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Chapter 12 Regression.

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Presentation on theme: "Chapter 12 Regression."— Presentation transcript:

1 Chapter 12 Regression

2 Do sampling distribution of slopes activity

3 What would you expect for other heights?
Weight What would you expect for other heights? How much would an adult female weigh if she were 5 feet tall? This distribution is normally distributed. (we hope) She could weigh varying amounts – in other words, there is a distribution of weights for adult females who are 5 feet tall. What about the standard deviations of all these normal distributions? We want the standard deviations of all these normal distributions to be the same. Where would you expect the TRUE LSRL to be?

4 Regression Model The mean response my has a straight-line relationship with x: Where: slope b and intercept a are unknown parameters For any fixed value of x, the response y varies according to a normal distribution. Repeated responses of y are independent of each other. The standard deviation of y (sy) is the same for all values of x. (sy is also an unknown parameter)

5 What distribution does their weight have?
Person # Ht Wt 1 64 130 10 175 15 150 19 125 21 145 40 186 47 121 60 137 63 143 68 120 70 112 78 108 83 160 Suppose we look at part of a population of adult women. These women are all 64 inches tall. What distribution does their weight have?

6 The slope b of the LSRL is an unbiased estimator of the true slope b.
We use to estimate The slope b of the LSRL is an unbiased estimator of the true slope b. The intercept a of the LSRL is an unbiased estimator of the true intercept a. The standard error s is an unbiased estimator of the true standard deviation of y (sy). Note: df = n-2

7 Height Weight Suppose you took many samples of the same size from this population & calculated the LSRL for each. Using the slope from each of these LSRLs – we can create a sampling distribution for the slope of the true LSRL. What is the standard deviation of the sampling distribution? What is the mean of the sampling distribution equal? What shape will this distribution have? b b b b b b b mb = b

8 Let’s review the regression model!
x & y have a linear relationship with the true LSRL going through the my sy is the same for each x-value. For a given x-value, the responses (y) are normally distributed

9 Assumptions for inference on slope
The observations are independent Check that you have an SRS The true relationship is linear Check the scatter plot & residual plot The standard deviation of the response is constant. The responses vary normally about the true regression line. Check a histogram or boxplot of residuals

10 What is the slope of a horizontal line?
Height Weight Suppose the LSRL has a horizontal line –would height be useful in predicting weight? A slope of zero – means that there is NO relationship between x & y!

11 Hypotheses Be sure to define b! H0: b = 0 1 Ha: b > 0 Ha: b < 0
This implies that there is no relationship between x & y Or that x should not be used to predict y What would the slope equal if there were a perfect relationship between x & y? H0: b = 0 Ha: b > 0 Ha: b < 0 Ha: b ≠ 0 1 Be sure to define b!

12 Because there are two unknowns a & b
Formulas: Confidence Interval: Hypothesis test: df = n -2 Because there are two unknowns a & b

13 Body fat = -27.376 + 0.250 weight r = 0.697 r2 = 0.485
Example: It is difficult to accurately determine a person’s body fat percentage without immersing him or her in water. Researchers hoping to find ways to make a good estimate immersed 20 male subjects, and then measured their weights. Find the LSRL, correlation coefficient, and coefficient of determination. Body fat = weight r = 0.697 r2 = 0.485

14 b) Explain the meaning of slope in the context of the problem.
There is approximately .25% increase in predicted body fat for every pound increase in weight. c) Explain the meaning of the coefficient of determination in context. Approximately 48.5% of the variation in body fat can be explained by the LSRL relating body fat to weight.

15 a = -27.376 b = 0.25 s = 7.049 d) Estimate a, b, and s.
e) Create a scatter plot and residual plot for the data. Weight Body fat Weight Residuals

16 f) Is there sufficient evidence that weight can be used to predict body fat?
State H0: b = 0 Where b is the true slope of the LSRL of weight Ha: b ≠ 0 & body fat Plan- Conditions Have an SRS of male subjects Since the residual plot is randomly scattered, weight & body fat are linear Since the points are evenly spaced across the LSRL on the scatterplot, sy is approximately equal for all values of weight Since the boxplot of residual is approximately symmetrical, the responses are approximately normally distributed. Do Conclude Since the p-value < a, I reject H0. There is sufficient evidence to suggest that weight can be used to predict body fat.

17 Be sure to show all graphs!
g) Give a 95% confidence interval for the true slope of the LSRL. Plan- Conditions Have an SRS of male subjects Since the residual plot is randomly scattered, weight & body fat are linear Since the points are evenly spaced across the LSRL on the scatterplot, sy is approximately equal for all values of weight Since the boxplot of residual is approximately symmetrical, the responses are approximately normally distributed. Do Conclude We are 95% confident that the true slope of the LSRL of weight & body fat is between 0.12 and 0.38. Be sure to show all graphs!

18 What does “s” represent (in context)?
h) Here is the computer-generated result from the data: Sample size: 20 R-square = 43.83% s = df? What does “s” represent (in context)? Parameter Estimate Std. Err. Intercept Weight Correlation coeficient? Be sure to write as decimal first! What does this number represent? What do these numbers represent?

19 sb = standard deviation of the slope
The slope of the LSRL relating height to weight of a randomly selected sample of size 20 of female faculty typically varies from the true slope by about pounds per inch.

20 s= standard deviation of residuals
When using the LSRL to predict body fat based on weight, we will typically be 7.049% away from the observed body fat.


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