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Y Variance
SY Y = SST = (Yi − Ȳ )2 = Yi2 − nȲ 2
Formulas for SSE e SSR
2
SY Y Sxx − SxY
SSE = = SY Y − b̂1 SxY SSR = b̂1 SxY
Sxx
A formula for SY Y = SST
SY Y = SST = SSR + SSE
Coefficient of determination r 2 and correlation r
2
SSR SSE SxY SxY SxY
r2 = =1− = b̂1 = r= √
SY Y SY Y SY Y Sxx SY Y Sxx SY Y
SSE
Distribution of
σ
(Yi − Ŷi )2 SSE SSE
2
= 2 = MSE ∼ χ2n−2 ; E = σ2
σ σ n−2
Standardized of b̂1
b̂1 − b1
√ ∼ N(0, 1)
σ/ Sxx
Using the symbology of statistical software R, then
SSE SSE
σ 2 Σx2i (n−2) Σx2i σ2 (n−2)
se(b0 ) = = Sxx se(b1 ) = = Sxx
Sxx n n Sxx
σ 2 Σx2i σ2
se(b 0) is the estimation var(b0 ) = and se(b 1) is the estimation of var(b1 ) =
Sxx n Sxx
pag. 2
b̂0 − b0 (n − 2)Sxx n
= (b̂0 − b0 ) ∼ tn−2
se(b0 ) SSE Σx2i
b̂ β − tn−2(1 + γ ) se(b )
1< β + tn−2 (
1+γ
) se(b1 ) < b̂1
1
2 2
H0 : b1 ≥ β; e Ha : b1 < β; critical region
SSE
b̂1 < β − · tn−2 (γ) OR b̂1 < β − se(b1 ) · tn−2 (γ)
(n − 2)Sxx
SSE
b̂1 > β + · tn−2 (γ) OR b̂1 > β + se(b1 ) · tn−2 (γ)
(n − 2)Sxx