4 - Regression Analysis
4 - Regression Analysis
(x 5 ,y 5 )
e5 y = a + bx
(x 3 ,y 3 ) ( li ne o f be s t fi t )
( x 1 ,y 1 ) e3
e1
e2
(x2,y2)
o f all the po s si bl e s tr ai gh t li nes tha t ca n be d raw n o n s ca tte r di agr am , w e ch oo se the li ne o f bes t fi t the
- 1 -
NO TE 1 :
Y on X X on Y
y – y = byx (x – x ) x – x = bxy (y – y )
w her e : b yx & bx y a r e ca lle d as re gr e ssion coeff icien t s a nd ca n be found us ing any of the for mulae lis ted
b yx = ( x – x ) ( y – y ) bxy = ( x – x ) ( y – y )
2
( x – x ) ( y – y ) 2
= nx y – x y = nx y – x y
= nuv – u v = nuv – u v
2 2
nu – ( u) nv 2 – ( v) 2
w her e u = x – a ; v = y – b
= r y = r x
x y
NO TE 2 :
bxy
ta n = m1 – m2
1 + m1m2
NO TE 3 :
b yx . bx y = r y x r x
x y
= r2
r = b yx . b xy r = + ve if b yx & b xy a re p osi ti ve
r = – ve if b yx & b xy a re nega ti ve
NO TE 4 :
– 1 r +1
0 r2 1
0 byx . bxy 1
- 2 -
NO TE 5 :
Wri te Y on X a s y = Ax + B th en A = b yx
Wri te X on Y a s x = Ay + B th en A = b xy
NO TE 6 :
S TEP 2 : U si ng N OT E 5 , fi nd by x a nd bx y
S TEP 3 : Com pu te : b yx . bx y
NO TE 7 :
Me an s : x a nd y
NO TE 8 :
b yx + bx y r
2
H OW : b yx = r y ; b xy = r x r x 2 + y 2 2r
x y
x .y
b yx + bx y = r y + x b yx + bx y 2r
x y
b yx + bx y r
= r y 2 + x 2
x .y 2
FI N AL LY : PR OP OF RE GR E SSI ON COEFF.
NOW ,
a) b yx . b xy = r2
( x y ) 2 0
b) b yx , bx y & r
b) 0 b yx .bx y 1
x 2 + y 2 2 x .y
c) i f by x 1 then b xy 1
x 2 + y 2 2
d) b yx + bx y r
x .y 2
- 3 -
NO TE 8 :
Change of scale affects the regressi on coefficients then ‘How to get back to ori ginal
regression coefficients’
Let u = x – a & v = y – b
c d
n u 2 – ( u ) 2 n v 2 – ( v ) 2
- 4 -
1. Obtai n the regression lines
2. Obtai n the regression line y on x
x y x – x y – y (x – x ) 2 (y – y ) 2 (x – x )(y – y )
x y x – x y – y (x – x ) 2 (y – y ) 2 (x – x )(y – y )
1 5 2 4 4 16 8
3 10 4 8 16 32
2 7 1 2 1 4 2
5 14 2 4 4 8
3 9 0 0 0 0 0
7 18 0 0 0 0
4 11 1 2 1 4 2
9 22 2 4 4 8
5 13 2 4 4 16 8
11 26 4 8 16 32
0 0 10 40 20
0 0 40 80
x = 3 y = 9 (x – x ) 2 (y – y ) 2 (x – x )(y – y )
x = 7 y = 18 (x – x ) 2 (y – y ) 2 (x – x )(y – y )
Y ON X X ON Y
Y 0N X
byx = (x – x )(y – y ) bxy = (x – x )(y – y )
byx = (x – x )(y – y )
(x – x ) 2 (y – y ) 2
(x – x ) 2
= 20 = 20
10 40 = 80
40
= 2 = 0.5
= 2
y – y = byx (x – x ) x – x = bxy (y – y )
y – y = byx (x – x )
y – 9 = 2 (x – 3 ) x – 3 = 0.5(y – 9 )
y – 18 = 2 (x – 7)
y – 9 = 2x – 6 x – 3 = 0.5x – 4.5
y – 18 = 2x – 14
y = 2x – 6 + 9 x = 0.5x – 4.5 + 3
y = 2x – 14 + 18
y = 2x + 3 x = 0.5x – 1.5
y = 2x + 4
- 5 -
3. x : years of servi ce
y : income (000’s) 04
y x
X : 21 25 26 24 19
a) Find regression equation of income on the years of service
b) What i niti al start would you recommend for a person Y : 19 20 24 21 16
applying for a job after having served in si mi lar capaci ty in Obtai n regressi on line X on Y
another company for 13 years
x y x – x y – y (x – x ) 2 (y – y ) 2 (x – x )(y – y )
SOLUTION
11 10 3 2 9 6
7 8 1 0 1 0 x y x – x y y (y – y ) 2 (xx )(yy )
9 6 1 2 1 2 21 19 2 1 1 2
5 5 3 3 9 9 25 20 2 0 0 0
26 24 3 4 16 12
8 9 0 1 0 0
24 21 1 1 1 1
6 7 2 1 4 2
19 16 4 4 16 16
10 11 2 3 4 6
x = 23 0 34 31
56 56 0 0 28 21
y = 20
x y
(x – x ) 2 (y – y ) 2 (x – x )(y – y )
x = 7 y = 7
bxy = (x – x )(y y )
(y – y ) 2
byx = (x – x )(y – y ) y – y = byx (x – x )
(x – x ) 2 = 31
y 8 = 0.75(x – 8) 34
= 21
28 y – 8 = 0.75x – 6
= 0.91 (DI RECT DI VI SI ON)
= 3 y = 0.75x – 6 + 8
4 x – x = bxy (y – y )
y = 0.75x + 2 x 23 = 0.91(y – 20)
= 0.75 Put x = 13
x – 23 = 0.91y 18.2
y = 0.75(13) + 2
= 9.75 + 2 x = 0.91y + 4.8
= 11 .75(000 ’ s)
- 6 -
5. x : index of producti on 6. x : test scores
y : no. of unemployed (i n lacs) y : sales (i n 00’s)
x y x – x y – y (x – x ) 2 (y – y ) 2 (x – x )(y – y ) x y x – x y – y (x – x ) 2 (y – y ) 2 (x – x )(y – y )
100 15 4 0 16 0 16 35 7 10 49 70
102 12 2 3 4 6 22 42 1 3 1 3
104 13 0 2 0 0 28 57 5 12 25 60
107 11 3 4 9 12 24 40 1 5 1 5
105 12 1 3 1 3 29 54 6 9 36 54
112 12 8 3 64 24 25 51 2 6 4 12
103 19 1 4 1 4 16 34 7 11 49 77
99 26 5 11 25 55 23 47 0 2 0 0
x y
(x – x ) 2 (y – y ) 2 (x – x )(y – y ) 207 405 0 0 166 276 – 5 = 271
x =10 4 y = 15
x y (x – x ) 2 (y – y ) 2 (x – x )(y – y )
x =23 y = 45
( DI RE CT DI VI SI ON ) y = 0.77x + 95.08
2 .4330 y = 1 .632(17 ) + 7 .464
2 .2201
A L 0 .2129 y = 27 .744 + 7 .464
1 .632
y = 35 .208
- 7 -
07. Y 0N X X 0N Y
The f oll ow ing ta bl e gi ve s th e ap ti tude s co res and p ro du cti vi ty i ndi ces of 10
byx = (x – x )(y – y ) bxy = (x – x )(y – y )
w orke r s sel ecte d a t ra ndom
(x – x ) 2 (y – y ) 2
Ap ti tude : 60 62 65 70 72 48 53 73 65 82
Sco re (X ) = 1044 = 1044
894 1752
P ro du cti vi ty : 68 60 62 80 85 40 52 62 60 81
I ndex (Y )
LOG CALC LOG CALC
a) O b tai n the tw o reg re ssi on li nes
3 .0187 3 .0187
b) E s ti ma te the p rodu cti vi ty in dex of a w orke r w i th te s t sco re 9 2 2 .9513 3 .2435
c) th e te s t s core w hose p rodu cti vi ty i ndex i s 7 5 A L 0 .0674 A L 1 .7752
1 .168 0 .5960
x y x – x y – y (x – x ) 2 (y – y ) 2 (x – x )(y – y )
= 1.168 = 0.5960
60 68 5 3 25 9 15
y – y = byx (x – x ) x – x = bxy (y – y )
62 60 3 5 9 25 15
65 62 0 3 0 9 0
y – 65 = 1.168 ( x – 65) x – 65 = 0.596 ( y – 65)
72 85 7 20 49 400 140
y = 1.168x 75.92 + 65 x = 0.596y 38.74 + 65
48 40 17 25 289 625 425
y = 1.168 x 10.92 x = 0.596 y + 26.26
53 52 12 13 144 169 156
Put x = 92 Put y = 75
73 62 8 3 64 9 24
- 8 -
08. Two samples from bi vari ate populati ons have 15 observati ons
09. from the data of 20 pairs of observati ons on X and Y following
each . The sample means of X and Y are 25 and 18
results are obtained
respecti vely . The corresponding sum o f squares of devi ations
from means are 136 and 148 . The sum of product of devi ations x = 199 ; y = 94 ; (x – x ) 2 = 1298 ; (y – y ) 2 = 600
from respecti ve means i s 122 . Obtain the equati on of line of
(x – x )(y – y ) = – 262 .
regression of X on Y
find
SOLUTI ON a) the line of regressi on of y on x b)line of regressi on of x on y
x = 25 , y = 18 , (x – x ) 2 = 136 ; (y – y ) 2 = 148
SOLUTION
(x – x )(y – y ) = 122
Y 0N X X 0N Y
= 0.2018 = 0.4366
x – 25 = 0.8243 (y – 18)
y – y = byx (x – x ) x – x = bxy (y – y )
x – 25 = 0.8243 y – 14.8374
y – 94 = 0.2018 ( x – 199 ) x – 199 = 0.4366 ( y – 94)
- 9 -
10. for a bi variate data ; STEP 1
y y = byx ( x – x ) STEP 2
y – 28 = 1.5(x – 53)
m 1 = byx = 1 ; m2 = 1 = 6
y 28 = 1.5(50 – 53) 5 bxy
y 28 = 1.5(3)
y 28 = 4.5 STEP 3
y = 32.5 tan = m1 – m2
1 + m 1 .m 2
b) X ON Y 1 6
tan = 5 2
x x = bxy ( y – y ) 1 + 1 6
5 2
x – 53 = 0.2(x – 28)
tan = 1 – 30
x 53 = 0.2(25 – 28)
5 + 6
x 53 = 0.2(3)
tan = 29
x 53 = 0.6 11
x = 53.6 tan = 29
11
09. x = 40 ; y = 32 ; (x – x ) 2 = 30 , (y – y ) 2 = 36 ; = tan 1 29
11
(x – x )(y – y ) = 6 , find the regression coefficient s and the
- 10 -
01 . find the reg ress ion line y on x . Hence find y
w hen x = 10
x y x2 xy
1 2 1 2
2 4 4 8
3 7 9 21
4 6 16 24
5 5 25 25
6 6 36 36
21 30 91 116
2
x y x x y
x = x = 21 = 3.5
n 6
y = y = 30 = 5
n 6
byx = n xy x. y
n x 2 ( x) 2
= 6(116) (21)(30)
6 (91) (21) 2
= 696 630
546 441
= 66
105
= 0.63
Equation
y y = byx (x – x )
y 5 = 0.63( x 3.5)
y 5 = 0.63 x 2.205
y = 0.63 x 2.205 + 5
y = 0.63 x + 2.795
Put x = 10
y = 0.63(10) + 2.795
11
02 . H e ig ht of fa ther (X ) : 64 62 66 63 67 61 69 65 Y on X X on Y
H e ig ht of Son (Y) : 67 65 67 64 68 65 67 64
b yx = b vu bxy = b uv
H e ig ht of fa ther (X ) : 67 66
b ) Es tima te s ons heig ht if fa the r s he ig ht is 68 inc hes = 10(27 ) 0(3) = 10(27 ) 0(3)
2
c ) Es tima te fa the rs he ig ht if s ons he ig ht is 59 inc h es 10(56 ) – (0) 10(33 ) – (3) 2
= 27 = 27
X y u= x65 v= y66 u2 v2 uv 56 321
64 67 1 1 1 1 1 = 0 .4821 = 0 .8412
62 65 3 1 9 1 3
R eg r es s ion line Y on X R eg r es s ion Line X on Y
66 67 1 1 1 1 1
y – y = b yx( x – x) x – x = b x y( y – y)
63 64 2 2 4 4 4
y – 66 .3 = 0 .4821( x – 65) x – 65 = 0 .8412( y – 66 .3 )
67 68 2 2 4 4 4
65 64 0 2 0 4 0
y = 0 .4821 x + 34 .9635 x = 0 .8412 y + 9 .22844
67 70 2 4 4 16 8
66 66 1 0 1 0 0 P ut x = 68 P ut y = 59
650 663 0 3 56 33 27
y = 0 .4821(68 ) + 34 .9635 x = 0 .8412 (59 ) + 9 .22844
x y u v u 2 v 2 uv
y = 32 .7828 + 3 4.9 635 x = 49 .6308 + 9 .22 844
y = y = 663 = 66 .3 Sons heig ht = 67 .7463 inc hes fa ther ’s height = 58 .8592 inc hes
n 10
When fa thers height = 68 inc hes w hen son s heig ht = 59 inc hes
- 12 -
03.
04.
x i = 56 ; y i = 56 ; x i 2 = 476 ; y i 2 = 476 ;
I nformati on on vehicles (i n thousands)
x i y i = 469 , n = 7
passing through seven different highways
a) Obtai n linear regression of Y on X
during a day (X) and number of acci dents
b) y if x = 12
reported (Y) i s gi ven as
n x 2 ( x) 2
x = x = 105 = 15
n 7
= 7(469) (56)(56)
7(476) (56) 2 y = y = 409 = 58.43
n 7
= 3283 3136
3332 3136 byx = n xy x. y
= 147 n x 2 ( x) 2
196
= 7(8075) (105)(409)
= 21
7 (1681) (105) 2
28
= 56525 42945
= 3 11767 11025 LOG CALC
4
4 .1329
= 13580 2 .8704
= 0.75
742 A L 1 .2625
Equation
18 .30
= 18.30
y y = byx (x – x )
Equation
y 8 = 0.75( x 8)
y y = byx (x – x )
y 8 = 0.75 x 6
Put x = 12
y 58.43 = 18.30x 274.5
y = 0.75(12) + 2
y = 18.30x 274.50 + 58.43
y = 9 + 2
y = 11 y = 18.30x 216.07
13
05. 06.
n = 10 , x = 250 , y = 300 , x 2 = 6500 ,
The records of ten days is gi ven
y 2 =10000 , xy = 7900 .
x = 580 ; y = 370 ; x 2 = 41658 ; Find acute angle between two lines
STEP 1
y 2 = 17206 ; xy = 11494
= 10 (7900 ) 250(300)
bxy = n xy x. y 10(6 500) (250) 2
n y 2 ( y) 2
= 79000 75000
= 10(11494) (580)(370) 65000 – 62500
10 (17206) (370) 2
= 4000
2500
= 114940 214600
172060 136900 = 85
LOG CA LC
STEP 3
tan = m1 – m2
1 + m 1 .m 2
8 5
tan = 5 2
1 + 8 5
5 2
tan = 16 – 25
10 + 40
tan = 9
50
= tan 1 9
50
14
01. you are gi ven below the following information about adverti sing
02. Sales (crores) exp.(crores)
and sales (x) (y )
Ad v. Exp. (x) sales (y ) in lacs Mean 40 6
Mean 10 90 S.D 10 1.5 correlati on coefficient = 0.9
S.D. 3 12 r = 0.8 . Obtai n regressi on lines to
a) What is the likely sales when adv. budget is ` 15 lacs a) esti mate sales for a proposed adv. exp. of ` 10 crores
b) what should be adv. exp. if the company wants sales target b) esti mate adv. exp. for proposed sales target of ` 60 crore
y on x x on y
of ` 120 lacs
y on x x on y byx = r . y bxy = r . x
x y
byx = r . y bxy = r . x
x y = 0.9 x 1.5 = 0.9 x 10
10 1.5
= 0.8 x 12 = 0.8 x 3
3 12 = 1.35 = 9 x 10
10 15
= 0.8 x 4 = 3.2 = 0.8 = 0.2
4 = 0.135 = 6
y = 106 x = 16
adv exp. = ` 8.7 cr when sales = ` 64 cr when
Sales = ` 106 lacs when adv exp. = ` 16 lacs when Sales = ` 60 cr adv exp. = ` 10 cr
Ad v. budget = ` 15 lacs sales target = ` 120 lacs
- 15 -
03. you are gi ven below the following information about Profi t rate
(X) and growth rate (Y) 04. if for bi – variate data x = 10 and y = 12 , vari ance V(x ) = 9 ;
X Y
y = 4 & r = 0.6
Mean 20 25
Variance 9 25 correlati on coeff. = 0.9 . Esti mate x when y = 10 and y when x = 5
y on x x on y
a) Obtai n the regression line of X on Y
b) Esti mate the growth rate when the profi t rate i s 16% byx = r . y bxy = r . x
y on x x on y x y
y = 24 5 = 19 y = 8 x = 9.1
16
05. Y on X
from the following data regarding the
byx = r y
wholesale and retail price of a commodi ty
x
esti mate the retail price when wholesale
price is Rs 240 per quintal = 0.93 x 2
3
Wholesale(x) Retail (y)
= 0.62
Avg price 200 280
(per qtl.) y y = byx (x – x )
S.D. 20 25
y – 23 = 0.62(x – 27)
r = 0.94
Put x = 23
Y on X
y – 23 = 0.62(23 – 27)
byx = r y
x y – 23 = 0.62(4)
= 0.94 x 25 y – 23 = 2.48
20
y = 20.52
= 1.175
ans : age of wife = 20.52 when age of
y y = byx (x – x )
husband = 23 yrs
Put x = 240
07. Find the equation of line of regression of
y – 280 = 1.175 (240 – 200)
Y on X for the following data
y – 280 = 1.175 (40)
n = 8 ; (x – x )(y – y ) = 120 ; x = 20
y – 280 = 47
y = 36 ; x = 2 ; y = 3
06. 120
= 8 = 15 = 3.75
the following data relates to the age of
4 4
husband and wife Y on X
X Y y – 36 = 3.75(x – 20)
- 17 -
08. The followi ng results were obtained from
X Y
Mean 53 142
(x – x )(y – y ) = 1220
the blood pressure of a woman w i th the following results were obtained from
SOLUTION
1220 LOG CA LC
= 10
130 2 .0864 byx = cov(x,y)
2 .1139
x 2
= 122 A L 1 .9725
130 0 .9387 ((x – x )(y – y )
= n
= 0.9387 x 2
Y on X
1220
= 10
y – y = byx (x – x ) LOG C ALC
130
y – 142 = 0.9387(x – 53) 2.0864
= 122 2.1139
y – 142 = 0.9387x – 48.7511 130 AL 1.9725
0.9387
y = 0.9387x – 48.7511 + 142 = 0.9387
y = 0.9387x + 92.2489 Y on X
y – y = byx (x – x )
Put x = 47
y – 140 = 0.9387(x – 50)
y = 0.9387(47) + 92.2489
y – 140 = 0.9387x – 46.935
y = 44.1189 + 92.2489
y = 0.9387x + 93.065
= 136.3678
Put x = 40
ans : esti mated blood pressure of a
y = 0.9387(40) + 93.065
woman aged 47 years is 136.3678
y = 37.548 + 93.065
= 130.613
- 18 -
10. I f for a bi variate data byx = 1.2 ,
01. The equation of the two regression lines
x = 4 ; r = 0.6 find y , bxy and the
are 3x + 2y – 26 = 0 and 6x + y – 31 = 0 .
acute angle between the two regressi on
a) correlati on coefficient b)mean’s
li nes
ST EP 1
ST E P 1 b yx = r . y
x
AS SUME
1.2 = 0.6 x y
4 YON X : 3x + 2y – 26 = 0
y = 1.2 x 4 2y = 3x + 26
0.6 y = 8
y = 3x + 26
STEP 2
bxy = r . x 2 3
y
byx = 3
= 0.6 x 4 = 0.3 2
8
STEP 3 X ON Y : 6x + y – 31 = 0
m 1 = byx = 1.2 = 12 = 6 6x = y + 31
10 5
x = 1 y + 31
6 6
m2 = 1 = 1 = 10
bxy 0.3 3 bxy = 1
6
ST E P 4
STEP 2
tan = m1 – m2
1 + m 1 .m 2 r2 = byx . bxy
6 10 = 3 x 1
tan = 5 3 2 6
1 + 6 10
= 1
5 3
4
tan = 18 – 50
Since 0 r2 1
15 + 60
Our assumpti ons are correct
tan = 32
r = 1
75
2
STEP 3
2 x 3x + 2y = 26
6x + y = 31
6x + 4y = 52
6x + y = 31
3y = 21
y = 7
subs in (1) x = 4
- 19 -
03. the equati ons of the two regressi on lines
02. the regression equations are
are 10x – 4y = 80 & 10y – 9x = 40
10x + 3y – 62 = 0 & 6x + 5y –50 = 0
Find i ) means ii ) byx & bxy
I dentify the regressi on of x on y . Hence
iii) var (x) if var(y) = 36 i v) r
find mean of x & y . Als o fi nd x if y = 2 STEP 1
STEP 1 AS SUME
10x= 3y + 62 x = 4y + 80
10 10
x = 3y + 62
10 10 bxy = 4
10
bxy = 3
10 Y ON X: 10y – 9x = 40
Y ON X: 6x + 5y – 50 = 0 10y = 9x 40
5y = 6x + 50 y = 9 x 40
10 10
y = 6 x + 50
5 6
byx = 9
byx = 6 10
5
STEP 2
STEP 2
r2 = byx . bxy
r2 = byx . bxy
= 4 x 9
= 3 x 6
10 5 10 5
= 9 = 36
25 100
Since 0 r2 1 Since 0 r2 1
Our assumpti ons are correct Our assumpti ons are correct
r = 3 r = 6
5 10
= 3 ( byx & bxy are ve) = + 3 ( byx & bxy are + ve)
5 5
- 20 -
04. vari ance of x = 9 , 05. For the two regressi on equati ons :
Find the mean of x and y and standard find correlati on coefficient r ; x and y
STEP 1
devi ati on of y
STEP 1
AS SUME
AS SUME
YON X : 4y = 9x + 15
X ON Y : 25x = 6y + 7
bxy = 18 = 9
40 20 x = 6 y + 7
25 25
Y ON X: 8x – 10y + 66 = 0
bxy = 6
10y = 8x + 66
25
y = 8 x + 66
STEP 2
10 10
r2 = byx . bxy
byx = 8 = 4
10 5 = 9 x 6
STEP 2 4 25
= 54
r2 = bxy . byx
100
= 9 x 4
20 5 Since 0 r2 1
Our assumpti ons are correct
= 36
r = 54
100
100
0 r2 1 Since
r = + 54 ( byx & bxy are ve)
Our assumpti ons are correct
100
r = 6
10 log r = 1 log 54 – log 100
2
= + 3 ( byx & bxy are + ve)
5 log r = 1 1.7324 2.0000
STEP 3 STEP 4 2
y = 17 r = AL (1 . 8662 )
- 21 -
06. Regression of two series are
2x – y – 15 = 0 & 3x – 4y + 25 = 0
AS SUME
XON Y : 2x – y – 15 = 0
2x = y + 15
x = 1 y + 15
STEP 3
2 2
3 x 9x – 4y = 15
bxy = 1
2 x 25x 6y = 7 2
50x 12y = 14 4y = 3x + 25
+
23x = 59 y = 3 x + 25
4 4
x = 59
23 byx = 3
4
subs in (1) STEP 2
9 59 4y = 15 r2 = bxy . byx
23
= 1 x 3
531 4y = 15 2 4
23
= 3
4y = 15 531 8
23
Since 0 r2 1
4y = 345 531 Our assumpti ons are correct
23
r = 3
4y = 876 8
23
r = + 3 ( byx & bxy are + ve)
4y = 876 8
23
log r = 1 log 3 – log 8
2
y = 219
23 log r = 1 0.4771 0.9031
2
log r = 1 . 7870
r = AL (1 . 7870 )
r = 0.6124
- 22 -
07. 2x + 3y – 6 = 0 & 5x + 7y – 12 = 0 are S TEP 3
AS SUME 7 = 0.9661 x
XON Y : 5x + 7y – 12 = 0 5 y
5x = 7y + 12 x = 7
y 5 x 0.9661
x = 7y + 12
5 5
x = 7
bxy = 7
y 4.8305 LOG CALC
5 4.8451
4.6840
Y ON X : 2x + 3y – 6 = 0 x = 70000
y 48305 AL 0.1611
3y = 2x + 6 1.449
x = 1.449
y = 2 y + 6
3 3 y
byx = 2
3
STEP 2 08. Values of two regressi on coefficients
Since 0 r2 1
r 2 = 0.4 x 2.025
Our assumpti ons are correct
r2 = 4 x 2025
r = 14
10 1000
15
r2 = 81
log r ’ = 1 log 14 – log 15 100
2
r = 9
log r’ = 1 1.1461 1.1761 10
2
r = 9 (byx & bxy are ve)
10
log r’ = 1.1461 1.1761
2 2
log r ’ = 1 . 9850
r ’ = AL (1 . 9850 )
r’ = 0.9661 r = 0.9661
- 23 -
09. Values of two regression coefficients
(byx and bxy) are –0 .75 and –1.1
respecti vely . Obtain the value of r
SOLUTION
r 2 = byx x bxy
r 2 = 0.75 x 1.1
r = 825
1000 r 2 = byx x bxy
r 2 = 0.6 x 0.3
r = 825 ( byx & bxy are ve)
1000
r2 = 6 x 3
10 10
log r’ = 1 log 825 – log 1000
2 r2 = 18
100
log r’ = 1 2.9165 3.0000
2
r = 18
100
log r’ = 2.9165 3.0000
2 2
r = 18 ( byx & bxy are ve)
log r’ = 1.4583 1.5000 100
log r’ = 1 . 6277
r’ = AL (1 . 6277 )
r’ = 0.4243
r = 0.4243
- 24 -
11. regression coefficients between the 12. for 50 students of a class the regression
vari ables X and Y are byx = – 1.5 and bxy equati on of marks in Stati stics (x) on
= – 0.2 respecti vely . Obtai n the value the marks in a/c (y) i s 3y –5x+180 = 0 .
r2 = 15 x 2
SOLUTION :
10 10
GIVEN : X ON Y : 3y – 5x + 180 = 0
r2 = 30 y = 44
100
x 2 = 9
X ON Y : 3y – 5x + 180 = 0
log r’ = 1 log 3 – log 10
5x = 3y + 180
2
x = 3y + 180
log r’ = 1 0.4771 1.0000 5 5
2
bxy = 3
5
log r’ = 0.4771 1.0000
2 2 STEP 2
bxy = r . x
log r’ = 0.2386 0.5000 y
3 = r x 3
log r’ = 1 . 7386
5 4
r’ = AL (1 . 7386 ) r = 4
5
r’ = 0.5478 STEP 3
Put y = 44 i n
r = 0.5478
X = 3y + 180
5 5
x = 3 (44) + 180
5
x = 132 + 180
5
x = 312
5
x = 62.4
- 25 -
13. For group of 100 students the equation
4 25
of regressi on line of marks i n Economics tan = 3 12
(Y) on marks in Book keeping (X) is gi ven 1 + 4 25
3 12
by 4x – 3y – 120 = 0 . Rati o of vari ance
Y ON X : 4x – 3y – 120 = 0
X TRA SU M
3y = 4x 120
b ri ng ou t the i nco nsi s ten cy i f any i n the
y = 4x 120
3 3 f oll ow i ng
a ) b yx + bx y = 1 .3 0 a nd r = 0 .7 5
byx = 4
3 b ) b yx = b xy = 1 .5 0 a nd r = 0 .9
c) b yx = 1 .9 a nd b xy = 0 .2 5
STEP 2
byx = r . y d ) b yx = 2 .6 a nd b xy = 1
x
2 .6
4 = r x 5
3 3 a ) b yx + bx y = 1 .3 0 = 0 .6 5
2 2
r = 4
5 b yx + bx y r i s no t sa ti s fi ed
2
STEP 3 he nce i ncon si s ten t
bxy = r . x
y b ) b yx , bx y & r mu s t ha ve the same si gn
= 12
c) b yx , bx y & r mu s t ha ve the same si gn
25
The ab ove co ndi ti on i s no t sa ti s fi ed and
STEP 4 he nce i ncon si s ten t
m 1 = byx = 4
3 d ) s ta teme n t i s con si s ten t
m2 = 1 = 25
bxy 12
STEP 5
tan = m1 – m2
1 + m 1 .m 2
- 26 -