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concept of regression

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Course Level A Regression and Correlation Code 1.08: Central Tendency

Issue No.: 01

Effective Date: 15-04-2014

In statistics: regression means functional relationship between variables.

Areas of application:

Correlation and Regression find a lot of applications in industrial quality control as they present

a means to predict and control product / process behavior by studying relationship across

variables. Some key uses are in:

---By determining important factors responsible in producing variability in the output quality.

---By determining, to what extent variation in a factor will be causing the variation in output

quality.

3. Industrial research

In correlation and regression studies, the Engineer takes data as he finds them instead of

controlled laboratory condition, and discovers the relationship.

Bivariate distribution

Regression theory is built upon the concept of a bivariate function. Joint distribution of two variables is

known as bivariate distribution. A chart known as scatter diagram can show relations between two

variables

A line or curve that shows how the mean of the values of one variable change with the values of other

variable is called a line or curve of regression.

Regression of Y on X

--It is the relationship between the average values of Y for a given X & the values of X.

Example: strength of cotton yarn (Y) and fibre length (X)

Each point in the Figure represents a pair of measurements. The area of Bivariate chart is

subdivided into cells and chart is converted into bivariate frequency distribution (see next

Figure ) This Figure is the bivariate frequency distribution of 183 pieces of cotton yarn with

respect to their skiem strength and fibre length.

2 1 2

124.5 2 1 1 1 1

1 3

114.5 2 1 2

4 2 2

104.5 1 1 1 9 7 1 1

4 8 9 11 3 1

94.5 1 12 10 5 7 7 1

1 2 4 12 5 3 1

84.5 1 4 5 2 1

2 3 2 1 1

74.5 1 1 1 2

0.545 0.645 0.745 0.845 0.945

It can be seen that for any given values of X, there is no single value of Y, but a distribution of Y

values. For instance when fibre length lies between 0.695 and 0.745 inch, the cotton strength is

distributed over 7 cells ranging from 74.5 lbs. to strength of 109.5 lbs. This tendency for cotton

strength to be distributed over a range of values for a given value of fibre length is not only the

characteristic of a sample but also is the characteristic of universe itself.

THE QUESTION ARISES:

1. Why do we not get a single value of Y for any given value of X?

2. Why do we have a distribution of Y, values for each value of X ?.

3. What physical phenomena produces such a result.?

REASONS ARE:

-- The dependent variable Y is affected by variable other than X.

-- The dependent variable Y is affected by variable X and also by many other variables.

-- There is host of chance forces that causes the error of measurement.

Though there is not a single value of Y for a given value of X but there is a tendency for Y values

to be higher when X is higher and lower when X is lower. The mean value of Y increases steadily

with X. It is this locus of mean values that is called the “REGRESSION OF Y ON X.”

There is also a regression of X on Y. This would be the locus of mean values of X for a given

value of Y. A line of regression may have either a positive or negative slope indicating the type

of relationship.

COEFFICIENT OF CORRELATION

With every linear regression there is associated a coefficient of correlation which measures the degree

of association between two variables denoted by r.

n xy x y

r .

n x x n y y

2 2 2 2

If r is positive then the slope of the distribution is positive and if it is negative then slope is also negative.

When all the points are on the line, the deviation of y values from the line of regression is 0 and r

becomes 1, indicating a perfect linear relation.

The nearer r is to 1, closer are the points to the line of regression, thus the magnitude of r may be taken

as a measure of the degree to which the association between the variable approaches a linear functional

relationship.

These scatter graphs display how strong relationships between two variables also display a high

value of r tending towards 1 or minus one, while the weaker ones have values of r closer to zero

as the figure on right bottom displays.

x 15 y 1 xy 9 x 2 55 y 2 15

r

n x x

2 2

n y y

2 2

5(55) 152 5(15) 1

2 0.986

STANDARD ERROR OF ESTIMATE

It is a measure of reliability of the estimate from line of regression. The SD of the distribution of

Y values for a given value of X gives it. It helps in determining a confidence interval for Y. The SD

of Y for a given X is commonly called the “ STANDARD ERROR OF ESTIMATE”, since it measures

the error involved in using the regression value to estimate Y. The universe quantity is denoted

by est and sample estimate by Sest.

∑(𝑦 − 𝑦̂)

Sest = √ 𝑛 −2

Where

This means that there is a 95% probability that the true linear regression line of the population

will lie within the confidence interval of the regression line calculated from the sample data.

In the graph on the left of Figure, a linear regression line is calculated to fit the sample data

points. The confidence interval consists of the space between the two curves (dotted lines).

Thus there is a 95% probability that the true best-fit line for the population lies within the

confidence interval (e.g. any of the lines in the figure on the right above).

There is also a concept called prediction interval. Here we look at any specific value of x, x0, and

find an interval around the predicted value ŷ0 for x0 such that there is a 95% probability that

the real value of y (in the population) corresponding to x0 is within this interval (see the graph

on the right side of Figure 1).

For any specific value x0 the prediction interval is more meaningful than the confidence

interval.

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