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An article entitled "A Method for Improving the Accuracy of Polynomial Regression Analysis" in the Journal of Quality Technology \((1971,\) pp. \(149-155)\) reported the fol lowing data on \(y=\) ultimate shear strength of a rubber compound (psi) and \(x=\) cure temperature \(\left({ }^{\circ} F\right) .\) \( \begin{array}{c|c|c|c|c|c} y & 770 & 800 & 840 & 810 \\ \hline x & 280 & 284 & 292 & 295 \\ y & 735 & 640 & 590 & 560 \\ \hline x & 298 & 305 & 308 & 315 \end{array} \) (a) Fit a second-order polynomial to these data. (b) Test for significance of regression using \(\alpha=0.05 .\) (c) Test the hypothesis that \(\beta_{11}=0\) using \(\alpha=0.05\). (d) Compute the residuals from part (a) and use them to evaluate model adequacy.

Short Answer

Expert verified
Fit a polynomial and test significance; then test \(\beta_1 = 0\) using t-test, and evaluate model adequacy using residuals.

Step by step solution

01

Fit a Second-Order Polynomial

To fit a second-order polynomial regression, we assume the model:\[ y = \beta_0 + \beta_1 x + \beta_2 x^2 + \epsilon \]Using the given data, we use a method such as least squares to estimate the coefficients \( \beta_0, \beta_1, \) and \( \beta_2 \). Calculating these (often with software), we find the estimated polynomial equation for predicting ultimate shear strength from cure temperature.
02

Test for Significance of Regression

To test for the significance of the regression, we perform an F-test. We calculate the F-statistic using the ratio of the model mean square to the error mean square from the ANOVA table. With \( \alpha = 0.05 \), we compare the calculated F-value to the critical value from the F distribution table. If the calculated F is greater than the critical value, the regression is significant.
03

Test Hypothesis \(\beta_1 = 0\)

We perform a t-test for the coefficient \( \beta_1 \). The null hypothesis is that \( \beta_1 = 0 \) (cure temperature has no linear effect). We calculate the t-statistic for \( \beta_1 \) and compare it with the critical t-value from the t-distribution table at \( \alpha = 0.05 \). If the t-statistic exceeds the critical value, we reject the null hypothesis, indicating a significant effect.
04

Compute Residuals

Compute the residuals by subtracting the observed values from the predicted values based on the polynomial equation from Step 1. Residuals \( e_i = y_i - \hat{y}_i \) help in diagnosing the fit of the model.
05

Evaluate Model Adequacy with Residuals

Analyze residuals for randomness and homoscedasticity (constant variance). Plotting residuals against predicted values and other diagnostics such as Q-Q plots can reveal if the polynomial model is appropriate. Any patterns or non-randomness in the residuals may suggest model inadequacy.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Second-Order Polynomial
In polynomial regression analysis, a second-order polynomial is a statistical tool used to model the relationship between a dependent variable and an independent variable. When fitting a second-order polynomial, the model takes the form:\[ y = \beta_0 + \beta_1 x + \beta_2 x^2 + \epsilon \]where:
  • \(y\) is the dependent variable, in this case, the ultimate shear strength of a rubber compound.
  • \(x\) is the independent variable, the cure temperature in degrees Fahrenheit.
  • \(\beta_0, \beta_1, \beta_2\) are the coefficients that need to be estimated.
  • \(\epsilon\) is the error term, accounting for variations not explained by the model.
To estimate these coefficients, methods like least squares are employed. This process involves using computational tools, often software, to minimize the difference between the observed and predicted values. The resulting polynomial equation is a helpful model for predicting outcomes based on the given temperatures. It's called second-order because it includes the squared term \(x^2\), which adds a curve to the best-fit line. This curve allows the model to capture the potential non-linear relationship between cure temperature and shear strength.
Significance of Regression
Testing the significance of regression is essential to determine whether the relationship modeled by the polynomial is meaningful. For this purpose, an F-test is employed. The F-test assesses whether there is a significant linear relationship between the dependent variable and the independent variable.Steps in Testing Significance:
  • Calculate the F-statistic by comparing the variance explained by the regression to the variance left unexplained (error variance).
  • This statistic is computed using the regression mean square and the error mean square.
  • The significance level \(\alpha\) is set, commonly at 0.05, which defines the threshold for decision-making.
  • If the computed F-value is greater than the critical F-value from statistical tables, the regression is considered significant. This implies that the polynomial model provides a better fit than a model with no independent variables.
A significant regression means the independent variable reliably predicts the dependent variable, thus validating the model's utility in practical applications.
Residual Analysis
Residual analysis plays a crucial role in evaluating the adequacy of a polynomial regression model. Residuals are the differences between the observed values and the values predicted by the model. They provide insights into how well the model fits the data.Steps for Residual Analysis:
  • First, calculate the residuals as \(e_i = y_i - \hat{y}_i\), where \(y_i\) is the observed value and \(\hat{y}_i\) is the predicted value.
  • Analyzing residuals involves checking for patterns. Ideally, residuals should be randomly distributed around zero, indicating a good fit.
  • Use plots, such as residual plots or Q-Q plots, to visually inspect the data.

Patterns to Watch For:

  • Non-random patterns or trends suggest model inadequacies, such as omitted variables or incorrect functional form.
  • Heteroscedasticity, where residual variance changes across different levels of an independent variable.
By carefully analyzing residuals, one can diagnose potential issues in the model, leading to improvements or adjustments for better accuracy.
ANOVA Table
An ANOVA (Analysis of Variance) table is a powerful tool used to summarize the information necessary for analyzing the significance of a regression model. It breaks down the components that contribute to the total variance in the data. Components of ANOVA Table:
  • Source of Variation: Typically includes regression and residual (error).
  • Degrees of Freedom (DF): Corresponds to the number of independent pieces of information available for analysis. In regression, it is often total DF minus the model parameters.
  • Sum of Squares (SS): Represents the variance explained by each source. Higher regression SS compared to error SS indicates a better-fitting model.
  • Mean Square (MS): Calculated as SS divided by its respective DF. Both regression MS and error MS are used to compute the F-statistic.
  • F-Statistic: Measures the ratio of explained to unexplained variance. It is used to test the overall significance of the regression model.
By reviewing the ANOVA table, researchers can determine how well the polynomial regression model explains the variability of the dependent variable, validating the relevance of chosen predictors.

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Most popular questions from this chapter

Consider the following inverse of the model matrix: \(\left(\mathbf{X}^{\prime} \mathbf{X}\right)^{-1}=\left[\begin{array}{rrr}0.893758 & -0.028245 & -0.0175641 \\ -0.028245 & 0.0013329 & 0.0001547 \\ -0.017564 & 0.0001547 & 0.0009108\end{array}\right]\) (a) How many variables are in the regression model? (b) If the estimate of \(\sigma^{2}\) is 50 , what is the estimate of the variance of each regression coefficient? (c) What is the standard error of the intercept?

\(12.4 .\) You have fit a multiple linear regression model and the \(\left(\mathbf{X}^{\prime} \mathbf{X}\right)^{-1}\) matrix is: $$ \left(\mathbf{X}^{\prime} \mathbf{X}\right)^{-1}=\left[\begin{array}{rrr} 0.893758 & -0.0282448 & -0.0175641 \\ -0.028245 & 0.0013329 & 0.0001547 \\\ -0.017564 & 0.0001547 & 0.0009108 \end{array}\right] $$ (a) How many regressor variables are in this model? (b) If the error sum of squares is 307 and there are 15 observations, what is the estimate of \(\sigma^{2} ?\) (c) What is the standard error of the regression coefficient \(\hat{\beta}_{1} ?\)

Consider the following data, which result from an experiment to determine the effect of \(x=\) test time in hours at a particular temperature on \(y=\) change in oil viscosity: (a) Fit a second-order polynomial to the data. \( \begin{array}{c|r|r|r|r|r} y & -1.42 & -1.39 & -1.55 & -1.89 & -2.43 \\\ \hline x & .25 & .50 & .75 & 1.00 & 1.25 \\ y & -3.15 & -4.05 & -5.15 & -6.43 & -7.89 \\ \hline x & 1.50 & 1.75 & 2.00 & 2.25 & 2.50 \end{array} \) (b) Test for significance of regression using \(\alpha=0.05 .\) (c) Test the hypothesis that \(\beta_{11}=0\) using \(\alpha=0.05\). (d) Compute the residuals from part (a) and use them to evaluate model adequacy.

A chemical engineer is investigating how the amount of conversion of a product from a raw material \((y)\) depends on reaction temperature \(\left(x_{1}\right)\) and the reaction time \(\left(x_{2}\right) .\) He has developed the following regression models: $$ \begin{array}{l} \text { 1. } \hat{y}=100+2 x_{1}+4 x_{2} \\ \text { 2. } \hat{y}=95+1.5 x_{1}+3 x_{2}+2 x_{1} x_{2} \end{array} $$ Both models have been built over the range \(0.5 \leq x_{2} \leq 10\). (a) What is the predicted value of conversion when \(x_{2}=2 ?\) Repeat this calculation for \(x_{2}=8 .\) Draw a graph of the predicted values for both conversion models. Comment on the effect of the interaction term in model 2 . (b) Find the expected change in the mean conversion for a unit change in temperature \(x_{1}\) for model 1 when \(x_{2}=5 .\) Does this quantity depend on the specific value of reaction time selected? Why? (c) Find the expected change in the mean conversion for a unit change in temperature \(x_{1}\) for model 2 when \(x_{2}=5 .\) Repeat this calculation for \(x_{2}=2\) and \(x_{2}=8\). Does the result depend on the value selected for \(x_{2}\) ? Why?

A study was performed on wear of a bearing \(y\) and its relationship to \(x_{1}=\) oil viscosity and \(x_{2}=\) loud. The following data were obtained.\(\begin{array}{rrr} \hline y & x_{1} & x_{2} \\ \hline 293 & 1.6 & 851 \\ 230 & 15.5 & 816 \\ 172 & 22.0 & 1058 \\ 91 & 43.0 & 1201 \\ 113 & 33.0 & 1357 \\ 125 & 40.0 & 1115 \\ \hline \end{array} \) (a) Iit a multiple linear regression model to these data (b) Iistimate \(\sigma^{2}\) and the standard errors of the regression coefficicnts. (c) Use the model to prodict wear when \(x_{1}=25\) and \(x_{2}=1000\). (d) Fit a multiple linear regression model with an interaction term to these data (c) Estimate \(\sigma^{2}\) and \(\operatorname{se}\left(\hat{\beta}_{j}\right)\) for this ncw model. How did these quantitics change? Does this tell you anything about the value of adding the interaction term to the model? (f) Use the model in (d) to predict when \(x_{1}=25\) and \(x_{2}=\) 1000\. Compare this prediction with the predicted value from part (c) above.

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