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C. Gu Spring 2016
STAT 511 ANOVA and Regression 2
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C. Gu Spring 2016
STAT 511 ANOVA and Regression 3
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F -Distribution
0 1 2 3 4 5 6
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qf(.95,3,8).
C. Gu Spring 2016
STAT 511 ANOVA and Regression 4
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)2
P P
Compare this with the t-test for SST = i j (xij x
Slide 7
H0 : 1 = 2 versus Ha : 1 6= 2 , xij )2
P P
(
x2ij i j
P P
= ,
x
1 x
2 i j n
t= q ,
)2
P P
sp J11 + J12 SSTr = i j (
xi x
P (Pj xij )2 ( i j xij )2
P P
with a rejection region |t| > = ,
i Ji n
t/2,n2 . We notice that f = t2 .
i )2
P P
SSE = i j (xij x
Actually, one also has F,1, =
xij )2
P
(
t2/2, , so the F -test is equivalent 2 j
P P P
= i j xij i Ji
.
to the t-test we learned earlier.
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C. Gu Spring 2016
STAT 511 ANOVA and Regression 5
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C. Gu Spring 2016
STAT 511 ANOVA and Regression 6
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weight (gm)
area
1.0
0.0
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o
o
bution of Y varies systematically with
o
Y x = 0 + 1 x.
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C. Gu Spring 2016
STAT 511 ANOVA and Regression 7
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Slide 14
180
64 140
140 160
weight (gm)
54 93
67 172
120
59 116
100
65 174
63 145 55 60 65
length (cm)
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C. Gu Spring 2016
STAT 511 ANOVA and Regression 8
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Sxy
b1 = 1 = ,
Sxx
weight (gm)
b0 = 0 = y b1 x
140
where
80 100
Q=1093.7
Q=1347 P
Sxy = i (xi x
)(yi y),
55 60 65
)2 .
P
length (cm) Sxx = i (xi x
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C. Gu Spring 2016
STAT 511 ANOVA and Regression 9
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Estimation of 2
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Details of Calculation
=
x 567
= 63, y = 1368
= 152, SSE is given by
9 9
5672 12372
Sxx = 35893 = 172, 9990 172
= 1093.7,
9
Sxy = 87421
567(1368)
= 1237. s2 = 1093.7
92
= 156.24.
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9
C. Gu Spring 2016
STAT 511 ANOVA and Regression 10
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Inferences Concerning 1
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Analysis of Variance
yi y = (
yi y) + (yi yi ),
56.94
F
)2 = i ( yi y)2 + i (yi yi )2
P P P
Slide 20 i (yi y
8
7
9990.0
1093.7
mation.
SS
Source SS df MS f
SSR MSR
Model SSR 1
Source
Model
1 MSE
Resid
Total
2 SSE
Resid SSE n2 s = n2
Total SST n1
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C. Gu Spring 2016
STAT 511 ANOVA and Regression 11
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F -Test for 1 = 0
Since MSE = 2 .
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Inferences Concerning 0
oooo
o o
oo s2b0 = s2 { n1 + x
Sxx
}
b0 0
tn2 .
20
sb0
For |
x| large, 0 is hard to esti-
0
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0 2 4 6 8 10
mate, or to interpret.
C. Gu Spring 2016
STAT 511 ANOVA and Regression 12
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Inferences Concerning Y x = 0 + 1 x
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C. Gu Spring 2016
STAT 511 ANOVA and Regression 13
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R2 , Correlation
r= 1237
= .944 SSR SSE
172(9990) R2 = =1 ,
SST SST
o
o o
measures the amount of variation
Slide 25 o o
oo
o Sxy
r= p ,
o
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o
oo
o
Sxx Syy
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oo measures the linear association be-
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o tween X and Y .
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0 R2 1. 1 r 1. R2 = r2 .
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o
C. Gu Spring 2016