi)
370
780
1210
1560
1980

Weld diameter
(0.0001 inches)
400
800
1250
1600
2000

Shear Strength (psi)

2450
3070
3550
3940
3950

Weld diameter
(0.0001 inches)
2500
3100
3600
4000
4000

(a) Draw a scatter diagram and fit a simple linear regression model.
(b) Find 90% confidence coefficients for 0 , 1 and 2 .
(c) Test the hypothesis that the slope of the regression coefficient is equal to 1 at 5% level of
significance.
(d) Estimate the expected value of shear strength when the weld diameter is 0.25.
(e) Find a prediction interval such that with 95% confidence, the value of shear strength
corresponding to a weld diameter of 0.2250 inches will be contained in it.
(f) Find the coefficient of determination. How much regression does it explain?
(g) Plot the residuals and see if there are any flaws in the model.
2.

A screw manufacturer is interested in giving out data to his customers on the relation
between nominal and actual lengths. The following results (in inches) were observed:
Nominal X
0.25
0.5
0.75
1
1.25
1.5
1.75
2

0.262
0.496
0.743
0.976
1.265
1.498
1.738
2.005

Actual Y
0.262
0.512
0.744
1.010
1.254
1.518
1.759
1.992

0.245
0.490
0.751
1.004
1.252
1.504
1.750
1.992

(a) Plot the scatter diagram and fit a simple linear regression model.
(b) Find 90% confidence coefficients for 0 , 1 and 2 .
(c) For a large set of nominal one-inch screw, find a 90% confidence interval for the average
length.
(d) For a nominal one-inch screw, find a 90% prediction interval for its actual length.
(e) Find the coefficient of determination. How much regression does it explain?
(f) Plot the residuals and see if there are any flaws in the model.
(g) Carry out a lack of fit analysis.

3.

It has been determined that the relation between stress (S) and the number of cycles to
failure (N) for a particular type alloy is given by S = A N

, where A and m are

unknown constants. An experiment is run yielding the following data. Estimate A and m.
Analyze the corresponding linear model to find confidence intervals for parameters,
coefficient of determination. Plot the scatter diagram and judge the goodness of model.
Stress (thousands
psi)
55.0
50.5
43.5
42.5
42.0
4.

N (million cycles to
failure)
0.223
0.925
6.75
18.1
29.1

Stress (thousands
psi)
41.0
35.7
34.5
33.0
32.0

N (million cycles to
failure)
50.5
126
215
445
420

The following data yield the amount of hydrogen present (in parts per million) in core
drilling of fixed size at the following distances (in feet) from the base of a vacuum-cast
ingot.
Distance
1
2
3
4
5

Amount
1.28
1.50
1.12
0.94
0.82

Distance
6
7
8
9
10

Amount
0.75
0.60
0.72
0.95
1.20

Show with the help of a scatter diagram that a second degree curve is appropriate for the
data and fit this model. Test for the significance of the model. Find the coefficient of
determination.
5.

The tensile strength of a certain synthetic fiber is thought to be related to X 1 , the

percentage of cotton in the fiber, and X 2 , the drying time of the fiber. A test of 10 pieces
of fiber produced under different conditions yielded the following results:
Y
213
220
216
225
235

X1
13
15
14
18
19

X2
2.1
2.3
2.2
2.5
3.2

Y
218
239
243
233
240

X1
20
22
17
16
18

X2
2.4
3.4
4.1
4.0
4.3

Fit a multiple regression model. Obtain 95% confidence intervals for the parameters of
the model. Test for the significance of overall regression and individual regression
coefficients. Find the coefficient of determination.

6.

The following measurements are reported for a plutonium powder (PuF3) in a molten
mixture (2LiF-BeF2), where y is log10(solubility) and x is 1000/(temperature 0C).
x
y

(a)
(b)
(c)
(d)
(e)

1.68
0.33

1.74
0.41

1.85
0.57

1.92
0.65

1.99
0.77

1.82
0.57

1.69
0.35

1.60
0.18

1.52
0.14

Fit a simple linear regression model.

Find 95% confidence intervals for 0, 1, and 2.
Test for the significance of the regression.
Predict the average response at x = 1.40. Find a 95% confidence interval.
Find a 95% confidence interval for a new response at x = 1.8.
Plot the residuals and see if there are any flaws in the model.

7.

The following data is available on the independent variable X and the dependent
variable Y .
X

1.00

1.05

1.10

1.15

1.21

1.32

1.44

1.53

3.71

3.81

3.86

3.93

3.96

4.20

4..34

4.51

1.63

1.79

1.91

2.03

2.12

2.26

2.37

2.51

4.73

5.35

5.74

6.14

6.51

6.98

7.44

7.76

(a)
(b)
(c)
(d)
(e)

Fit a second order polynomial regression model to the above data.

Find 95% confidence intervals for the coefficients of the model and 2 .
Test for the significance for the coefficients.
Find the coefficient of determination.
Plot the residuals and see if there are any flaws in the model.

8.

The following table gives the percentages y = P( x) of a chemical that were used up
when an experiment was run at temperature 10 x ( x in degrees Celsius).
x
y

50
.061

100
.113

200
.192

300
.259

400
.339

500
.401

600
.461

800
.551

Show using a scatter diagram that though the plot looks roughly linear, it can be
improved if we consider relationship of the form 1 P( x) =
c(1 d ) x . Fit the new model
and test for the significance of the parameters. Use this model to estimate P (350 ).