Matakuliah : I0262 – Statistik Probabilitas

Tahun : 2007
Versi : Revisi

Pertemuan 12
Regresi Linear dan Korelasi

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 Learning Outcomes

Pada akhir pertemuan ini, diharapkan mahasiswa

akan mampu :
• Mahasiswa akan dapat menghasilkan
persamaan regresi dugaan untuk
peramalan.

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 Outline Materi

• Konsep dasar : regresi dan korelasi

• Metode kuadrat terkecil
• Inferensia koefisien regresi dan ramalan

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 Simple Linear Regression
• Simple Linear Regression Model
• Least Squares Method
• Coefficient of Determination
• Model Assumptions
• Testing for Significance
• Using the Estimated Regression Equation
for Estimation and Prediction
• Computer Solution
• Residual Analysis: Validating Model Assumptions
• Residual Analysis: Outliers and Influential
Observations

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The Simple Linear Regression
Model

• Simple Linear Regression Model

y = 0 + 1x + 

• Simple Linear Regression Equation

^
E(y) = 0 + 1x

• Estimated Simple Linear Regression

Equation
y = b0 + b1x
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 Least Squares Method

• Least Squares Criterion

min  (y i  y i ) 2
where:
yi = observed value of the dependent
variable
for the ith observation
y^i = estimated value of the dependent
variable
for the ith observation

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 The Least Squares Method

• Slope for the Estimated Regression Equation

 xi y i  (  xi  y i ) / n
b1  2 2
 xi  (  xi ) / n
• y-Intercept for the Estimated Regression Equation

b0 = y - b1x
_ _
where:
xi = value of independent variable for ith observation
yi = value of dependent variable for ith observation
x_= mean value for independent variable
y_= mean value for dependent variable
n = total number of observations

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 Contoh Soal: Reed Auto Sales
• Simple Linear Regression
Reed Auto periodically has a special week-long
sale. As part of the advertising campaign Reed
runs one or more television commercials during
the weekend preceding the sale. Data from a
sample of 5 previous sales are shown below.

Number of TV Ads Number of Cars Sold

1 14
3 24
2 18
1 17
3 27

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 Contoh Soal: Reed Auto Sales
• Slope for the Estimated Regression
Equation
b1 = 220 - (10)(100)/5 = 5
24 - (10)2/5
• y-Intercept for the Estimated Regression
Equation
b0 = 20 - 5(2) = 10
• Estimated Regression Equation
y = 10 + 5x
^

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 Contoh Soal: Reed Auto Sales

• Scatter Diagram
30
25
20
Cars Sold

y = 5x + 10
15
10
5
0
0 1 2 3 4
TV Ads

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 The Coefficient of Determination

• Relationship Among SST, SSR, SSE

SST = SSR + SSE

 ( y i  y )   ( y^i  y )   ( y i  y^i )
2 2 2

• Coefficient of Determination
r2 = SSR/SST
where:
SST = total sum of squares
SSR = sum of squares due to regression
SSE = sum of squares due to error

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Contoh Soal: Reed Auto Sales

• Coefficient of Determination

r2 = SSR/SST = 100/114 = .8772

The regression relationship is very

strong since 88% of the variation in
number of cars sold can be explained by
the linear relationship between the number
of TV ads and the number of cars sold.

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 The Correlation Coefficient

• Sample Correlation Coefficient

rxy  (sign of b1 ) Coefficient of Determination

rxy  (sign of b1 ) r 2

yˆ  b0  b1 x
where:
b1 = the slope of the estimated
regression
equation

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 Contoh Soal: Reed Auto Sales

• Sample Correlation Coefficient

rxy  (sign of b1 ) r 2
yˆ  10  5 x

rxy = + .8772
The sign of b1 in the equation is “+”.
rxy = +.9366

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 Model Assumptions

• Assumptions About the Error Term 

– The error  is a random variable with mean of
zero.
– The variance of  , denoted by 2, is the same
for all values of the independent variable.
– The values of  are independent.
– The error  is a normally distributed random
variable.

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• Selamat Belajar Semoga Sukses.

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