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SS ION A
RE G RE
INTRODUCTION
The term regression was originally introduced in
statistics by Sir Francis Galton in 1877 in his
research paper ‘Regression towards Mediocrity
in Hereditiary stucture’.
He reached at the conclusion that
Utility :
Simple Regression Simple Regression
Dependant variable Independent variable
Regression lines
The lines of best fit drawn to show the mutual
Positive Correlation
Negative Correlation
Perfect Correlation
Absence of Correlation
Limited Correlation
Regression Equations
Regression Equations are algebraic form of
∑X = Na +b∑Y
∑XY =a ∑Y +b∑Y 2
Regression Equation of Y on X
The regression equation of Y on X is written in
the form of Y= a+bX.
From this equation we can have the best
estimate of Y for the given value of X. In this
way from the estimated values of Y and known
values of X, we draw a line which is known as
regression line Y on X
To determine the values of a and b the
following two normal equations are to be
solved simultaneously.
∑Y =Na +b∑X
∑XY =a ∑X +b∑X 2
Example
Calculate the regression equations of X on Y
X Y Y2 XY XY
2 3 4 9 6
3 4 9 16 12
4 5 16 25 20
5 6 25 36 30
6 7 36 49 42
∑ X = 20 ∑ Y = 25 ∑X 2
= 86 ∑Y 2
= 135 ∑ XY = 135
Calculations Based Of Arithmetic
Mean
gression equation of X on Y : Regression Equation of Yon X :
σX σy
( X − X ) =r (Y −Y ) (Y −Y ) =r
σx
( X −X )
σy σ
r X
= is called Regression coefficient of Y
X =
denotes the actual mean of σy
Xseries and Its value is in the same
= denotes the actual mean of
Y ∑ xy
Yseries and ∑ x2
manner as proved in case of the regression equation X
coefficient of correlation between X and Y series.
= standard deviation of X series
σx
= standard deviation of Y series
σy
bXY =r
σx
=
∑ XY σ
× x =
∑ xy
σy nσx ×nσy σy nσ2
y
=
∑ xy
=
∑xy
n×∑ y2 ∑y2
n
Example
X 3 5 7 9 11
Y 6 7 9 8 10
Solution :
X (X − X ) 2 Y (Y − Y ) Xy
( x) Y ( y) Y2
3 -4 16 6 -2 4 +8
5 -2 4 7 -1 1 +2
7 0 0 9 +1 1 0
9 +2 4 8 0 0 0
11 +4 16 10 +2 4 +8
∑ X = 35 ∑ x = 0 ∑x 2
= 40 ∑Y =40
Mean=8
∑y=0 ∑y 2
= 10 ∑ xy= 18
Mean=7
Regression equation of X on Y : Regression equation of Y on X :
σx σy
( X − X ) = r (Y − Y ) (Y − Y ) = r (X − X )
σy σx
or, ( X − X ) =
∑ xy
(Y − Y ) or , (Y − Y ) =
∑ xy
(X − X )
∑y 2
∑x 2
18 18
X − 6 = (Y − 8) Y −8 = ( X − 6)
10 40
⇒ X − 6 = 1.8(Y − 8) ⇒ Y − 8 = 0.45( X − 6)
⇒ X = 1.8Y − 8.4 ⇒ Y − 8 = 0.45 X − 2.70
Y = 0.45 X + 2.70
Calcualtions Based of Assumed Mean
Regression equation of Y on X :
N∑ xy −∑∑x y
b yx = ( X −X )
N∑ y −( ∑
2 2
x )
Regression equation of X on Y :
N∑ xy −∑∑x y
bxy = (Y −Y)
N∑ y −( ∑
2
y) 2
Example
Height of the 62 64 66 67 68 68 69 71 72 73
fathers in inches
Solution :
X ( X - 65 )= x Column1 Y ( Y - 65 )= y Column6 xy
62 -3 9 63 -2 4 6
64 -1 1 62 -3 9 3
66 1 1 65 0 0 0
67 2 4 67 2 4 4
68 3 9 67 2 4 6
68 3 9 70 5 25 15
69 4 16 70 5 25 20
71 6 36 67 2 4 12
72 7 49 68 3 9 21
73 8 64 71 6 36 48
Y =A +
∑ y
=65 +2 =67
N
Regression equation of X on Y: Regression equation of Y on X:
σx σ
(X −X ) =r (Y −Y )
y
(Y −Y) =r (X −X)
σy σx
N ∑ xy −∑ x ∑ y N ∑xy −∑x ∑y
bxy = (Y − Y ) byx = ( X −X )
N ∑ y − (∑ y )
2 2 N ∑y −(∑x )
2 2
30 * 20 30 * 20
135 − ( ) 135 − ( )
( X − 68) = 10 (Y − 67) (Y − 67) = 10 ( X − 68)
(20) 2
(30) 2
120 − 198 −
10 10
75 75
( X − 68) = (Y − 67) (Y − 67) = ( X − 68)
80 108
X = 68 − 62.8 + 0.94Y Y = 67 − 47.6 + 0.7 X
∴ X = 5.2 + .94Y ∴Y = 19.4 + 0.7 X
Regression Equations in Grouped
Frequency Distribution
Regression Equations of X on Y:
(Y −Y) =b yx ( X −X)
(∑ ∑
fx * fy )
∑fxy −
N iy
(Y −Y) = * (X −X)
fx 2 − ∑
2
( fx ) i
∑ N
x
Regression Equations of Y on X :
(Y −Y ) =b yx ( X −X )
∑fxy −(
∑fx * ∑fy )
N iy
(Y −Y ) = * ( X −X )
(∑fx 2 ) ix
∑fx 2
−
N
Example
Height in inches Weight in lbs.
50-55 2 10 8 - 20
55-60 4 15 5 1 25
60-65 2 10 15 8 35
65-70 2 5 2 11 20
Total 10 40 30 11 100
X =A +
∑fx
*i Y =A +
∑fy
*i
N N
−45 * 5 60
X =62 .5 + Y =95 + *10
100 100
X =60 .25
Y =101
Regression Equation of X on Y: Regression Equation of Y on X:
X − X = bxy (Y − Y ) Y = a + bX
∑ xy − ( ∑ x*∑ y
)
bxy = N or
∑ xy * N − (∑ xy )
∑ y2 − N
( ∑ y ) 2
∑ y 2
* N − ( ∑ y ) 2
∑ x*∑ y
∑ xy − ( N ) ix
bxy = *
(∑ y ) 2
iy
∑ y 2
−
N
Regression Coefficients of Y on X :
σy ∑xy
bxy =r b yx =
σx ∑x 2
∑ xy − ( ∑ x*∑ y
)
byx = N or
∑ xy * N − (∑ xy )
∑ x2 − N
( ∑ x ) 2
∑ x 2
* N − ( ∑ y ) 2
∑ x*∑ y
∑ xy − ( N ) i y
bxy = *
(∑ x ) 2
ix
∑ x 2
−
N
Example :
Find the regression coefficients :
X 1 2 3 4 5
Y 2 5 3 8 7
Solution :
X x=(X-2) x 2 Y y=(Y-4) y2 xy
1 -1 1 2 -2 4 2
2 0 0 5 +1 1 0
3 +1 1 3 -1 1 -1
4 +2 4 8 +4 16 8
5 +3 9 7 +3 9 9
+5 15 +5 31 18
Means of X and Y :
∑ x 5 Y = A+
∑ y 5
= 4 + = 4 +1 = 5
X = A+ = 2+ = 2+1= 3
N 5 N 5
Regression Coefficients of X on Y :
∑xy −( ∑x * ∑y ) 18 −(
5*5
)
N 5 13
byx = = = = 0 .5
(∑y ) 2 (5) 2 26
∑y − N
2
31 −
5
∴bxy = +0.5
Regression Coefficients of Y on X :
∑ xy − ( ∑ x * ∑y
) 18 − (
5*5
)
N 5 13
byx = = = =1.3
(∑x ) 2
(5) 2
10
∑ x 2
−
N
15 −
5
∴bxy = +1.3
Yo u
an k
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