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Hill, 2004.
References
India, 2011.
of dirt but at the same time it is felt that the color of the
washing.
Problem Statement
calculations.
T − 40 P−6
TC = PC =
50 − 40 9−6
Regression Analysis involving Main
Factors Only
C = β0 + β1 X1 + β1 X2
Parameter Estimation
𝛃 = (𝐗 ′ 𝐗)−𝟏 𝐗 ′ 𝐘
X and Y Matrices
1 −1 −1 234
1 0 −1 257.5
1 1 −1 282
1 −1 0 193.5
1 0 0 187
1 1 0 181.5
X = 1 −1 1 Y = 153
1 0 1 116.5
1 1 1 81
1 0.5 −0.5 226.9
1 −0.5 −0.5 217.9
1 0.5 0.5 141.4
1 −0.5 0.5 162.4
X and Y Matrices
2434.6 𝛃 = (𝐗 ′ 𝐗)−𝟏 𝐗 ′ 𝐘
13 0 0
′ 𝐗 ′ 𝐘 = −42
𝐗𝐗= 0 7 0
−493.5
0 0 7
1
13
0 0 187.27
1 𝛃 = −6.00
(𝐗 ′ 𝐗)−𝟏 = 0 0
7 −70.5
1
0 0
7
Significance of 𝛃𝟎 187.27
𝛃 = −6.00
−70.5
13
i=1 Yi 2434.5
= = 187.27
13 13
Variance-Covariance Matrix
c. Present the variance-covariance matrix (V).
C00 C01 C02
𝐕 = (𝐗 ′ 𝐗)−𝟏 σ2 = C01 C11 C12 σ2
C02 C12 C22
V βj = Cjj σ2
Cov βi , βj = Cij σ2
Variance-Covariance Matrix
c. Present the variance-covariance matrix (V).
1
0 0
13 V βj = Cjj σ2
1
𝐕= 0 0 σ2
7 Cov βi , βj = Cij σ2
1
0 0
7
σ2 . 𝐘 ′ 𝐘 = 494813.74
𝛃′𝐗 ′ 𝐘 = 490988.15
SSE = 3825.59
Residuals Sum of Squares
c. Degrees of Freedom for Mean Square Error : n-p
= 13 – 3 = 10
Hence σ2 = 382.56
Residuals Sum of Squares
Hence σ2 = 382.56
Or
σ = 19.56
Variance-Covariance Matrix
c. Present the variance-covariance matrix (V).
1
0 0
13 V βj = Cjj σ2
1
𝐕= 0 0 σ2
7 Cov βi , βj = Cij σ2
1
0 0
7
σ2 = 382.56
Variance-Covariance Matrix
c. Present the variance-covariance matrix (V).
1
0 0 V β0 = 29.43
13
1
𝐕= 0 0 σ2 V β1 = 54.65
7
1
0 0 V β2 = 54.65
7
Cov βi , βj = 0
σ2 = 382.56
Standard Errors of the Coefficients
c. Standard Errors for the regression coefficients
V β2 = 54.65 se β2 = 7.393
Analysis of Variance
d. Construct the ANOVA table explaining the different
calculations.
SSTotal = Yi − Y 2
i=1
13
SSTotal = Yi − 187.277 2
i=1
Total Sum of Squares
d. Total sum of squares:
SSTotal = Yi − Y 2
i=1
n 2
Y
i=1 i
SSTotal = Y ′ Y −
n
Total Sum of Squares
d. Total sum of squares:
n 2
i=1 Yi
SSTotal = Y ′ Y −
n
2434.62
SSTotal = 494813.7 − = 38869.34
13
Regression Sum of Squares
d. Exclude the effect of 𝛃𝟎
n 2
Y
i=1 i
SSRegression = 𝛃′𝐗 ′ 𝐘 −
n
2434.62
SSRegression = 490988.14 − = 35043.74
13
Analysis of Variance
Source of Degrees of
Sum of Squares Mean Square
Variation Freedom
Regression (excl.
35043.74 2 17521.87
0)
Total
38869.33 12
(excl. 0)
n
SSE ( Yi Ŷi ) Y' Y β̂' X' Y
2
i1
Y
n 2
Y
n 2
i i
Y' Y i1 β̂' X' Y i1
n n
2
SSError n − p
R adj =1 −
SSTotal n − 1
Adjusted R2:
3825.56 13 − 3
R2 adj =1 − = 0.882
38869.33 13 − 1
Regression Parameters
Adjusted R2 0.882
Variance-Covariance Matrix
c. Present the variance-covariance matrix (V).
2.9341 −0.0571 −0.0952
𝐕𝐔𝐂 = −0.0571 0.0014 0 382.56
−0.0952 0 0.0159
σ2 = 382.56
Standard Errors of the Coefficients
c. Standard Errors for the regression coefficients
calculations.
SSTotal = Yi − Y 2
i=1
13
SSTotal = Yi − 187.277 2
i=1
Total Sum of Squares
d. Total sum of squares:
SSTotal = Yi − Y 2
i=1
n 2
Y
i=1 i
SSTotal = Y ′ Y −
n
Total Sum of Squares
d. Total sum of squares (excluding the effect of 𝛃𝟎 ):
n 2
Y
i=1 i
SSTotal = Y ′ Y −
n
2434.62
SSTotal = 494813.7 − = 38869.34
13
Regression Sum of Squares
d. Exclude the effect of 𝛃𝟎
n 2
Y
i=1 i
SSRegression = 𝛃′𝐗 ′ 𝐘 −
n
2434.62
SSRegression = 490988.14 − = 35043.74
13
Analysis of Variance
Source of Sum of Degrees of Mean
Total 38869.33 12
n
SSerror ( y i yˆ i ) 2 y' y β̂' X' y
i1
n
2
n
2
yi yi
i1 i1
y' y β̂' X' y
n n
SSerror = 494813.7 − 490988.14= 3825.56
Analysis of Variance
3825.56 (13−3)
R2 adj =1 − = 1 − 0.1181 = 0.882
38869.33 (13−1)
Regression Parameters
Adjusted R2 0.882