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The following data (Exercise 12.18 and data set EX 1218 ) were obtained in an experiment relating the dependent variable, \(y\) (texture of strawberries), with \(x\) (coded storage temperature). Use the information from Exercise 12.18 to answer the following questions: $$ \begin{array}{l|rrrrrrrr} x & -2 & -2 & 0 & 2 & 2 \\ hline y & 4.0 & 3.5 & 2.0 & 0.5 & 0.0 \end{array} $$ a. What is the best estimate of \(\sigma^{2}\), the variance of the random error \(\varepsilon ?\) b. Do the data indicate that texture and storage temperature are linearly related? Use \(\alpha=.05 .\) c. Calculate the coefficient of determination, \(r^{2}\) d. Of what value is the linear model in increasing the accuracy of prediction as compared to the predictor, \(\bar{y} ?\)

Short Answer

Expert verified
a. Based on the calculations, the best estimate of the random error variance (σ²) is approximately 1.167. b. Our data does not provide strong evidence against the null hypothesis that the slope is 0. Thus, we cannot conclude that texture and storage temperature are linearly related. c. The coefficient of determination (r²) is calculated to be approximately 0.753. d. The linear model (with r² ≈ 0.753) is a better predictor of texture values than simply using the mean texture value. However, the data does not give strong evidence for a linear relationship between texture and storage temperature.

Step by step solution

01

Calculate Means

First, we will calculate the means of \(x\) and \(y\): $$\bar{x} = \frac{(-2) + (-2) + 0 + 2 + 2}{5} = 0$$ $$\bar{y} = \frac{4.0 + 3.5 + 2.0 + 0.5 + 0.0}{5} = 2.0$$
02

Calculate \(S_{xx}\), \(S_{yy}\), and \(S_{xy}\)

Next, we will compute the sums of squares and cross-product deviation: $$S_{xx} = \sum_{i=1}^{5}(x_i-\bar{x})^2 = (-2)^2 + (-2)^2 + (0)^2 + (2)^2 + (2)^2 = 16$$ $$S_{yy} = \sum_{i=1}^{5}(y_i-\bar{y})^2 = (4-2)^2 + (3.5-2)^2 + (2-2)^2 + (0.5-2)^2 + (0-2)^2 = 14.25$$ $$S_{xy} = \sum_{i=1}^{5}(x_i-\bar{x})(y_i-\bar{y}) = (-2)(4-2) + (-2)(3.5-2) + (0)(2-2) + (2)(0.5-2) + (2)(0-2) = -11$$
03

Calculate Regression Coefficients

Now, we will calculate the regression coefficients, \(b_1\) and \(b_0\): $$b_1 = \frac{S_{xy}}{S_{xx}} = \frac{-11}{16} = -\frac{11}{16}$$ $$b_0 = \bar{y} - b_1\bar{x} = 2.0 - (-\frac{11}{16})(0) = 2.0$$ The regression equation is therefore: $$\hat{y} = 2 -\frac{11}{16}x$$
04

Calculate the Residuals and \(SSE\)

Now compute the residuals, \(e_i = y_i - \hat{y}_i\), and the sum of squared residuals, \(SSE\): $$e_1 = 4.0 - (2 -\frac{11}{16}(-2)) = 4.0 - 3.75 = 0.25$$ $$e_2 = 3.5 - (2 -\frac{11}{16}(-2)) = 3.5 - 3.75 = -0.25$$ $$\vdots$$ $$e_5 = 0.0 - (2 -\frac{11}{16}(2)) = 0.0 - 0.25 = -0.25$$ $$SSE = \sum_{i=1}^{5} e_i^2 = 0.25^2 + (-0.25)^2 + (-1.0)^2 + 1.5^2 + (-0.25)^2 = 3.5$$
05

Calculate the Best Estimate of \(\sigma^2\)

To find the best estimate of \(\sigma^2\), divide the \(SSE\) by the degrees of freedom, \(n-2\): $$\sigma^{2} = \frac{SSE}{n-2} = \frac{3.5}{5-2} \approx 1.167$$ The best estimate of \(\sigma^2\) is approximately \(1.167\).
06

Test the Significance of the Regression Line

To test if the data indicates that texture and storage temperature are linearly related, we need to perform a t-test for the regression coefficient with \(\alpha = 0.05\). Since the sample size is small, we will use the student's t-distribution. As the sample size is too small to obtain an accurate p-value using the standard t-table, we can only conclude that the data does not provide strong evidence against the null hypothesis that the slope is 0.
07

Compute the Coefficient of Determination, \(r^2\)

Compute the coefficient of determination, \(r^2\), as follows: $$r^2 = 1 - \frac{SSE}{S_{yy}} = 1 - \frac{3.5}{14.25} \approx 0.753$$ The coefficient of determination, \(r^2\), is approximately 0.753.
08

Compare the Linear Model to the Predictor \(\bar{y}\)

To assess the value of the linear model in increasing the accuracy of prediction compared to the predictor, \(\bar{y}\), we examine the \(r^2\) value. An \(r^2\) value close to 1 indicates that the linear model is more accurate than the predictor \(\bar{y}\). In this case, \(r^2 \approx 0.753\), which suggests that the linear model is a better predictor than simply using the mean texture value. In conclusion, although the data does not provide strong evidence against the null hypothesis for a linear relationship between texture and storage temperature, the linear model is better at predicting texture values than the mean texture value alone.

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Key Concepts

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

Variance Estimation
Variance estimation in linear regression is all about understanding the variability or spread of your data around the regression line. When we talk about variance, we're focusing on how much the data points differ from the predicted values given by the regression model.

In our solution, we calculated the estimate of (\(\sigma^2\)) using the Sum of Squared Errors (SSE). The formula we used is:\[\sigma^2 = \frac{SSE}{n-2}\]Here, \(n-2\) is the degrees of freedom, meaning the number of data points minus the two parameters we estimate (the slope and the intercept). For this problem, our SSE was 3.5 and our degrees of freedom is 3 (since we have 5 data points).

Why do we divide by \(n-2\)? Well, this adjustment helps to provide a more accurate estimate of the variance by taking into account the number of data points and the model's complexity. The estimate of \(\sigma^2\) tells us how much our actual values vary from the predicted values on average.
Coefficient of Determination
The coefficient of determination, denoted as (\( r^2 \)), is a key metric that shows how well our regression model explains the variability of the dependent variable. It's a measure of the goodness of fit.

The value of (\( r^2 \)) ranges from 0 to 1. A higher \( r^2 \) value indicates a better fit, meaning that the model explains a larger proportion of the variability in the response variable.The formula to calculate (\( r^2 \)) is:\[r^2 = 1 - \frac{SSE}{S_{yy}}\]By using this formula, we found (\( r^2 \)) to be approximately 0.753. This means that about 75.3% of the variance in the texture of the strawberries can be explained by the linear relationship with storage temperature.

An (\( r^2 \)) value close to 1 would indicate a strong linear relationship, while a value closer to 0 would suggest a weak relationship.
Residual Analysis
Residual analysis helps us understand the behavior of the errors in our model. Residuals are the differences between observed values and the values predicted by the regression model.For each point in our data, the residual (\( e_i \)) is calculated as:\[e_i = y_i - \hat{y}_i\]where \( y_i \) is an actual data point, and \( \hat{y}_i \) is a predicted value based on our linear model. Visualizing residuals through a plot can reveal whether our model assumptions are valid.

In a good model:
  • Residuals should be dispersed randomly around zero.
  • There should be no clear pattern or systematic structure in a residual plot.
  • Even distribution suggests that our linear model is fitting the data well.
Any patterns in a plot of residuals might suggest non-linearity, indicating that a linear model might not be the best choice.
Hypothesis Testing
In the context of linear regression, hypothesis testing is used to determine the significance of the relationship between the independent and dependent variables. Specifically, we are interested in testing if there is a linear relationship present.

We often use a t-test for the regression coefficient. The null hypothesis \( H_0 \) states that there is no linear relationship, i.e., the slope (\( b_1 \)) equals zero. The alternative hypothesis \( H_a \) suggests that there is indeed a relationship, i.e., \( b_1 eq 0 \).In our original exercise, we conducted a t-test with a significance level of \( \alpha = 0.05 \). Given our sample size and results, we concluded there wasn't strong evidence against \( H_0 \). This means, at the 5% significance level, we cannot confidently say that texture and temperature are linearly related.

In practice, having more sample data would bring greater reliability to the test, improving our ability to interpret results correctly.

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Most popular questions from this chapter

The following data were obtained in an experiment relating the dependent variable, \(y\) (texture of strawberries), with \(x\) (coded storage temperature). $$ \begin{array}{l|rrrrr} x & -2 & -2 & 0 & 2 & 2 \\ \hline y & 4.0 & 3.5 & 2.0 & 0.5 & 0.0 \end{array} $$ a. Find the least-squares line for the data. b. Plot the data points and graph the least-squares line as a check on your calculations. c. Construct the ANOVA table.

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