Simple Regression

©
Null Hypothesis

The analysis of business and

economic processes makes
extensive use of relationships
between variables.

Y  f (X )
Analisis Regresi
adalah studi ketergantungan dari satu variabel
dependent pada satu atau lebih variabel independent
untuk memperkirakan/ meramalkan nilai rata-rata Y
jika nilai X diketahui.
Regresi bukan hubungan (korelasi) sebab akibat dan
bukan exact relationship.

Analisis Korelasi ( r ) bertujuan untuk mengukur kuat

lemahnya hubungan linier antara dua variabel.
-1 ≤ r ≤ +1

Lemah (-) Lemah (+)

------------ ------------
________________________
-1 0 +1
------------- -------------
Kuat (-) Kuat (+)
Correlation Analysis

The correlation coefficient

is a quantitative measure of
the strength of the linear
relationship between two
variables.
Linear Regression
Model

LINEAR REGRESSION POPULATION

EQUATION MODEL

Yi  0  1 xi   i
Where 0 and 1 are the population model
coefficients and  is a random error term.
 Linear Regression
Outcomes

Linear regression provides two important

results:

1. Predicted values of the dependent or

endogenous variable as a function of an
independent or exogenous variable.

2. Estimated marginal change in the

endogenous variable that results from a
one unit change in the independent or
exogenous variable.
Least Squares Procedure
The Least-squares procedure obtains estimates of the
linear equation coefficients b0 and b1, in the model

yˆ i  b0  b1 xi
by minimizing the sum of the squared residuals ei

SSE   e   ( yi  yˆi )
2
i
2

This results in a procedure stated as

SSE   e   ( yi  (b0  b1 xi ))
2
i
2

Choose b0 and b1 so that the quantity

is minimized. We use differential calculus to obtain the
coefficient estimators that minimize SSE..
Least-Squares Derived
Coefficient Estimators
The slope coefficient estimator is
n

 ( x  X )( y
i i Y )
sY
b1  i 1
n
 rxy
 (x  X ) 2 sX
i
i 1

And the constant or intercept indicator is

b0  Y  b1 X

We also note that the regression line always

goes through the mean X, Y.
Linear Regression Model
Year Income (x) Retail Sales (y)
1 9098 5492
2 9138 5540
3 9094 5305
4 9282 5507
5 9229 5418
6 9347 5320
7 9525 5538
8 9756 5692
9 10282 5871
10 10662 6157
11 11019 6342
12 11307 5907
13 11432 6124
14 11449 6186
15 11697 6224
16 11871 6496
17 12018 6718
18 12523 6921
19 12053 6471
20 12088 6394
21 12215 6555
22 12494 6755
Linear Regression Model
Retail Sales per Household vs Per Capita Disposable
Income
y = 0.3815x + 1922.4
R2 = 0.9192
7000

6500
Retail Sales

6000

5500

5000
9000 9500 10000 10500 11000 11500 12000 12500
Income
Excel Output for Retail
Sales Model
The regression equation is
Y Retail Sales = 1922 + 0.382 X Income
Regression Statistics
Multiple R 0.958748803
R Square 0.919199267
Adjusted R Square 0.91515923 se
Standard Error 147.6697181
Observations 22
SSR SSE SST MSR
Analysis of Variance
df SS MS F Significance F
Regression 1 4961434.406 4961434.406 227.522506 2.17134E-12
Residual 20 436126.9127 21806.34563
Total 21 5397561.318 MSE
Coefficients Standard Error t Stat P-value Lower 95%
Intercept 1922.392694 274.9493737 6.99180605 8.74464E-07 1348.858617
X Income 0.38151672 0.025293061 15.08384918 2.17134E-12 0.328756343
b0 b1 sb1 tb1
Uji Hipotesa
digunakan untuk menguji statement tertentu
tentang populasi

Langkah-langkah dalam uji t :

i. Memformulasikan Ho dan Ha
Ho : bi = 0
Ha : bi ≠ 0
ii. Menghitung distribusi probabilitas :
thitung = bi
Sbi
iii. Memilih level of significant α  1%; 5%; 10% ttabel
tα/2, n-k
iv. Keputusan :
Terima Ho : ii < iii
Tolak Ho : ii > iii
Langkah-langkah dalam uji F :
i. Memformulasikan Ho dan Ha
Ho : b1=b2 =b3 =….bk = 0
Ha : setidaknya salah satu bi ≠ 0
ii. Menghitung distribusi probabilitas :
Fhitung = RSS/(k-1)
ESS/(n-k)
iii. Memilih level of significant α 1%;5%;10%
Ftabel
Ftabel Fk-1;n-k
iv. Keputusan :
Terima Ho : ii < iii
Tolak Ho : ii > iii