— MSTA“ Tallnallow af Parameters ; Let us assume that we have n pairs of observations (xj. 93), +++» Otay Ju AS ‘an illustration consider the weight (x) and the fuel consumption gpm (y) of the m0 cara in Table 9.11. We have already seen this dataset tn an earlier Chapter, We have used it in Section 1.5 to illustrate seater plots and the Saniple correlation coefcient. We have also used it in Section 1.5 (0 introduce the basic principles behind regression analysis. The scatter plot of fuel con- sumption against weight i given in Figure 91-2. 1 confirms thatthe rlation- ship is approximately linear, Our abjctive now isto find estimates, fy and fof the coefficients By and {i such that the fitted line Ay + A,x is “close 10” the observation points (Gy Yh Ga, ah (x,, Ya} Closeness between the observations y, and a regression line Bo + 6.x, can be measured in several different ways. One Popular measure is created by considering the square of each” deviation (yi — Bo + B,x)P and adding these squared deviations to obtain. ff = 9o.B)= 3.01 Wo + Asal TABLE 81-1 Foel Coosumption Di Weight) Fuel Consumption, “3 car (1000 pounds) gpm (gallons/100 miles) CLO [AMC Concord a4 33 Chevy Caprice 38 59 Ford Country Squire Wagon a 63 Cheveue 22 3 Toyota Corona 26 36 Ford Mustang Ghia 29 46 Mazda GLC 20 29 AMC Sprint 27 36 VW Rabbit 19 a Buick Century 3a 49 a Coy ‘Sawer: Data ae ken from H.V, Henderson and PF. Velleman, “Building Multiple Regression Models Interactively.” Blomeris, 37:391-411 (1981). + Te fll data eis given in Exercise 936, 7 Y 7 Wei i 000) FIGURE 9.1-2 Scalter plot of gpm against weightEscaneado con CamScannerSTABLE 9.1-2 Fitted Values and Residuals Observation Observed — Fitted. ‘Number, ‘Weight, Value, Value, Residual, i x ¥ FHI 1 uM 5S $20 0.29 2 38 39387 003 3 al 6s 636 014 4 2 3 324 006 5 26 36 3900-030 6 29 46439 021 7 20 29 291 8 21 36406 9 19 a 215 10 a4 4900521 2g" > ee Enno = ca 2 2 =< 11 Sampling Distribution of fy end f, x, For a given sample (+1 (a, Yah ~~ as Jo) the lean sduares estimate a f {jy isa certain numerical vaiue. However, prior to sampling the responses Yat ‘the selected fixed levels x;, i= 1, 2, ..., m, are random variables With mean Bo + B.x,and variance 6. Thus the estimator where ¢, a jan n =! ep) = win- 5 SelB + Bix) = Hp Lath ts mega € = ‘This is because Sj-. c= Oand (= i Bene Bye D637 since F()— 91 = D i — 3-2) = =Dei- 3 ‘This shows that A; is an unbiased estimator of B,. In addition, using the ‘results on variances in Section 4.1, the variance of fy is ve - Palos vagupi) © Mamie Eten, en — ae 2 That is is NB 07/5, ~ 37°F. 2 Tati fai a 7 opronimately, we can se tis result to find 8 uM rere for Toe probability statement ag as Wy pe neti ] 2 = Se fast en [ons Hebi smemj-t-e Mg tnt © & is equivalent to 4 = x 1s By + x02 ate Aa pee sh i + al ae ‘That is, the observed intzrval ‘ wha \ : olin Bo + a/2\e ate Escaneado con CamScannerEscaneado con CamScannerEscaneado con CamScanner