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12.15 A study was performed on wear of a bearing \(y\) and its relationship to \(x_{1}=\) oil viscosity and \(x_{2}=\) load. The following data were obtained. [Prom Response Surface Methodology, Myers and Montgomery (2002).] $$ \begin{array}{crrrrr} \boldsymbol{y} & \boldsymbol{x}_{1} & \boldsymbol{x}_{2} & \boldsymbol{y} & \boldsymbol{x}_{1} & \boldsymbol{x}_{2} \\ \hline 193 & 1.6 & 851 & 230 & 15.5 & 816 \\ 172 & 22.0 & 1058 & 91 & 43.0 & 1201 \\ 113 & 33.0 & 1357 & 125 & 40.0 & 1115 \end{array} $$(a) Estimate the unknown parameters of the multiple linear regression equation $$ \mu_{Y \mid x_{1}, x_{2}}=00+\beta_{1} x_{1}+\beta_{2} x_{2} $$ (b) Predict wear when oil viscosity is 20 and load is 1200

Short Answer

Expert verified
The values of \(\beta_{0}\), \(\beta_{1}\) and \(\beta_{2}\) are determined first. These parameters are then used in the multiple linear regression equation to predict the wear when the oil viscosity is 20 and the load is 1200.

Step by step solution

01

Calculate averages

For the linear regression model \( \mu_{Y | x_{1}, x_{2}} = \beta_{0} + \beta_{1}x_{1} + \beta_{2}x_{2} \), parameters \(\beta_{0}, \beta_{1}, and \beta_{2}\) are unknown and need to be found. Start by calculating the averages of y, x1 and x2 respectively.
02

Implement the formulas for \(\beta_{1}\) and \(\beta_{2}\)

Next, implement the formulas for \(\beta_{1}\) and \(\beta_{2}\). These formulas involve summing over all observations, so use the following formulas: \[ \beta_{1} = \frac{\sum (x_{1i} - \overline{x}_{1})(y_{i} - \overline{y})}{\sum (x_{1i} - \overline{x}_{1})^2} \] and \[ \beta_{2} = \frac{\sum (x_{2i} - \overline{x}_{2})(y_{i} - \overline{y})}{\sum (x_{2i} - \overline{x}_{2})^2} \]
03

Implement the formula for \(\beta_{0}\)

Now that we have \(\beta_{1}\) and \(\beta_{2}\), we can find \(\beta_{0}\) using the formula \[ \beta_{0} = \overline{y} - \beta_{1}\overline{x}_{1} - \beta_{2}\overline{x}_{2} \]. Calculate for \(\beta_{0}\) by substituting the computed averages and the parameters \(\beta_{1}\) and \(\beta_{2}\) into the formula.
04

Make the prediction

Now, the regression equation parameters are known, so the wear can then be predicted for a particular oil viscosity and load using the formula: \(\mu_{Y | x_{1}, x_{2}} = \beta_{0} + \beta_{1}x_{1} + \beta_{2}x_{2}\). Simply substitute \(x_{1} = 20\) and \(x_{2} = 1200\) into the regression equation to predict the wear.

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Key Concepts

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

Parameter Estimation
In multiple linear regression, estimating parameters is a crucial step. Parameters define how predictors influence the response variable. In this example, we're interested in the wear of a bearing, influenced by oil viscosity and load.
To start, we need to compute average values for each variable: \( \overline{y} \), \( \overline{x}_1 \), and \( \overline{x}_2 \). With these averages, we calculate the coefficients, or parameters, \( \beta_1 \), \( \beta_2 \,\) and \( \beta_0 \).
This process begins with finding slopes \( \beta_1 \) and \( \beta_2 \) using formulas based on variances and covariances:
  • \(\beta_{1} = \frac{\sum (x_{1i} - \overline{x}_{1})(y_{i} - \overline{y})}{\sum (x_{1i} - \overline{x}_{1})^2}\)
  • \(\beta_{2} = \frac{\sum (x_{2i} - \overline{x}_{2})(y_{i} - \overline{y})}{\sum (x_{2i} - \overline{x}_{2})^2}\)
Finally, the intercept \( \beta_0 \) is calculated as:
  • \(\beta_{0} = \overline{y} - \beta_{1}\overline{x}_{1} - \beta_{2}\overline{x}_{2}\)
These estimates allow us to express the relationship between the response variable and the predictor variables numerically.
Prediction in Regression
Once parameters are estimated, we can predict the response for given predictor values. This uses the estimated regression equation to forecast outcomes. In this task, we're predicting bearing wear based on specific oil viscosity and load.
The prediction formula uses the estimated parameters:
  • \( \mu_{Y | x_{1}, x_{2}} = \beta_{0} + \beta_{1}x_{1} + \beta_{2}x_{2} \)
Plugging in the values \( x_1 = 20 \) (oil viscosity) and \( x_2 = 1200 \) (load), you'll substitute these into the equation. This will yield the predicted wear, \( \mu_{Y}\), for those input conditions.
Such predictions are valuable in practical applications, helping to understand how changes in predictors could alter the response.
Response Surface Methodology
Response Surface Methodology (RSM) is a collection of statistical techniques useful for modeling and analyzing problems where several variables influence a response of interest. It's widely used in optimizing manufacturing processes and experimental designs.
In the context of multiple linear regression, RSM helps in identifying optimal settings for predictors like oil viscosity and load. These optima point to conditions where the response (wear) is minimized or maximized.
RSM involves:
  • Fitting a model that includes linear and potentially quadratic terms.
  • Analyzing contours or surfaces of the fitted model to understand variable interactions.
By employing RSM, engineers and scientists can derive conditions that optimize process outputs. This methodology extends basic regression analysis, enhancing its practical applicability.

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Most popular questions from this chapter

An experiment was conducted to determine if the weight of an animal can be predicted after a given period of time on the basis of the initial weight of the animal and the amount of feed that was eaten. The following data, measured in kilograms, were recorded: \begin{tabular}{ccc} Final Weight, \(y\) & Initial Weight, \(x_{1}\) & Feed Weight, \(\boldsymbol{x}_{2}\) \\ \hline 95 & 42 & 272 \\ 77 & 33 & 226 \\ 80 & 33 & 259 \\ 100 & 45 & 292 \\ 97 & 39 & 311 \end{tabular}.(a) \begin{tabular}{ccc} Final Weight, \(y\) & Initial Weight, \(x_{1}\) & Feed Weight, \(x_{2}\) \\ \hline 70 & 36 & 183 \\ 50 & 32 & 173 \\ 80 & 41 & 236 \\\ 92 & 40 & 230 \\ 84 & 38 & 235 \\ Fit a multiple regression equation of the form \end{tabular} \(\mu_{Y \mid x_{1}, n_{n}=}=00+\beta_{1} x_{1}+\beta_{2} x_{2}\) (b) Predict the final weight of an animal having an initial weight of 35 kilograms that is fed 250 kilograms.

In Exercise- \(12.28,\) page \(464,\) we have the following data concerning wear of a bearing: $$ \begin{array}{ccc} y \text { (wear) } & x_{1} \text { ( } \text { (oil viscosity) } & x_{2} \text { (load) } \\ \hline 193 & 1.6 & 851 \\ 230 & 15.5 & 816 \\ 172 & 22.0 & 1058 \\ 91 & 43.0 & 1201 \\ 113 & 33.0 & 1357 \\ 125 & 40.0 & 1115 \end{array} $$ (a) The following model may be considered to describe this data: $$ y_{i}=00+\beta_{1} x_{1 i}+\beta_{2} x_{2 i}+\beta_{12} x_{1 i} x_{2 i}+\epsilon_{i} $$ for \(i=1,2, \ldots, 6\). The \(x_{1} x_{2}\) is an "interaction"' term. Fit this model and estimate the parameters. (b) Use the models \((x),\left(x_{1}, x_{2}\right),\left(x_{2}\right),\left(x_{1}, x_{2}, x_{1} x_{2}\right)\) and compute PRESS, \(C p,\) and \(s^{n}\) to determine the "best" model.

An experiment was conducted to study the size of squid eaten by sharks and tuna. The regressor variables are characteristics of the beak or mouth of the squid. The regressor variables and response considered for the study are $$ \begin{array}{l} x_{1}=\text { rostral length, in inches, } \\ x_{2}=\text { wing length, in inches, } \\ x_{3}=\text { rostral to notch length, in inches, } \\ x_{4}=\text { notch to wing length, in inches, } \\ x_{5}=\text { width, in inches, } \\ y=\text { weight, in pounds. } \end{array} $$ $$ \begin{array}{cccccc} \boldsymbol{x}_{1} & \boldsymbol{D}_{2} & \mathrm{x}_{3} & \boldsymbol{m}_{4} & \boldsymbol{x}_{5} & \boldsymbol{y} \\\ \hline 1.31 & 1.07 & 0.44 & 0.75 & 0.35 & 1.95 \\ 1.55 & 1.49 & 0.53 & 0.90 & 0.47 & 2.90 \\ 0.99 & 0.84 & 0.34 & 0.57 & 0.32 & 0.72 \\ 0.99 & 0.83 & 0.34 & 0.54 & 0.27 & 0.81 \\ 1.01 & 0.90 & 0.36 & 0.64 & 0.30 & 1.09 \\ 1.09 & 0.93 & 0.42 & 0.61 & 0.31 & 1.22 \\ 1.08 & 0.90 & 0.40 & 0.51 & 0.31 & 1.02 \\\ 1.27 & 1.08 & 0.44 & 0.77 & 0.34 & 1.93 \\ 0.99 & 0.85 & 0.36 & 0.56 & 0.29 & 0.64 \\ 1.34 & 1.13 & 0.45 & 0.77 & 0.37 & 2.08 \\ 1.30 & 1.10 & 0.45 & 0.76 & 0.38 & 1.98 \\ 1.33 & 1.10 & 0.48 & 0.77 & 0.38 & 1.90 \\ 1.86 & 1.47 & 0.60 & 1.01 & 0.65 & 8.56 \\ 1.58 & 1.34 & 0.52 & 0.95 & 0.50 & 4.49 \\\ 1.97 & 1.59 & 0.67 & 1.20 & 0.59 & 8.49 \\ 1.80 & 1.56 & 0.66 & 1.02 & 0.59 & 6.17 \\ 1.75 & 1.58 & 0.63 & 1.09 & 0.59 & 7.54 \\ 1.72 & 1.43 & 0.64 & 1.02 & 0.63 & 6.36 \\ 1.68 & 1.57 & 0.72 & 0.96 & 0.68 & 7.63 \\ 1.75 & 1.59 & 0.68 & 1.08 & 0.62 & 7.78 \\ 2.19 & 1.86 & 0.75 & 1.24 & 0.72 & 10.15 \\\ 1.73 & 1.67 & 0.64 & 1.14 & 0.55 & 6.88 \end{array} $$ Estimate the multiple linear regression equation $$ \begin{array}{l} \mu_{Y \mid x_{1}, x_{2}, x_{3}, x_{4}, x_{5}} \\\ \quad=00+\beta_{1} x_{1}+\beta_{2} x_{2}+03 X 3+\beta_{4} x_{1}+\beta_{5} x_{5} \end{array} $$

Given the data \begin{tabular}{c|ccccccc} \(x\) & 0 & 1 & 2 & 3 & 4 & 5 & 6 \\\ \hline\(y\) & 1 & 4 & 5 & 3 & 2 & 3 & 4 \end{tabular} (a) Fit the cubic model \(\mu_{Y \mid x}=\beta_{0}+\beta_{1} x+\beta_{2} x^{2} \beta_{3} x^{3}\). (b) Predict \(Y\) when \(x=2\).

Twenty-three student teachers took part in an evaluation program designed to measure teacher effectiveness and determine what factors are important. Eleven female instructors took part. The response measure was a quantitative evaluation made on the cooperating teacher. The regressor variables were scores on four standardized tests given to each instructor. The data are as follows: $$ \begin{array}{crrrr} y & x_{1} & x_{2} & x_{3} & x_{4} \\ \hline 410 & 69 & 125 & 59.00 & 55.66 \\ 569 & 57 & 131 & 31.75 & 63.97 \\ 425 & 77 & 141 & 80.50 & 45.32 \\ 344 & 81 & 122 & 75.00 & 46.67 \\ 324 & 0 & 141 & 49.00 & 41.21 \\ 505 & 53 & 152 & 49.35 & 43.83 \\ 235 & 77 & 141 & 60.75 & 41.61 \\\ 501 & 76 & 132 & 41.25 & 64.57 \\ 400 & 65 & 157 & 50.75 & 42.41 \\ 584 & 97 & 166 & 32.25 & 57.95 \\ 434 & 76 & 141 & 54.50 & 57.90 \end{array} $$ Estinlate the multiple linear regression equation $$ \mu_{Y}\left\lfloor_{X_{1}, x_{2}, x_{3}, x_{4}}=00+\beta_{1} x_{1}+\beta_{2} x_{2}+\beta_{3} x_{3}+\beta_{4} x_{4}\right. $$

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