Facultad de Ingenierı́a

Departamento de Matemáticas, Fı́sica

y Estadı́stica
Probabilidad y Estadı́stica II

Workshop Theme 8: Simple Linear Regression

1. Suppose that instead of the model yi = β0 + β1 x, you want to fit a model of the shape
yi = α0 + α1 (xi − x). What are the least squares estimators for α0 and α1 ? How do they
relate to βb0 and βb1 ?

2. A trader conducted a study to determine the relationship between weekly advertising

expenditures and sales (in millions of pesos):

Expenditure on 40 20 25 20 30 50 40 20 50 40 25 50
Advertising ($)
Sales ($) 385 400 395 365 475 440 490 420 560 525 480 510

a) Draw up the corresponding scatter diagram.

b) Calculate the regression line equation to forecast weekly sales from advertising
expenditures
c) Estimate weekly sales if advertising costs are $35.
d ) Estimates the variance of the model error
e) Calculate the variance of the estimators
f ) Determine with α = 0.05 if the value of sales when there are no advertising costs exceeds
$50.

3. A professor at a university business school surveyed a dozen colleagues about the number
of professional meetings they attended in the last five years (x) and the number of papers
they sent to trade journals (y) during the same period. A summary of the data is presented
below:

n = 12 x=4 y = 12
X X X
x2i = 232 xi yi = 318 yi2 = 3820
Probabilidad y Estadı́stica II Página 2 of 3

a) Calculate Sxx , Syy y Sxy .

b) Find the adjusted regression equation and interpret the model estimators.
c) Calculate the sum of squares of the error, estimate the variance of the errors and
calculate the standard error of the estimators.
d ) Calculate and interpret a 99 % confidence interval for the number of papers sent to
specialist journals if no professional meetings have taken place in the last five years.
e) With a significance of 1 % determine if the number of professional meetings attended
by teachers in the last five years, significantly explains the number of papers sent to
specialized journals.
f ) Calculate a 90 % confidence interval for the average number of papers submitted to
specialist journals if they attended 2 professional meetings in the last 5 years.

4. The Bank of Lincoln is interested in reducing the time people wait to see their personal
banker. It is also interested in the relationship between the waiting time (y) in minutes
and the number of bankers attending (x). After selecting a group of clients at random, a
regression adjustment was performed with the following results:

##
## Call:
## lm(formula = y ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -4.6400 -0.5159 0.6345 1.3848 1.8097
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 15.2648 1.4313 10.665 3.87e-07 ***
## x -1.9248 0.4106 -4.688 0.000663 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.939 on 11 degrees of freedom
## Multiple R-squared: 0.6665,Adjusted R-squared: 0.6361
## F-statistic: 21.98 on 1 and 11 DF, p-value: 0.0006627

Using the information obtained:

a) Interpret the regression model estimators.

b) Calculate the 95 % confidence intervals for βb0 and βb1 .
c) Calculate and interpret the sum of squares of the error and the mean square error.
d ) Perform the significance test for the regression model.
Probabilidad y Estadı́stica II Página 3 of 3

1. Respuestas
1. βb0 = y − βb1 x; βb1 = Sxy /Sxx

2. α
b0 = y; α
b1 = βb1 = Sxy /Sxx

3. (b) yb = 343.7056 + 3.2208 ∗ x

(c) 456.434
(d) σb2 = 2523.053
(e) V [βb0 ] = 2003.995; V [βb1 ] = 1.5376
(f) Tcal = 6.561, tα = 1.812, P (T ≥ 6.561) ≈ 0, with α = 0.05 we can conclude that the
The value of sales when there are no advertising costs exceeds $50.

4. (a) Sxx = 40, Syy = 2092, Sxy = −258

(b) yb = 37.8 − 6.45 ∗ x q q
2
(c) SCE = 427.9, σ b = 42.79, V [β0 ] = 4.5477, V [βb1 ] = 1.0343
b
(d) (23.387, 52.213)
(e) Con α = 0.01 y un p-valor igual a cero, concluimos que el número de
reuniones profesionales a las que asistieron los docentes en los últimos cinco años,
explica significativamente el número de trabajos enviados a revistas especializadas.
(f) (19.8235, 29.9765)

5. (b)12.1146 < β0 < 18.4151; −2.8286 < β1 < −1.0211

(c)SCE = 41.3569, ECM = 3.7597

Referencias
Anderson, D. and Sweeney, D. (2008). Estadı́stica Para Administración y Economı́a.
International Thomson Editores, S. A. de C. V.

Levin, R. and Rubin, D. (2004). Estadı́stica para administración y economı́a. Pearson

Educación.

Triola, M., Ayala, L., and Ramı́rez, R. (2012). Estadistica. Pearson Education.

Walpole, R., Myers, R., and Myers, S. (2012). Probabilidad y estadı́stica para ingenieros.
Pearson: Educación. Pearson Educación.