QUIZ (Objectives)

Identification
1. The collection of statistical tools that are used to model and explore relationships between variables
that are related in a nondeterministic manner is called __________________. (Regression
Analysis)
2. We will call this model __________, because it has only one independent variable or regressor.
(Simple Linear Regression)
3. ______________ first used the term regression analysis in a study of the heights of fathers (x)and
sons (y). (Sir Francis Galton)
4. The German scientist ____________ (1777–1855) proposed estimating the parameters β0 and β1
to minimize the sum of the squares of the vertical deviations. (Karl Gauss)
5. The __________describes the error in the fit of the model with ith observation yi. (residual)
True or False
1. Regression relationships are valid only for values of the regressor variable within the range of the
original data. (True)
2. ε is the random error term. (True)
3. 𝛽̂0 is an unbiased estimator of the intercept 𝛽0 . (True)
4. 𝑒𝑖 = 𝑦𝑖 − 𝑦̂𝑖 is called the residual. (True)
5. Regression models are not necessarily valid for extrapolation purposes. (True)
Matching Type
1. Expected value of Y for each value of x. (A)
2. Fitted or estimated regression line. (D)
3. Estimator of Variance. (C)
4. Estimated Standard Error of the Slope. (B)
5. Estimated Standard Error of the Intercept. (E)

a. 𝑌 = 𝛽0 + 𝛽1 𝑥 + 𝜖
𝜎
̂ 2
b. 𝑠𝑒(𝛽̂1 ) = √
𝑆𝑥𝑥
𝑆𝑆𝐸
c. 𝜎̂ 2 =
𝑛−2
d. 𝑦̂ = 𝛽̂0 + 𝛽̂1 𝑥
1 𝑥̅
e. 𝑠𝑒(𝛽̂0 ) = √𝜎̂ 2 [ + ]
𝑛 𝑆𝑥𝑥

Data Analyzation

A random sample of 25 units is selected and tested, and the wire bond pull strength and wire length are
observed for each unit. We assume that pull strength and wire length are jointly normally distributed.
The figure shows a scatter diagram of wire bond strength versus wire length. We have used the Minitab
option of displaying box plots of each individual variable on the scatter diagram. There is evidence of a
linear relationship between the two variables.
The Minitab output for fitting a simple linear regression model to the data is shown above.
Analyze the following:

a. 𝛽̂0 (5.115)
b. 𝛽̂1 (2.903)
c. Fitted or estimated regression line (𝑦̂ = 5.115 + 2.903𝑥)
d. Variance (9.6)
e. Standard Error of Slope (0.1170)
f. Standard Error of Intercept (1.146)
QUIZ (PROBLEM SOLVING)
1. The resistance of a new resistor was measured at various temperature as shown below.
a. Find the regression of the resistance on temperature.
b. Estimate the variance of the resistance
c. What value of the resistance should be estimated when T=24 degrees?
d. Given the equation of the line that you computed, what is the standard error of the slope?
e. What is the standard error of the intercept

Temperature
10 15 20 25 30 35
(degrees Celsius)
Resistance
38.6 40.1 41.9 44.8 45.6 47.7
(ohms)

Solution:
a.

𝑛 2
(∑𝑛𝑖=1 𝑥𝑖 )
2
(135)2
𝑆𝑥𝑥 = ∑ 𝑥𝑖 − = 3475 − = 437.5
𝑛 6
𝑖=1
𝑛
(∑𝑛𝑖=1 𝑦𝑖 )(∑𝑛𝑖=1 𝑥𝑖 ) (135)(258.7)
𝑆𝑥𝑦 = ∑ 𝑦𝑖 𝑥𝑖 − = 5983 − = 162.25
𝑛 6
𝑖=1

Therefore, the least square estimates of the slope and intercept are
𝑆𝑥𝑦 162.25
𝛽̂1 = = = 0.3708571429
𝑆𝑥𝑥 437.5
258.7 135
𝛽̂0 = 𝑦̅ − 𝛽̂1 𝑥̅ = − (0.3708571429) ( ) = 34.77238095
6 6
The fitted simple linear regression model (with coefficients reported to three decimal places) is
̂ = 𝟑𝟒. 𝟕𝟕𝟐 + 𝟎. 𝟑𝟕𝟏𝒙
𝒚
b.

𝑛 𝑛

𝑆𝑆𝐸 = ∑ 𝑒𝑖 = ∑(𝑦𝑖 − 𝑦̂𝑖 )2 = 0.816819

2

𝑖=1 𝑖=1

0.816819
𝜎̂ 2 = = 𝟎. 𝟐𝟎𝟒𝟐
6−2
c.
𝑦̂ = 34.772 + 0.371𝑥
𝑦̂ = 34.772 + 0.371(24)
̂ = 𝟒𝟑. 𝟔𝟕𝟔 𝒐𝒉𝒎𝒔
𝒚
 d.
𝜎̂ 2 0.2042
𝑠𝑒(𝛽̂1 ) = √ =√ = 𝟎. 𝟎𝟐𝟏𝟔𝟎
𝑆𝑥𝑥 437.5
e.
1 𝑥̅ 1 22.5
𝑠𝑒(𝛽̂0 ) = √𝜎̂ 2 [ + ] = √(0.0242) [ + ] = 𝟎. 𝟎𝟕𝟐𝟔𝟒𝟗
𝑛 𝑆𝑥𝑥 6 437.5

2. Given Data

X Y
2.5 4.32
3.0 4.83
3.5 5.27
4.0 5.74
4.5 6.26
a. Fit the equation of a straight line to the following data so that y values may be predicted for given
values of x.
b. Estimate the variance
c. What value of the Y should be estimated when x=5.5?
d. Given the equation of the line that you computed, what is the standard error of the slope?
e. What is the standard error of the intercept

SOLUTION

a.

𝑛 2
(∑𝑛𝑖=1 𝑥𝑖 ) (17.5)2
𝑆𝑥𝑥 = ∑ 𝑥𝑖 2 − = 63.75 − = 2.5
𝑛 5
𝑖=1
𝑛
(∑𝑛𝑖=1 𝑦𝑖 )(∑𝑛𝑖=1 𝑥𝑖 ) (17.5)(26.42)
𝑆𝑥𝑦 = ∑ 𝑦𝑖 𝑥𝑖 − = 94.865 − = 2.395
𝑛 5
𝑖=1

Therefore, the least square estimates of the slope and intercept are
𝑆𝑥𝑦 2.395
𝛽̂1 = = = 0.958
𝑆𝑥𝑥 2.5
26.42 17.5
𝛽̂0 = 𝑦̅ − 𝛽̂1 𝑥̅ = − (0.958) ( ) = 1.931
5 5
The fitted simple linear regression model (with coefficients reported to three decimal places) is
̂ = 𝟏. 𝟗𝟑𝟏 + 𝟎. 𝟗𝟓𝟖𝒙
𝒚

b.
 𝑛 𝑛

𝑆𝑆𝐸 = ∑ 𝑒𝑖 2 = ∑(𝑦𝑖 − 𝑦̂𝑖 )2 = 0.00171

𝑖=1 𝑖=1

0.00171
𝜎̂ 2 = = 𝟎. 𝟎𝟎𝟎𝟓𝟕
5−2
c.

𝑦̂ = 1.931 + 0.958𝑥
𝑦̂ = 1.931 + 0.958(5.5)
𝑦̂ = 7.2
d.
𝜎̂ 2 0.00057
𝑠𝑒(𝛽̂1 ) = √ =√ = 𝟎. 𝟎𝟏𝟓𝟓
𝑆𝑥𝑥 2.359
e.
1 𝑥̅ 1 3.5
𝑠𝑒(𝛽̂0 ) = √𝜎̂ 2 [ + ] = √(0.00057) [ + ] = 𝟎. 𝟎𝟑𝟎𝟗𝟖
𝑛 𝑆𝑥𝑥 5 2.359

3. An engineering professor noted that his three children of ages 16,14 and 8 had heights of 69,63
and 48 inches, respectively. Based on these values:
a. Develop a linear regression equation to predict height of a child as a fraction of age.
b. Estimate the variance
c. Use the result of a to predict the height of 11-year-old child.
d. Use the result of a to predict the height of a 30-year-old person.
e. Comment on the results of c and d

SOLUTION

a.

𝑛 2
(∑𝑛𝑖=1 𝑥𝑖 ) (38)2
𝑆𝑥𝑥 = ∑ 𝑥𝑖 2 − = 516 − = 34.667
𝑛 3
𝑖=1
𝑛
(∑𝑛𝑖=1 𝑦𝑖 )(∑𝑛𝑖=1 𝑥𝑖 ) (38)(179)
𝑆𝑥𝑦 = ∑ 𝑦𝑖 𝑥𝑖 − = 2356 − = 88.667
𝑛 3
𝑖=1

𝑆𝑥𝑦 88.667
𝛽̂1 = = = 2.558
𝑆𝑥𝑥 34.667
179 38
𝛽̂0 = 𝑦̅ − 𝛽̂1 𝑥̅ = − (2.558) ( ) = 27.269
3 3
The fitted simple linear regression model (with coefficients reported to three decimal places) is
̂ = 𝟐𝟕. 𝟐𝟔𝟗 + 𝟐. 𝟓𝟓𝟖𝒙
𝒚
b.

𝑛 𝑛

𝑆𝑆𝐸 = ∑ 𝑒𝑖 = ∑(𝑦𝑖 − 𝑦̂𝑖 )2 = 1.8846

2

𝑖=1 𝑖=1

1.8846
𝜎̂ 2 = = 𝟏. 𝟖𝟖𝟒𝟔
3−2
c.
𝑦̂ = 27.269 + 2.558𝑥
𝑦̂ = 27.269 + 2.558(11)
̂ = 𝟓𝟓. 𝟒𝟎𝟒 𝒊𝒏
𝒚
d.
𝑦̂ = 27.269 + 2.558𝑥
𝑦̂ = 27.269 + 2.558(30)
̂ = 𝟏𝟎𝟒 𝒊𝒏 = 𝟖. 𝟔𝟕𝒇𝒕
𝒚
e. The results show the danger of applying a regression equation to values outside the original limits
of data.