Question

A linear regression model is fitted to the data x y 37.0 65.0 36.4 67.2 35.8 70.3 34.3 71.9 33.7 73.8 32.1 75.7 31.5 77.9 with x as the input variable and y as the output variable. Find βˆ0, βˆ1, and ˆσ2. Construct a 99% confidence interval for the expected value of the output variable when the input variable is equal to 35.

Answer 1

b0= 144.59

b= -2.12

Se²= 1.02

99%CI E(Y/X=35): [68.78; 71.99]

Explanation:

Hello!

I've arranged the given data:

X: 37.0, 36.4, 35.8, 34.3, 33.7, 32.1, 31.5

Y: 65.0, 67.2, 70.3, 71.9, 73.8, 75.7, 77.9

The equation of the linear regression model is:

Yi= β₀ + βXi + εi

Where

Yi is the dependent variable

Xi is the independent variable

εi represents the errors or residues

β₀ is the intercept of the line

β is the slope

The conditions to make a linear regression analysis are:

For each given value of X, there is a population of Y~N(μy;σy²)

Each value of Y is independent of the others.

The population variances of each population of Y are equal.

From these conditions the following characteristic is deduced:

εi~N(0;σ²)

The parameters of the regression are:

β₀, β, and σ²

If the conditions are met then you can estimate the regression line:

Yi= bo * bXi + ei.

And the point estimation of the parameters can be calculated using the formulas:

β₀ ⇒ b0= (∑y/n)-b(∑x/n)

β ⇒ b= [∑xy- ((∑x)(∑y))/n]/(∑x²-((∑x)²/n))

σ²⇒ Se²= 1/(n-2)*[∑y²-(∑y)²/n - b²(∑x²-(∑x)²/n)]

n= 7

∑y= 501.80

∑y²= 36097.88

∑x= 240.80

∑x²= 8310.44

∑xy= 17204.87

b0= 144.59

b= -2.12

Se²= 1.02

The estimated regression line is:

Yi= 144.59 -2.12Xi

You need to calculate a 99%CI E(Y/X=35), the formula is:

(b0 + bX0) ±
`t_(n-2;1-\alpha /2)`*
`\sqrt{S_e^2((1)/(n)+((X_0-X[bar])^2)/(sumX^2-(((sumX)^2)/(n) )) )}`

(144.59 + (-2.12*35)) ± 4.032*
`\sqrt{1.02((1)/(7)+((35-34.4)^2)/(8310.44-(((240.80)^2)/(7) )) )}`

[68.78; 71.99]

With a 99% confidence level youd expect that the interval [68.78; 71.99] contains the true value of the average of Y when X= 35.

I hope it helps!