/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 15 An article in Optical Engineerin... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

An article in Optical Engineering ["Operating Curve Extraction of a Corrclator's Filter" (2004, Vol. \(43,\) pp. \(2775-2779)]\) reported on use of an optical correlator to perform an experiment by varying brightness and contrast. The resulting modulation is characterized by the useful range of gray levels. The data are shown below: \(\begin{array}{llllrrrrr}\text { Brightncss (\%): } & 54 & 61 & 65 & 100 & 100 & 100 & 50 & 57 & 54 \\ \text { Contrast (\%): } & 56 & 80 & 70 & 50 & 65 & 80 & 25 & 35 & 26 \\ \text { Useful range (ng): } & 96 & 50 & 50 & 112 & 96 & 80 & 155 & 144 & 255\end{array}\) (a) lit a multiple linear regression model to these data. (b) Iistimate \(\sigma^{2}\) (c) Compute the standard errors of the regression coefficicnts. (d) Prediet the uscful range when brightness \(=80\) and contrast \(=75\)

Short Answer

Expert verified
Fit the regression model to estimate coefficients and predict range; calculate \( \sigma^2 \) and standard errors using standard formulas.

Step by step solution

01

Organize the Data

We need to organize the given data into a table with three columns: Brightness, Contrast, and Useful Range. This will help in setting up our linear regression model for parts (a), (b), and (c) of the problem.
02

Fit the Multiple Linear Regression Model

To fit the model, assume the relationship: \( y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \epsilon \) where \( y \) is the Useful Range, \( x_1 \) is Brightness, and \( x_2 \) is Contrast. Use software or calculators to estimate \( \beta_0 \), \( \beta_1 \), and \( \beta_2 \).
03

Estimate \( \sigma^2 \)

The variance \( \sigma^2 \) of the model errors can be estimated by the sum of squared residuals divided by the degrees of freedom (number of observations minus the number of parameters). Compute this value after fitting the model.
04

Compute Standard Errors of Coefficients

Standard errors of the regression coefficients can be calculated directly from the output of the regression, using standard statistical formulas. Typically, these values are provided by regression software.
05

Predict Useful Range for Given Values

Substitute Brightness = 80 and Contrast = 75 into the fitted regression equation from Step 2. Use the estimated coefficients to calculate the predicted Useful Range.

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!

Key Concepts

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

Understanding Optical Correlators
An optical correlator is an innovative device used in various fields like engineering and data processing to compare image patterns. By adjusting parameters such as brightness and contrast, it helps identify significant features within an image. This process allows for a better understanding of images by identifying similar patterns and differences across images.
Optical correlators work by manipulating light waves to perform calculations and derive correlations. They are often used to extract operating curves that illustrate how different image features respond to changes in parameters like the ones seen in brightness and contrast, providing valuable insights into the quality and usability of images.
  • Used for analyzing image patterns.
  • Adjusts light properties to enhance image features.
  • Mainly applied in pattern recognition and image comparison.
Insights into Variance Estimation
Variance estimation is crucial in multiple linear regression as it measures the spread of the errors from the predicted values. It indicates how much the actual values deviate from the expected trend.
To estimate variance, we sum the squared residuals (differences between observed and predicted values) and divide by the degrees of freedom. This gives us \[\hat{\sigma}^2 = \frac{\sum (y_i - \hat{y}_i)^2}{n - p}\]where \(n\) is the number of observations, and \(p\) is the number of parameters.
The estimated variance informs us about the accuracy of our model. A lower variance suggests a model that closely follows the data trends, while a higher variance indicates more deviation.
  • Crucial for understanding model accuracy.
  • Calculated using residuals and degrees of freedom.
  • Helps judge the overall fit of the model.
Deciphering Standard Errors
Standard errors offer insight into the precision of the regression coefficient estimates in a multiple linear regression model. Smaller standard errors mean greater confidence in the reliability of the coefficients.
Standard errors are calculated using the variance estimate and the structure of the model itself. They are provided by regression output, indicating the uncertainty associated with each predicted coefficient. The formula for standard error of a coefficient \( \beta_i \) is typically derived from \[SE(\beta_i) = \sqrt{\frac{\hat{\sigma}^2}{S_{ii}}}\]where \( S_{ii} \) is the diagonal element of the inverse of the matrix of sums of squares and products.
  • Reflect the precision of regression coefficients.
  • Derived from variance estimates.
  • Influence confidence intervals of the estimates.
Predictive Modeling Explained
Predictive modeling in the context of multiple linear regression involves using the regression equation to forecast outcomes based on new input values, such as brightness and contrast settings in our example.
This is achieved by substituting chosen values into the regression equation, allowing for predictions of the dependent variable—in our case, the useful range. If the model is well-fitted, these predictions will be close to the observed values when similar conditions are met. For example, substituting brightness = 80 and contrast = 75 into our fitted equation will yield the predictive estimate.
  • Uses regression equations to make predictions.
  • Substitutes new input values for output forecast.
  • Assesses model power and accuracy in predicting outcomes.

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

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.

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?

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 sample of 25 observations is used to fit a regression model in seven variables. The estimate of \(\sigma^{2}\) for this full model is \(M S_{E}=10\). (a) A forward selection algorithm has put three of the original seven regressors in the model. The error sum of squares for the three-variable model is \(S S_{E}=300 .\) Based on \(C_{p}\) would you conclude that the three-variable model has any remaining bias? (b) After looking at the forward selection model in part (a), suppose you could add one more regressor to the model. This regressor will reduce the error sum of squares to 275 Will the addition of this variable improve the model? Why?

An article in the Journal of the American Ceramics Society (1992, Vol. 75, pp. \(112-116\) ) describes a process for immobilizing chemical or nuclear wastes in soil by dissolving the contaminated soil into a glass block. The authors mix \(\mathrm{CaO}\) and \(\mathrm{Na}_{2} \mathrm{O}\) with soil and model viscosity and electrical conductivity. The electrical conductivity model involves six regressors, and the sample consists of \(n=14\) observations. (a) For the six-regressor model, suppose that \(S S_{r}=0.50\) and \(R^{2}=0.94 .\) Find \(S S_{E}\) and \(S S_{R},\) and use this information to test for significance of regression with \(\alpha=0.05 .\) What are your conclusions? (b) Suppose that one of the original regressors is deleted from the model, resulting in \(R^{2}=0.92 .\) What can you conclude about the contribution of the variable that was removed? Answer this question by calculating an \(F\) -statistic. (c) Does deletion of the regressor variable in part (b) result in a smaller value of \(M S_{E}\) for the five-variable model, in comparison to the original six-variable model? Comment on the significance of your answer.

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.