Linear Regression

Y=a +bX

Does X predict Y?
Is there a relationship between X and Y

Y: Dependent Variable or Predicted

Variable
X: Independent Variable or Predictor
Variable
a: Intercept or Value of Y when X=0
b: Coefficient of X or Strength and
Direction
of Relationship
of Y 1
and X
1 Dependent
and
2/12/15

Independent

Linear Regression
80
70
60

f(x) = 2.09x + 2.7

50
Y

40
30
20
10
0

0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30 32
X

2/12/15

Linear Regression
Obs

Y1

X1

Y2

X2

Y3

X3

Yn

Xn

Yi=a +bXi=1 to n

Statistical software
Estimate
of a

Estimate
of b

Intercept
Value of Y
when X=0

2/12/15

+ive value
indicates +ive
relationship
-ive value
indicates -ive

R2

P-Value

Probability of
0 to 1
rejecting hypothesis
Indicates
b=0
strength of
If <0.05, X
relationship
3
significantly predicts
between Y and X

Example of Linear
Regression
Obs
Height
Weight

2/12/15

(cm)

(kg)

150

60

165

55

172

70

145

45

152

56

180

80

162

52

157

46

160

65

10

158

49

11

175

78

12

163

65

13

168

62

14

155

50

Example of Linear
Regression
Obs
Height
Weight
1

(cm)

(kg)

150

60

165
Y 2= 118.93+
0.72*55X
3

172

70

145

45

152

56

6
180 for 100
80 kg!!
Predict
Height

2/12/15

162

52

157

46

160

65

10

158

49

11

175

78

12

163

65

13

168

62

14

155

50