Escolar Documentos
Profissional Documentos
Cultura Documentos
Limitations
1. Assumes linear relationship , even though it
may not be
2. Method & process of calculation is difficult &
time consuming
3. Affected by extreme values in distribution
63
67
64
68
62
70
66
68
67
69
71
68
66
68
65
69
66
68
65
71
67
68
70
X
Y
Ans
dx dy
( Gamma) = ------------------------ dx2 dy2
dx dy
= ------------------N xy
10
11
12
Su
mX
Xbar
65
63
67
64
68
62
70
66
68
67
69
71
800
66.67
68
66
68
65
69
66
68
65
71
67
68
70
811
67.58
-1.67
-3.67
0.33
-2.67
1.33
-4.67
3.33
-0.67
1.33
0.33
2.33
4.33
2.78
13.44
0.11
7.11
1.78
21.78
11.11
0.44
1.78
0.11
5.44
18.78
84.
67
-0.69
5.81
0.14
6.89
1.89
7.39
1.39
1.72
4.56
-0.19
0.97
10.47
40.
33
dy=y-ybar
0.42
-1.58
0.42
-2.58
1.42
-1.58
0.42
-2.58
3.42
-0.58
0.42
2.42
dy2
0.17
2.51
0.17
6.67
2.01
2.51
0.17
6.67
11.67
0.34
0.17
5.84
dx=x-xbar
dx2
dx.dy
dx dy
sum dx2*
sumdy2
dx2
dy2
coeff of
correlation =
3294.
9
57.40
0.70
38.
92
18 22 23 24 25 26 28 29 30 32
( Gamma) =0.99
10
Sum
X
23
27
28
29
30
31
33
35
36
39
311
31.10
18
22
23
24
25
26
28
29
30
32
257
25.70
dx=xxbar
-8.10
-4.10
-3.10
-2.10
-1.10
-0.10
1.90
3.90
4.90
7.90
dx2
65.61
16.81
9.61
4.41
1.21
0.01
3.61
15.21
24.01
62.41
202.
9
dx.dy
62.37
15.17
8.37
3.57
0.77
-0.03
4.37
12.87
21.07
49.77
178.
3
dy=yybar
-7.70
-3.70
-2.70
-1.70
-0.70
0.30
2.30
3.30
4.30
6.30
dy2
59.29
13.69
7.29
2.89
0.49
0.09
5.29
10.89
18.49
39.69
32078.
49
dx2 dy2
179.10
dx dy
coeff of correlation
=
1.00
158.
1
Xbar
6 d
(rho) = 1 - ------------------2
N(N -1)
d2 = total of squared difference
N = number of items
10
10
10
10
RpRq
dpq2
RqRr
RpRr
dqr2
dpr2
-2
-3
-5
25
-3
-1
-4
16
10
36
-4
16
-4
16
36
10
-8
64
64
-1
10
64
-9
81
-1
10
-1
200
214
60
1200
1284
360
6Sigma d2/N3-N
1.21
1.297
0.3636
(rho)
-0.21
-0.297
0.636364
1000
6Sigma d2
N3-N
990
Types of Regression
1. Simple & Multiple Regression
2. Total or Partial
3. Linear / Non-linear
Line of Regression of y on x y= a + bx
Coefficient b is slope of line of regression of y on x.
It represents the increment in the value of the dependent
variable y for a unit change in the value of independent
variable x i.e. rate of change of y w.r.t. x. It is written as byx
Regression coefficients/ coefficient of regression of y on x
( x- x-) (y- y-) dx dy
byx= ------------------= ---------- 2
2
(x- x )
dx
i.e. Equation of Line of Regression of x on y
y-y- = byx (x-x-)
Line of Regression of x on y x= a + by
Coefficient b is slope of line of regression of x on y.
It represents the increment in the value of the dependent
variable x for a unit change in the value of independent
variabley i.e. rate of change of x w.r.t. y. It is written as bxy
Regression coefficients/ coefficient of regression of x on y
( x- x-) (y- y-) dx dy
bxy= ------------------= --------- (y- y-)2
dy2
i.e. Equation of Line of Regression of x on y
y-y = bxy (x-x-)
28
46
35
49
32
41
31
36
36
32
29
31
38
30
34
33
32
39
Marks in
Eco
25
28 35
32 31 36 29 38 34 32 x
320 x-
32
Marks in
Stat
43
46 49
41 36 32 31 30 33 39 y
380 y-
38
Marks in
Eco
25
Marks in
Stat
43
dx=x- x=x-32
-7
dy=y- y=x-38
35
8
49
6
-4 3
8
11
0
3
x
2
320 x-
3 3 3 3 3 3 y
1 6 2 1 0 3 9
380 y-
3
2
3
1
-1 4
2
6
3
9
-3 6
3
8
3
4
-2 -6 -7 -8 -5 1
dx
dy
3
2
3
8
0
0
3
3
Marks in
Eco
25
28
35
32
31
36
29
38
34
32
320
x-
32
Marks in
Stat
43
46
49
41
36
32
31
30
33
39
380
y-
38
dx=x- x-=x32
-7
-4
-1
-3
dx
33
33
dy=y- y-=x38
11
-2
-6
-7
-8
-5
dy
dx2
49
16
16
36
dx2
140
dy2
25
64
121
36
49
64
25
dy2
398
dx dy
-35
32
33
24
21
48
10
dxd
y
-93
coefficient of regression of x on y
( x- x-) (y- y-) dx dy -93
bxy= ------------------= ------- = ------ = -0.2337
(y- y-)2
dy2
398
Equation of regression of x on y
x-x- = bxy (y-y-)
x-32 = -0.2337(y-38)
= - 0.2337 y +0.2337 *38
= -0.2337y + 8.8806
x = -0.2337y +32 + 8.8806
x = -0.2337y +40.8806
(x )*(y)
SSxy=( x-x-)(y-y-)= dxdy = xy - -------------n
Sum of Squares xx
(x )
2
2
SSxx = ( x-x ) = dx =x2 - ------------n
sales
92
94
930
900
97
98
100
102
104
105
105
107
107
110
1020
990
1100
1050
1150
1120
1130
1200
1250
1220
(x )*(y)
SSxy=( x-x-)(y-y-)= dxdy = xy - -------------n
Sum of Squares xx
(x )
2
2
SSxx = ( x-x ) = dx =x2 - ------------n
SSxy
dxdy
b = ------------=--------2
SSxx
dx
y=a+bx
y= a+b x
y= n* a+b x
n* a = b x - y
y - b x
y
b x
a = ----------- = ------- - ------n
n
n
xi=
yi=
advt
sales
(yi-y-)
xy
92
930
8464
85560
94
900
8836
97
1020
9409
98
990
9604
(yi-y-)2
residual
y^=fits
yi-y^
( yi-y^)2
902.4
27.6
84600
940.54
-40.54
98940
997.75
22.25
97020
1016.8
2
-26.82
45.04
100
1100
10000
110000
1054.9
6
102
1050
10404
107100
1093.1
-43.1
119600
1131.2
4
18.76
117600
1150.3
1
-30.31
118650
1150.3
1
-20.31
128400
1188.4
5
11.55
133750
1188.4
5
61.55
134200
1245.6
6
-25.66
1335420
13059.
99
0.01
104
105
105
107
107
110
1221
x
x2
predict
ed
1150
1120
1130
1200
1250
1220
13060
y
10816
11025
11025
11449
11449
12100
124581
x2
xy
(yi-yc)
y^-y-
(y^-y-)2
xi=
yi=
advt
sales
x2
(yi-y-)
xy
- 2
(yi-y )
predicted
residual
y^=fits
yi-y^
( yi-y^)2
25069.44
92
930
8464
85560
-158.33
94
900
8836
84600
-188.33
97
1020
9409
98940
-68.33
98
990
9604
97020
100
1100
10000
102
1050
104
y^-y
- 2
(y^-y )
761.76
185.93
34571.20
1643.49
147.79
21842.87
902.4
27.6
940.54
-40.54
4669.44
997.75
22.25
495.06
-90.58
8205.34
-98.33
9669.44
1016.82
-26.82
719.31
-71.51
5114.16
110000
11.67
136.11
1054.96
45.04
2028.60
-33.37
1113.78
10404
107100
-38.33
1469.44
1093.1
-43.1
1857.61
4.77
22.72
1150
10816
119600
61.67
3802.78
1131.24
18.76
351.94
42.91
1840.98
105
1120
11025
117600
31.67
1002.78
1150.31
-30.31
918.70
61.98
3841.11
105
1130
11025
118650
41.67
1736.11
1150.31
-20.31
412.50
61.98
3841.11
107
1200
11449
128400
111.67
12469.44
1188.45
11.55
133.40
100.12
10023.35
107
1250
11449
133750
161.67
26136.11
1188.45
61.55
3788.40
100.12
10023.35
110
1220
12100
134200
131.67
17336.11
1245.66
-25.66
658.44
157.33
24751.68
1221
13060
124581
1335420
0.00
138966.667
13059.99
0.01
13769.21
-0.01
125191.6
x2
xy
35469.44
(yi-yc)
1221
x- = ------------- = 101.75
12
(x *y)
1221*13060
SSxy = xy - ------------= 1335420 - -------------- =6565
n 12
(x )2
( 1221)2
SSxx = x2 - -------------= 124581 - ------- =
= 344.25
n
12
SSxy
6565
b = ------------- = ----------------= 19.0704
SSxx
344.25
y=a+bx
y= a+b x
y= n* a+b x
n* a = b x - y
y - b x
y
b x 13060 19.0704*1221
a = ----------- = ------- - ------- = ---------- - -------------n n
n
12
12
= - 852.08
SSE
Standard Error of Estimate =Syx= ---------------n-2
In order to to determine whether a significant
linear relationship exists between independent
variable x and dependent variable y we perform
whether population slope is zero
b-
t= ---------Sb
Syx
Sb = Standard error of b= ---------- SSxx
Syx
Sb = Standard error of b= ---------- SSxx
SSE
Syx= Standard Error of Estimate =-------n-2
(yi-y^)2 13769.21
= -------- = ------------ = 1376.92 = 37.1068
n-2
10-2
(x )2
(1221)2
SSxx = x2 - -------- = 124581 - -------= 344.25
n
12
Syx
Sb = Standard error of b= ---------- SSxx
b-
19.07-0
t= ---------- = ------------------------------- = 9.53
Sb
37.1068/( 344.25)
As calculated value of t is more than table
value of t for 12-2 = 10 degrees of freedom
Null hypothesis is rejected
Campus Overview
Ahmedabad
907/A Uvarshad,
Gandhinagar
Highway, Ahmedabad
382422.
Kolkata
Mumbai
Infinity Benchmark,
10th Floor, Plot G1,
Block EP & GP,
Sector V, Salt-Lake,
Kolkata 700091.
Thank You