18MAB303T - Regression

18MAB303T - BioStatistics for Biotechnologists
Unit - V
Regression Analysis
Dr. E. Suresh,
Assistant Professor, Department of Mathematics,
SRM Institute of Science and Technology,
Kattankulathur - 603203.
Regression Analysis
Regression
Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Regression Analysis
Regression
Mathematical Relationship

Regression Analysis
Regression
Estimation

Regression Analysis
Regression
Estimation
Regression analysis is a set of statistical processes for

estimating the relationships between a dependent
variable (often called the ’outcome’ or ’response’) and one
or more independent variables (often called ’predictors’,
’covariates’, ’explanatory variables’ or ’features’).
Regression Line Y on X is
Y = a + bX

Y = a + bX
1 X is indepedent variable

Y = a + bX
2 Y is depedent variable

Y = a + bX
3 a is intercept

Y = a + bX
3 a is intercept
4 b is slope

Y = a + bX
3 a is intercept
4 b is slope
5 b is regression coefficient of Y on X . i.e., byx

Formulae
(i) Regression equation of Y on X is

Formulae
σy
Y −Y =r X −X
σx

Formulae
σy
Y −Y =r X −X
σx
where
X and Y are means of X and Y series.

Formulae
σy
Y −Y =r X −X
σx
where
σy
r is known as the regression coefficient of Y on X .
σx

Formulae
σy
Y −Y =r X −X
σx
where
σy
σx
σy
It is denoted by denoted by byx , i.e byx = r .
σx

Formulae
σy
Y −Y =r X −X
σx
where
σy
σx
σy
σx

Formulae
σy
Y −Y =r X −X
σx
where
σy
σx
σy
σx

Y − Y = byx X − X

Formulae
σy
Y −Y =r X −X
σx
where
σy
σx
σy
σx

Y − Y = byx X − X
Regression coefficient
P P P
n XY − ( X ) ( Y )
byx =
n X 2 − ( X )2
P P

Regression Line X on Y is
X = a + bY

X = a + bY
1 Y is indepedent variable

X = a + bY
2 X is depedent variable

X = a + bY
3 a is intercept

X = a + bY
3 a is intercept
4 b is slope
5 b is regression coefficient of X on Y . i.e., bxy

(ii) Regression equation of X on Y is
σx
X −X =r Y −Y
σy

σx
X −X =r Y −Y
σy

σx
r is known as the regression coefficient of X on Y .
σy

σx
X −X =r Y −Y
σy

σx
σy
σx
It is denoted by denoted by bxy , i.e bxy = r .
σy

σx
X −X =r Y −Y
σy

σx
σy
σx
σy

X - X = bxy Y − Y

σx
X −X =r Y −Y
σy

σx
σy
σx
σy

X - X = bxy Y − Y
P P P
n XY − ( X ) ( Y )
Regression coefficient bxy =
n Y 2 − ( Y )2
P P

Properties

Properties

1 The regression lines were passes through the point X,Y

Properties

2 Either all byx , bxy , r are Positive or

all byx , bxy , r are Negative.

Properties


3 It is never possible that

byx is positive and bxy is negative and versa.

Properties


3 It is never possible that

byx is positive and bxy is negative and versa.
4 Both bxy and byx cannot be greater than one.

Properties
1 Relation between correlation and regression coefficient

between X and Y

Properties

between X and Y
p
r =± bxy × byx
p
2 If bxy , byx are positive then r = + bxy × byx

Properties

between X and Y
p
r =± bxy × byx
p
2 If bxy , byx are positive then r = + bxy × byx
p
3 If bxy , byx are negative then r = − bxy × byx

Problem No. 1
Problem No. 1
Obtain the two regression lines and correlation coefficient from the
following data
X : 1 2 3 4 5 6 7 8 9
Y : 9 8 10 12 11 13 14 16 15
Also estimate the value of y when x = 6.2.

Problem No. 1
X Y X2 Y2 XY
1 9
2 8
3 10
4 12
5 11
6 13
7 14
8 16
9 15
X2 Y2
P P P P P
X Y XY

Problem No. 1
X Y X2 Y2 XY
1 9 1 81 9
2 8 4 64 16
3 10 9 100 30
4 12 16 144 48
5 11 25 121 55
6 13 36 169 78
7 14 49 196 98
8 16 64 256 128
9 15 81 225 135
P P P 2 P 2 P
X Y X Y XY
45 108 285 1356 597

Problem No. 1
X Y X2 Y2 XY
1 9 1 81 9
2 8 4 64 16
3 10 9 100 30
4 12 16 144 48
5 11 25 121 55
6 13 36 169 78
7 14 49 196 98
8 16 64 256 128
9 15 81 225 135
P P P 2 P 2 P
X Y X Y XY
45 108 285 1356 597
X X X
n = 9, X = 45, Y = 108, X 2 = 285,

Problem No. 1
X Y X2 Y2 XY
1 9 1 81 9
2 8 4 64 16
3 10 9 100 30
4 12 16 144 48
5 11 25 121 55
6 13 36 169 78
7 14 49 196 98
8 16 64 256 128
9 15 81 225 135
P P P 2 P 2 P
X Y X Y XY
45 108 285 1356 597
X X X
n = 9, X = 45, Y = 108, X 2 = 285,
X X
Y 2 = 1356, XY = 597, .
Problem No. 1
X Y X2 Y2 XY
1 9 1 81 9
2 8 4 64 16
3 10 9 100 30
4 12 16 144 48
5 11 25 121 55
6 13 36 169 78
7 14 49 196 98
8 16 64 256 128
9 15 81 225 135
P P P 2 P 2 P
X Y X Y XY
45 108 285 1356 597
X X X
n = 9, X = 45, Y = 108, X 2 = 285,
X X
Y 2 = 1356, XY = 597, .
Problem No. 1
P P
X 45 Y 108
X = = = 5, Y = = = 12
n 9 n 9

Problem No. 1
P P
X 45 Y 108
X = = = 5, Y = = = 12
n 9 n 9

Y - Y = byx X − X

Problem No. 1
P P
X 45 Y 108
X = = = 5, Y = = = 12
n 9 n 9

Y - Y = byx X − X
Here

Problem No. 1
P P
X 45 Y 108
X = = = 5, Y = = = 12
n 9 n 9

Y - Y = byx X − X
Here
P P P
n XY − ( X ) ( Y )
byx =
n X 2 − ( X )2
P P

Problem No. 1
P P
X 45 Y 108
X = = = 5, Y = = = 12
n 9 n 9

Y - Y = byx X − X
Here
P P P
n XY − ( X ) ( Y ) 9(597) − (45)(108)
byx = P 2 = = 0.95
9(285) − (45)2
P 2
n X − ( X)

Problem No. 1
P P
X 45 Y 108
X = = = 5, Y = = = 12
n 9 n 9

Y - Y = byx X − X
Here
P P P
n XY − ( X ) ( Y ) 9(597) − (45)(108)
byx = P 2 = = 0.95
9(285) − (45)2
P 2
n X − ( X)
Y − 12 = (0.95)(X − 5)

Problem No. 1
P P
X 45 Y 108
X = = = 5, Y = = = 12
n 9 n 9

Y - Y = byx X − X
Here
P P P
n XY − ( X ) ( Y ) 9(597) − (45)(108)
byx = P 2 = = 0.95
9(285) − (45)2
P 2
n X − ( X)
Y − 12 = (0.95)(X − 5)
Simplifying we get
Y = 0.95X + 7.25

Problem No. 1

Problem No. 1

X - X = bxy Y − Y

Problem No. 1

X - X = bxy Y − Y
Here

Problem No. 1

X - X = bxy Y − Y
Here
P P P
n XY − ( X ) ( Y )
bxy =
n Y 2 − ( Y )2
P P

Problem No. 1

X - X = bxy Y − Y
Here
P P P
n XY − ( X ) ( Y ) 9(597) − (45)(108)
bxy = P 2 = = 0.95
9(1356) − (108)2
P 2
n Y −( Y)

Problem No. 1

X - X = bxy Y − Y
Here
P P P
n XY − ( X ) ( Y ) 9(597) − (45)(108)
bxy = P 2 = = 0.95
9(1356) − (108)2
P 2
n Y −( Y)
X − 5 = 0.95(Y − 12)

Problem No. 1

X - X = bxy Y − Y
Here
P P P
n XY − ( X ) ( Y ) 9(597) − (45)(108)
bxy = P 2 = = 0.95
9(1356) − (108)2
P 2
n Y −( Y)
X − 5 = 0.95(Y − 12)
Simplifying we get
X = 0.95Y − 6.4

Problem No. 1
(iii) Compute the correlation coefficient between X and Y is r .

Problem No. 1
byx = 0.95, bxy = 0.95

Problem No. 1
byx = 0.95, bxy = 0.95
p
r = ± byx × bxy

Problem No. 1
byx = 0.95, bxy = 0.95
p
r = ± byx × bxy
Since both regression coefficients are positive then the correlation

coefficient is positive.
p
r= byx × bxy

Problem No. 1
byx = 0.95, bxy = 0.95
p
r = ± byx × bxy

p √
r= byx × bxy = 0.95 × 0.95

Problem No. 1
byx = 0.95, bxy = 0.95
p
r = ± byx × bxy

p √
r= byx × bxy = 0.95 × 0.95 = 0.95
When X = 6.2
Y = 0.95X + 7.25 = (0.95 × 6.2) + 7.25 = 13.14.
Simple Shortcut

Simple Shortcut
For two given lines

a1 x + b1 y + c1 = 0 and a2 x + b2 y + c2 = 0

Simple Shortcut
For two given lines

a1 x + b1 y + c1 = 0 and a2 x + b2 y + c2 = 0
coefficient of x
byx = −
coefficient of y

Simple Shortcut
For two given lines

a1 x + b1 y + c1 = 0 and a2 x + b2 y + c2 = 0
coefficient of x
byx = −
coefficient of y
coefficient of y
bxy = −
coefficient of x

Simple Shortcut
For two given lines

a1 x + b1 y + c1 = 0 and a2 x + b2 y + c2 = 0
coefficient of x
byx = −
coefficient of y
coefficient of y
bxy = −
coefficient of x
r 2 = bxy · byx ≤ 1
Simple Shortcut
For two given lines

a1 x + b1 y + c1 = 0 and a2 x + b2 y + c2 = 0
coefficient of x
byx = −
coefficient of y
coefficient of y
bxy = −
coefficient of x
r 2 = bxy · byx ≤ 1
Problem No. 3
Problem No. 3
In a partially destroyed laboratory record of an analysis of
correlation data, following result only legible. Variance of X = 9.
The regression equations are 8X − 10Y + 66 = 0 and
40X − 18Y = 214. What are
(i) The means value of X and Y
(ii) the correlation coefficient bet X and Y
(iii) the S.D of Y .
Solution:

Problem No. 3
Problem No. 3
40X − 18Y = 214. What are
Solution: (i) To find the means value of X and Y

Problem No. 3
Problem No. 3
40X − 18Y = 214. What are

The equations of the regression lines are

Problem No. 3
Problem No. 3
40X − 18Y = 214. What are

8X − 10Y = −66 (1)

Problem No. 3
Problem No. 3
40X − 18Y = 214. What are

8X − 10Y = −66 (1)
and

Problem No. 3
Problem No. 3
40X − 18Y = 214. What are

8X − 10Y = −66 (1)
and
40X − 18Y = 214 (2)

Problem No. 10

Since the regression lines were passes through the point X , Y .
Hence equations (1) and (2) becomes

Problem No. 10

(1) ⇒ 8X − 10Y = −66

Problem No. 10

(1) ⇒ 8X − 10Y = −66 (3)

Problem No. 10

(1) ⇒ 8X − 10Y = −66 (3)
(2) ⇒ 40X − 18Y = 214

Problem No. 10

(1) ⇒ 8X − 10Y = −66 (3)
(2) ⇒ 40X − 18Y = 214 (4)

Solve the equations (3) and (4), we get
X = 13, Y = 17

Problem No. 3
(ii) To find the correlation coefficient bet X and Y

Problem No. 3
Let us consider equation (1)

Problem No. 3
(1) ⇒ 8X − 10Y = −66

Problem No. 3
(1) ⇒ 8X − 10Y = −66
⇒ 10y = 8x + 66

Problem No. 3
(1) ⇒ 8X − 10Y = −66
⇒ 10y = 8x + 66
8 66
⇒y = x+
10 10
y = 0.8x + 6.6
The regression coefficient of y on x is
8
byx = = 0.8
10
Problem No. 3
(1) ⇒ 8X − 10Y = −66
⇒ 10y = 8x + 66
8 66
⇒y = x+
10 10
y = 0.8x + 6.6

Problem No. 3
(1) ⇒ 8X − 10Y = −66
⇒ 10y = 8x + 66
8 66
⇒y = x+
10 10
y = 0.8x + 6.6

Problem No. 3
(1) ⇒ 8X − 10Y = −66
⇒ 10y = 8x + 66
8 66
⇒y = x+
10 10
y = 0.8x + 6.6
8
byx = = 0.8
10

Problem No. 3
(2) can be written as

Problem No. 3
(2) ⇒ 40X − 18Y = 214

Problem No. 3
(2) ⇒ 40X − 18Y = 214
⇒ 40x = 18y + 214

Problem No. 3
(2) ⇒ 40X − 18Y = 214
⇒ 40x = 18y + 214
18 214
⇒x = y+
40 40
x = 0.45x + 5.35

Problem No. 3
(2) ⇒ 40X − 18Y = 214
⇒ 40x = 18y + 214
18 214
⇒x = y+
40 40
x = 0.45x + 5.35
The regression coefficient of x on y is

Problem No. 3
(2) ⇒ 40X − 18Y = 214
⇒ 40x = 18y + 214
18 214
⇒x = y+
40 40
x = 0.45x + 5.35
18
byx = = 0.45
40
The correlation coefficient between X and Y is

Problem No. 3
(2) ⇒ 40X − 18Y = 214
⇒ 40x = 18y + 214
18 214
⇒x = y+
40 40
x = 0.45x + 5.35
18
byx = = 0.45
40
p √
r = byx × bxy = 0.8 × 0.45 = 0.60.
Problem No. 3
(2) ⇒ 40X − 18Y = 214
⇒ 40x = 18y + 214
18 214
⇒x = y+
40 40
x = 0.45x + 5.35
18
byx = = 0.45
40
p √
r = byx × bxy = 0.8 × 0.45 = 0.60.
Problem No. 3
(iii) To find the S.D of Y .

We know that
σy
byx = r
σx
8 r σy 8
byx = ⇒ =
10 σx 10
r σy 8 0.6 × σy
⇒ = ⇒ = 0.8
σx 10 3
0.8 × 3
⇒ σy = = 4 ⇒ σy = 4
0.6

18MAB303T - Regression

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18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Regression analysis is a set of statistical processes for

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

X and Y are means of X and Y series.

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

X and Y are means of X and Y series.

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

X and Y are means of X and Y series.

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

X and Y are means of X and Y series.

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

X and Y are means of X and Y series.

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

2 Either all byx , bxy , r are Positive or

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

2 Either all byx , bxy , r are Positive or

3 It is never possible that

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

2 Either all byx , bxy , r are Positive or

3 It is never possible that

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

1 Relation between correlation and regression coefficient

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

1 Relation between correlation and regression coefficient

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

1 Relation between correlation and regression coefficient

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Also estimate the value of y when x = 6.2.

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

Dr. E. Suresh 18MAB303T - BioStatistics for Biotechnologists

(ii) Regression equation of X on Y is