Chapter 17 – Simple Linear Regression and Correlation Statistics for Management and Economics-Sixth Edition Gerald Keller – Brian Warrack Chapter 17 – Simple Linear Regression and Correlation

Figure 17. 1 Scatter diagram with regression line for Example 17.1 © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17. 1 Scatter diagram with regression line for Example 17.1

Figure 17.2 Calculation of residuals in Example 17.1 © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.2 Calculation of residuals in Example 17.1

Applet 18.1 Fitting the Regression Line © 2003 Brooks/Cole Publishing / Thomson Learning Applet 18.1 Fitting the Regression Line

Excel – Summary Output – Regression Statistics from Example 17.2 © 2003 Brooks/Cole Publishing / Thomson Learning Excel – Summary Output – Regression Statistics from Example 17.2

Minitab – Regression Analysis: Price versus Odometer from Example 17.2 © 2003 Brooks/Cole Publishing / Thomson Learning Minitab – Regression Analysis: Price versus Odometer from Example 17.2

Figure 17.3 Distribution of y given x © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.3 Distribution of y given x

Figure 17.4 Bivariate normal distribution © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.4 Bivariate normal distribution

Figure 17.5 Scatter diagram of entire population with β1 = 0 © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.5 Scatter diagram of entire population with β1 = 0

© 2003 Brooks/Cole Publishing / Thomson Learning Excel (See page 612 from Example 17.2) and this also includes Example 17.4

© 2003 Brooks/Cole Publishing / Thomson Learning Minitab – (See Page 612 from Example 17.2) This also includes Example 17.4

Figure 17.6 Partitioning the deviation for i=5 in Example 17.1 © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.6 Partitioning the deviation for i=5 in Example 17.1

Applet 19.1 Analysis of Regression Deviations © 2003 Brooks/Cole Publishing / Thomson Learning Applet 19.1 Analysis of Regression Deviations

Excel- Summary Output Regression Statistics from Example 17.6 © 2003 Brooks/Cole Publishing / Thomson Learning Excel- Summary Output Regression Statistics from Example 17.6

Minitab-Regression Analysis: Nortel versus TSE from Example 17.6 © 2003 Brooks/Cole Publishing / Thomson Learning Minitab-Regression Analysis: Nortel versus TSE from Example 17.6

Excel – Prediction Interval from Example 17.7 © 2003 Brooks/Cole Publishing / Thomson Learning Excel – Prediction Interval from Example 17.7

Minitab – Predicted Values for New Observations from Example 17.7 © 2003 Brooks/Cole Publishing / Thomson Learning Minitab – Predicted Values for New Observations from Example 17.7

Figure 17.77 Interval estimates and prediction intervals. © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.77 Interval estimates and prediction intervals.

Excel – Foreign Index Funds: Solution © 2003 Brooks/Cole Publishing / Thomson Learning Excel – Foreign Index Funds: Solution

Minitab – Correlations: US Index, Japanese Index © 2003 Brooks/Cole Publishing / Thomson Learning Minitab – Correlations: US Index, Japanese Index

Excel – Spearman Rank Correlation from Example 17.8 © 2003 Brooks/Cole Publishing / Thomson Learning Excel – Spearman Rank Correlation from Example 17.8

Minitab – Correlations: Rank apt, Rank Per from Example 17.8 © 2003 Brooks/Cole Publishing / Thomson Learning Minitab – Correlations: Rank apt, Rank Per from Example 17.8

Excel – Residual Output from 17.9 Regression Diagnostics – 1 © 2003 Brooks/Cole Publishing / Thomson Learning Excel – Residual Output from 17.9 Regression Diagnostics – 1

Minitab – From 17.9 Regression Diagnostics -1 © 2003 Brooks/Cole Publishing / Thomson Learning Minitab – From 17.9 Regression Diagnostics -1

Excel histogram of residuals for Example 17.2 © 2003 Brooks/Cole Publishing / Thomson Learning Excel histogram of residuals for Example 17.2

Figure 17.8 Plot of residuals depicting heteroscedasticity © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.8 Plot of residuals depicting heteroscedasticity

Figure 17.9 Plot of residuals depicting homoscedasticity © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.9 Plot of residuals depicting homoscedasticity

Excel plot of predicted values versus residuals for Example 17.2 © 2003 Brooks/Cole Publishing / Thomson Learning Excel plot of predicted values versus residuals for Example 17.2

© 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.10 Plot of residuals versus time indicating autocorrelation (alternating)

© 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.11 Plot of residuals versus time indicating autocorrelation (increasing)

Figure 17.12 Plot of residuals versus time indicating independence © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.12 Plot of residuals versus time indicating independence

Figure 17.13 Scatter diagram with one outlier © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.13 Scatter diagram with one outlier

Figure 17.15 Scatter diagram without the influential observation © 2003 Brooks/Cole Publishing / Thomson Learning Figure 17.15 Scatter diagram without the influential observation