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Week 13
Question 1
Then, use t-test with 95% confidence to check if 𝑏1 and 𝑏2 are suitable for the line.
𝐘 𝑿𝟏 𝑿𝟐
10 5 10
9 4 8
6 3 6
8 3 4
7 0 2
Answer 1
To calculate the parameters of the regression line, there are some needed preceding works shown below.
𝑌̅ = 8, ̅̅̅
𝑋1 = 3, ̅̅̅
𝑋2 = 6
𝒚 𝒙𝟏 𝒙𝟐𝟏 𝒙𝟏 𝒚 𝒙𝟐 𝒙𝟐𝟐 𝒙𝟐 𝒚 𝒙𝟏 𝒙𝟐
4 2 4 4 4 16 8 8
3 1 1 1 2 4 2 2
0 0 0 0 0 0 0 0
2 0 0 0 -2 4 0 0
1 -3 9 3 -4 16 4 12
𝑏0 = 𝑌̅ − 𝑏1 𝑋1 − 𝑏2 𝑋2
∑ 𝑥1 𝑦∙∑ 𝑥22−∑ 𝑋2 𝑦∙∑ 𝑥1 𝑥2
Parameters 𝑏0 , 𝑏1 , and 𝑏2 for the linear regression line are 𝑏1 = ∑ 𝑥21 ∑ 𝑥22 −(∑ 𝑥1 𝑥2)2 .
∑ 𝑥2 𝑦∙∑ 𝑥21−∑ 𝑋1 𝑦∙∑ 𝑥1 𝑥2
𝑏 =
{ 2 ∑ 𝑥21 ∑ 𝑥22−(∑ 𝑥1𝑥2 )2
8×40−14×22 14×14−8×22
𝑏1 = ≅ 0.158, 𝑏2 = ≅ 0.263
14×40−222 14×40−222
1
Also, 𝑌̂ can be calculated using the line and the data 𝑋1 and 𝑋2 .
𝐘 ̂
𝒀 ̂ )𝟐
(𝐘 − 𝒀
10 9.367 0.400689
9 8.683 0.100489
6 7.999 3.996001
8 7.473 0.277729
7 6.473 0.277729
1 1
𝑆 2 = 𝑀𝑆𝐸 = 𝑛−3 ∑(Y − 𝑌̂)2 = 5−3 × 5.053 = 2.5265
𝐻0,1 : 𝛽1 = 0 𝐻 :𝛽 =0
Assume { , and { 0,2 2 .
𝐻1,1 : 𝛽1 ≠ 0 𝐻1,2 : 𝛽2 ≠ 0
𝑏1−𝛽1 0.158−0
𝑡𝛽1 = = 2.5625×40
≅ 0.136~𝑡(𝑛 − 3)
𝑆2 ∙∑ 𝑥2
2 √
√ 2 2 14×40−222
∑ 𝑥1 ∑ 𝑥2 −(∑ 𝑥1 𝑥2 )2
𝑏2−𝛽2 0.263−0
𝑡𝛽2 = = 2.5625×14
≅ 0.383~𝑡(𝑛 − 3)
𝑆2 ∙∑ 𝑥2
1 √
√ 14×40−222
∑ 𝑥2 2
1 ∑ 𝑥2 −(∑ 𝑥1 𝑥2 )
2
Therefore, parameters 𝑏1 and 𝑏2 are not suitable for the linear regression line.
2
Therefore, we can find that the results calculated manually and by computer are the same.