Unit =12

Simple Linear Regression

1.1. Types of Regression models
1.2. Determining the simple linear Regression equation
1.3. Measures of variations

Regression Analysis

The regression analysis is concerned with the formulation and determination of algebraic expression for the
relationship between the two variables. We use the general form regression lines for this algebraic expression.
These regression lines or the exact algebraic forms of relationship are used for predicting the value of one
variable from that of the other. Here, the variable whose value is to be predicted is called dependent variable
and the variable used for prediction is called independent variable. It is the measure of the average relationship
between two or more variable in term of the original units of data.

Lines of Regression

In a bivariate study, we have two lines of regression

Regression of Y and X

The lines of regression of Yon X is used to predict or estimate the value of the Y for the given value of the
variable X.Thus,Y is the dependent variable and X is an independent variable in this case.

Regression of X on Y

The line of regression of X on Y is used to estimate or predict the value of X for a given value of the variable
X.In this case X is the dependent variable and Y is the independent variable.

Objective of regression analysis

● It helps in establishing a functional relationship between two or more variable.

● It helps in prediction and estimation.

● It helps in decision making.

● It helps in establishing a cause and effect relationship.

Properties of the regression lines

● The regression line of Y on X is used to estimate or predict the best value of Y for a given value of the
variable X.Here Y is dependent and X is an independent variable.
● The regression line of X on Y is used to estimate the best value of X for a given value of the variable
Y.Here X is dependent and Y is in independent variable.
● The two lines of regression cut each other at the points (X, Y), thus, on solving the two lines of
regression we get the value of means of the variable in the bivariate distribution.
● In a bivariate study, there are two line of regression. However, in case of perfect correlation that is when
r =+1 or r= -1.we have only one regression lines as both the regression line coincide in this case.
 ● When r =0 i.e, if no correlation exists between X and Y, the two lines of regression become
perpendicular to each other.

Properties of regression coefficient

• Both the regression coefficient must have the same sign.

• The regression coefficient of Y on X measure the change in the value of Y (dependent variable)
corresponding to a unit change in the value of X(independent variable)

• The regression coefficient of X on Y measure the change in the value of X (dependent variable)
corresponding to a unit change in the value of Y(independent variable)

• If one regression coefficient is greater than the unity, then the other unit must be less than unity.

• Regression coefficient is independent of change of origin but not of a scale.

• The geometric mean between regression coefficients is the coefficient of correlation.

Some Results

Find Y when X is 65 and Find X when Y is 90 from the following data.

X: 57 58 59 60 61 62 64

Y: 77 78 75 82 82 79 81