0 views

Uploaded by Mazhar Mushtaq

regression

- Leather Export of Bangladesh
- Huang2013-Remotely Sensed Rice Yield Prediction Using Multi-Temporal NDVI Data Derived From NOAAs-AVHRR
- Regression Analysis
- Adult Day Care
- Assignemnt_2017
- Economics Books
- 7. M.a.M.sc. Statistics Syllabus
- 15_MPH
- FES IntroClass v2
- Regression Bu Nuzul
- Week 1 Lecture
- EU Corrupt
- Lecture W1__Unit Overview Intro R
- AN ANALYSIS OF PRICE BEHAVIOUR OF RICE
- Overhead P1 Sb(2)
- IOSR Journals (wwww.iosrjournals.org)
- Managerial Economics Project 2010
- ACTL5101 Probability and Statistics for Actuaries S12013
- Fall 2011 Syllabus STAT3309 7 TTH-1
- Geomath Lect12 Stats

You are on page 1of 18

REGRESSION ANALYSIS

PRESENTED BY:

ALOK TIWARI

PG09-40064

VARUN GROVER

PG09-40108

MEANING OF REGRESSION:

‘Stepping back’ or ‘Going back’. Regression is the

measures of the average relationship between two

or more variables in terms of the original units of

the data. And it is also attempts to establish the

nature of the relationship between variables that is

to study the functional relationship between the

variables and thereby provide a mechanism for

prediction, or forecasting.

Importance of Regression Analysis

variables from values of independent variables.

known as multiple regression.

more variable.

USE IN ORGANIZATION

Businessman are interested in predicting future

production, consumption, investment, prices, pro

fits, sales etc. So the success of a businessman

depends on the correctness of the various

estimates that he is required to make. It is also

use in sociological study and economic planning

to find the projections of population, birth rates.

death rates etc.

METHODS OF STUDYING REGRESSION:

GRAPHICALLY Or

LESAST SQUARES

REGRESSION

LESAST SQUARES

ALGEBRAICALLY

AIRTHMETIC MEAN

ASSUMED MEAN

Algebraically method-:

X= a+bY

Where,

X=Dependent variable

Y=Independent variable

The regression equation of Y on X is:

Y = a+bX

Where,

Y=Dependent variable

X=Independent variable

And the values of a and b in the above equations are found

by the method of least of Squares-reference . The values of a

and b are found with the help of normal equations given

below:

(I ) X na b Y (II ) Y na b X

2 2

XY a Y b Y XY a X b X

Example1-:From the following data obtain the two regression

equations using the method of Least Squares.

X 3 2 7 4 8

Y 6 1 8 5 9

Solution-:

X Y XY X2 Y2

3 6 18 9 36

2 1 2 4 1

7 8 56 49 64

4 5 20 16 25

8 9 72 64 81

2 2

X 24 Y 29 XY 168 X 142 Y 207

Y na b X

2

XY a X b X

29=5a+24b…………………(i)

168=24a+142b

84=12a+71b………………..(ii)

348=60a+288b………………(iii)

420=60a+355b………………(iv)

By putting the value of a and b in the Regression equation Y on X

we get

Y=0.66+1.07X

The two normal equation are

X na b Y

2

XY a Y b Y

24=5a+29b………………………(i)

168=29a+207b…………………..(ii)

Substituting the values of a and b in the Regression equation X and Y

X=0.49+0.74Y

The calculation by the least squares method are quit cumbersome when the

values of X and Y are large. So the work can be simplified by using this

method.

The formula for the calculation of Regression Equations by this method:

Regression Equation of X on Y- (X X) b xy (Y Y)

Regression Equation of Y on X-

(Y Y) b yx ( X X)

Where, b xy and b = Regression Coefficient

yx

xy xy

b xy and b yx 2

2

y x

Example2-: from the previous data obtain the regression equations by

Taking deviations from the actual means of X and Y series.

X 3 2 7 4 8

Y 6 1 8 5 9

Solution-:

X Y y Y Y x2 y2 xy

x X X

3 6 -1.8 0.2 3.24 0.04 -0.36

2 2

X 24 Y 29 x 0 y 0 x 26 . 8 y 38 . 8 xy 28 . 8

Regression Equation of X on Y is

(X X) b xy (Y Y)

xy

b xy 2

y

28 . 8

X 4 .8 Y 5 .8

38 . 8

X 4 .8 0 . 74 Y 5 .8

………….(I)

X 0 . 74 Y 0 . 49

Regression Equation of Y on X is

(Y Y) b yx ( X X)

xy

b yx 2

x

28 . 8

Y 5 .8 X 4 .8

26 . 8

Y 5 .8 1 . 07 ( X 4 .8 )

Y 1 . 07 X 0 . 66 ………….(II)

It would be observed that these regression equations are

same as those obtained by the direct method .

When actual mean of X and Y variables are in fractions ,the

calculations can be simplified by taking the deviations from

the assumed mean.

The Regression Equation of X on Y-:

( X X ) b xy (Y Y )

The Regression Equation of Y on X-:

(Y Y) b yx ( X X)

But , here the values of b xyand b yx will be calculated by

following formula:

N d xd y dx d N d xd y dx d

y y

b xy 2 b yx

2 2

N d y

d N d

2

d

y x x

Example-: From the data given in previous example calculate

regression equations by assuming 7 as the mean of X series and

6 as the mean of Y series.

Solution-:

Dev. Dev.

From From

X Y assu. assu.

d

2

Mean 6 dy

2 dxdy

Mean 7 x

(dx)=X-7 (dy)=Y-6

3 6 -4 16 0 0 0

2 1 -5 25 -5 25 +25

7 8 0 0 2 4 0

4 5 -3 9 -1 1 +3

8 9 1 1 3 9 +3

2

X 24 Y 29 dx 11

2

dx 51 dy 1 dy 39 d xd y 31

X 24 Y 29

X X 4 .8 Y Y 5 .8

N 5 N 5

y

b xy 2

2

N d y

d

y

5 ( 31 ) ( 11 )( 1)

b xy 2

5 ( 39 ) ( 1)

155 11

b xy

195 1

144

b xy

194

b xy 0 . 74

The Regression equation of X on Y-:( X X) b xy (Y Y)

(X 4 .8 ) 0 . 74 (Y 5 .8 )

X 0 . 74 Y 0 . 49

The Regression coefficient of Y on X-:

N d xd y dx d

y

b yx 2

2

N dx d

x

5 ( 31 ) ( 11 )( 1)

b yx 2

5 ( 51 ) ( 11 )

155 11

b yx

255 121

144

b yx

134

b yx 1 . 07

The Regression Equation of Y on X-:

(Y Y) b yx ( X X)

(Y 5 .8 ) 1 . 07 ( X 4 .8 )

Y 1 . 07 X 0 . 66

obtained by the least squares method and deviation from arithmetic mean .

References

Book:

Fundamentals of STATISTICS

Written by:

B.M Aggarwal

Job execution

Varun Grover

- Leather Export of BangladeshUploaded byRobin420420
- Huang2013-Remotely Sensed Rice Yield Prediction Using Multi-Temporal NDVI Data Derived From NOAAs-AVHRRUploaded byNeokafd
- Regression AnalysisUploaded byBonaventure Nzeyimana
- Adult Day CareUploaded byZahrotul Fitria Suryawan
- Assignemnt_2017Uploaded byJalaj Thakur
- Economics BooksUploaded bybabzz01
- 7. M.a.M.sc. Statistics SyllabusUploaded bymittalnipun2009
- 15_MPHUploaded byShayan Gujjar
- FES IntroClass v2Uploaded byJithuRJacob
- Regression Bu NuzulUploaded byNusaibah Romadhoni
- Week 1 LectureUploaded byChalondaWright
- EU CorruptUploaded byBella Sawan
- Lecture W1__Unit Overview Intro RUploaded byAnonymous vgAbCSG0
- AN ANALYSIS OF PRICE BEHAVIOUR OF RICEUploaded byTJPRC Publications
- Overhead P1 Sb(2)Uploaded byBella Reyes
- IOSR Journals (wwww.iosrjournals.org)Uploaded byInternational Organization of Scientific Research (IOSR)
- Managerial Economics Project 2010Uploaded byDivakar Narayan
- ACTL5101 Probability and Statistics for Actuaries S12013Uploaded byHenry Chan
- Fall 2011 Syllabus STAT3309 7 TTH-1Uploaded byAman ZeGreat
- Geomath Lect12 StatsUploaded byadf500
- S6Uploaded byhmsat
- Regression Model for Analyzing the Dgs Structures Propagation CharacterisitcsUploaded byInternational Journal of Research in Engineering and Technology
- si.docxUploaded bymuralidharan
- Multiple Regression ModelsUploaded byArun Prasad
- 21 Nov StabisUploaded byIfvandaru
- Business Stats CIA 1Uploaded byshreya gupta
- development of models to estimate the subgrade and subbaseUploaded bywalaywan
- App 1Uploaded bymaxzion
- PLANNING REQUIREMENTUploaded byLilet P. Dalisay
- citizens- local political knowledge and the role of media accessUploaded byapi-341745113

- Modeling and Forecasting Energy Consumption in the Manufacturing Industry in South Asia.Uploaded byMuslima Zahan
- Quantitative analysis assignmentUploaded bysarangpethe
- Pivot TableUploaded byNaziar
- Stata Time Series Reference ManualUploaded byz_k_j_v
- Comparisson between Ordinary Linear Regression and Geographically Weighted RegressionUploaded byHuynh Dinh
- The Truth About the Dark WebUploaded byCaleb
- A Brief Explanation of Statistics Used in ANSC 418Uploaded byefdefgv
- q.t mcqsUploaded byWaseem Ahmed
- Introduction to SEM Using SASUploaded byrishidwesar5718
- A Double Sharpe RatioUploaded byGEorge Stassan
- Homework 7 2Uploaded byRobin James
- mathematical statsUploaded bybanjo111
- ForecastingUploaded byPrerna Aggarwal
- Abbreviations All Subjects AmravatiUploaded bysaru_patile
- R7210501 Probability & StatisticsUploaded bysivabharathamurthy
- AnovaUploaded byHyman Jay Hernandez Blanco
- STA6166_HW5_Ramin_Shamshiri_SolutionUploaded byRaminShamshiri
- Measures of AssociationUploaded byshivakumar N
- Logistic Regress qUploaded byAkolgo Paulina
- Sign TestUploaded bySriram Shankar
- Simple Linear Regression CollectionUploaded bySoniyaKanwalG
- H1 MATH (Statistics)Uploaded byjuliaong
- Lect2ARMAUploaded byParag Patil
- Stat 2.docxUploaded byFelix Ray Dumagan
- Chapter_5_Box-Jenkins_Methodology_word.pdfUploaded byshuting_teoh
- skittle 2Uploaded byapi-342141871
- Chapter 1 From 1st Proofs Predictive Hr AnalyticsUploaded byMario Torres Zamora
- Regression vs Box Jenkins Case StudyUploaded byLewis Macdonald
- Edu 821 Statistical Methods iUploaded byEhigiator Joseph
- Dynamical Relation Between Return Trading Volume and VolatilityUploaded byMarco A Suqor