Inference for Regression:

Chapter 15 – Part 2
 Is your number up?
Often there is no linear relationship between
two variables. For example, the sum of the last
four digits of a person’s phone number and the
number of letters in their full name are not
associated.
 Let’s Try It!
Let x be the sum of the last four digits in of
your phone number and y be the number of
letters in your full name (first, middle, and
last.) Let’s make a scatterplot of our data and
then compute the equation of the regression
line.
Although our graph shows little or no correlation, the
chances are excellent that b1 isn’t exactly equal to 0.
Even when the true slope, β1, is 0, the estimate, b1,
will usually turn out to be different from 0.

In such cases, the estimated slope is not significant

and differs from 0 simply because cases were picked
at random. If another class did this activity, the value
of b1 would probably not be 0 either and would
probably be different from our b1 too.
 What’s the Difference?

A significance test for a regression slope asks,

“Is that trend real, or could the numbers come
out the way they did by chance?” The key
question is “How far is b1 from 0 (or some
other hypothesized value of β1) in terms of the
standard error?”
The test statistic for the slope is the difference
between the estimated slope, b1, and the hypothesized
slope, β1, as measured in standard errors:

b1  1
t
sb1
If a linear model is correct and the null hypothesis is
true, then the test statistic has a t-distribution with n -
2 degrees of freedom.
 Mars Rocks!
Verify the test statistic. Then use the df to
check the P-value against the calculator and
the t-table.
 t-Test for Slope
Generally you will use this test when you have the
sample data that that show two variables that appear
to have a (positive or negative) linear association and
you want to establish that this association is “real.”
That is, you want to determine that the nonzero
correlation you see didn’t happen just by chance –
that there actually is a true linear relationship with a
nonzero slope and so knowing the value of x is
helpful in predicting y.
 t-Test for Slope
Name the test: t-test for slope
State the Hypotheses:
H0: β1 = 0
Ha: β1 ≠ 0
(usually - but the test could be one-sided and the hypothesized value
does not have to be 0.)

Check Conditions:
L – linear scatterplot
I – independent y values
NE – normal distribution of the errors
S – same spread around LSR line
S – SRS
Do the Math:

b1  1
t df =n - 2 P-Value
sb1

Conclusion in Context.