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Statistics

Chapter 6

BUILDING EMPIRICAL MODELS

Tanasanee Phienthrakul

2

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Simple Linear Regression

Correlation

Multiple Regression

Other Aspects of Regression

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Empirical Models

Many problems in engineering and science involve exploring the

relationships between two or more variables.

Regression analysis is a statistical technique that is very useful for

these types of problems.

For example, in a chemical process, suppose that the yield of the

product is related to the process-operating temperature.

Regression analysis can be used to build a model to predict yield at

a given temperature level.

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Empirical Models

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Empirical Models

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Empirical Models

Based on the scatter diagram, it is probably reasonable to assume

that the mean of the random variable Y is related to x by the

following straight-line relationship:

where the slope and intercept of the line are called regression

coefficients.

The simple linear regression model is given by

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Empirical Models

We think of the regression model as an empirical model.

Suppose that the mean and variance of are 0 and 2, respectively,

then

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Empirical Models

The true regression model is a line of mean values:

unit change in x.

the error variance, 2.

variance of this distribution is the same at each x.

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Empirical Models

The distribution of Y for a given value of x for the oxygen purity-hydrocarbon data.

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Simple Linear Regression

Correlation

Multiple Regression

Other Aspects of Regression

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The case of simple linear regression considers a single regressor or

predictor x and a dependent or response variable Y.

The expected value of Y at each level of x is a random variable:

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Suppose that we have n pairs of observations

(x1, y1), (x2, y2), , (xn, yn).

estimated regression model.

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The method of least squares is used to estimate the parameters,

0 and 1 by minimizing the sum of the squares of the vertical

deviations

estimated regression model.

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The n observations in the sample can be expressed as

the true regression line is

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Definition

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Notation

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level x and regression model = 74.20 + 14.97x.

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Estimating 2

The error sum of squares is

It can be shown that the expected value of the error sum of squares

is E(SSE) = (n 2)2.

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Estimating 2

An unbiased estimator of 2 is

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If x0 is the value of the regressor variable of interest,

is the point estimator of the new or future value of the response, Y0.

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Suppose we use the Oxygen Purity data, find a 95% prediction

interval on the next observation of oxygen purity at x0 = 1.00%.

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Fitting a regression model requires several assumptions.

1. Errors are uncorrelated random variables with mean

zero;

2. Errors have constant variance; and,

3. Errors be normally distributed.

The analyst should always consider

the validity of these assumptions

to be doubtful and conduct analyses

to examine the adequacy of the

model.

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Simple Linear Regression

Correlation

Multiple Regression

Other Aspects of Regression

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Correlation

Finding the relationship between two quantitative variables without

being able to infer causal relationships

which two variables are related

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Positive relationship

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Positive relationship

18

16

14

12

Height in CM

10

0

0 10 20 30 40 50 60 70 80 90

Age in Weeks

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Negative relationship

Reliability

Age of Car

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No Relationship

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Correlation Coefficient

Statistic showing the degree of relation between two variables

It is also called Pearson's correlation or product moment correlation

coefficient.

It measures the nature and strength between two variables of

the quantitative type.

while the value of r denotes the strength of association.

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If the sign is +ve this means the relation is direct (an increase in one

variable is associated with an increase in the other variable and a

decrease in one variable is associated with a decrease in the other

variable).

While if the sign is -ve this means an inverse or indirect relationship

(which means an increase in one variable is associated with a

decrease in the other).

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The value of r denotes the strength of the association as illustrated

by the following diagram.

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variables.

If 0 < r < 0.25 = weak correlation.

If 0.25 r < 0.75 = intermediate correlation.

If 0.75 r < 1 = strong correlation.

If r = l = perfect correlation.

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Simple Linear Regression

Correlation

Multiple Regression

Other Aspects of Regression

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Many applications of regression analysis involve situations in which

there are more than one regressor variable.

A regression model that contains more than one regressor variable is

called a multiple regression model.

For example, suppose that the effective life of a cutting tool depends

on the cutting speed and the tool angle. A possible multiple

regression model could be

x1 cutting speed

x2 tool angle MAHIDOL

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(a) The regression plane for the model E(Y) = 50 + 10x1 + 7x2.

(b) The contour plot

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The least squares function is given by

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The least squares normal Equations are

The solution to the normal Equations are the least squares estimators of the

regression coefficients.

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The data on Pull strength if a wire bond in a semiconductor manufacturing process,

wire length, and die height are used to illustrate building an empirical model.

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This figure shows a matrix of two-dimensional scatter plots of the data. These

displays can be helpful in visualizing the relationships among variables in a

multivariable data set. For example, the plot indicates that three is a strong linear

relationship between strength and wire length.

wire bond pull strength data. MAHIDOL

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where

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Matrix Approach

We wish to find the vector of least squares estimators that

minimizes:

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Matrix Approach

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Example

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Example

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Example

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Estimating 2

An unbiased estimator of 2 is

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Simple Linear Regression

Correlation

Multiple Regression

Other Aspects of Regression

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Polynomial Models

Categorical Regressors

Many problems may involve qualitative or categorical variables.

The usual method for the different levels of a qualitative variable is to use

indicator variables.

Best Subsets Regressions

MAHIDOL

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Wisdom of the Land

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