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Regression

The document presents a series of regression problems, detailing calculations for regression coefficients and equations for various datasets. It includes solutions for estimating values based on given regression lines and correlation coefficients. Additionally, it provides practice problems for further application of regression analysis concepts.

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0% found this document useful (0 votes)
17 views15 pages

Regression

The document presents a series of regression problems, detailing calculations for regression coefficients and equations for various datasets. It includes solutions for estimating values based on given regression lines and correlation coefficients. Additionally, it provides practice problems for further application of regression analysis concepts.

Uploaded by

jsigarapati
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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REGRESSION

PROBLEM: 1

Calculate the regression coefficient and obtain the lines of regression for the
following data

Solution:

𝝈𝒙
Regression coefficient of X on Y = 𝒃𝒙𝒚 = 𝒓
𝝈𝒚
(i) Regression equation/line of X on Y= 𝒃𝒙𝒚

𝝈𝒚
(ii) Regression coefficient of Y on X = 𝒃𝒚𝒙 = 𝒓
𝝈𝒙

(iii) Regression equation/line of Y on X

Y = 0.929X–3.716+11

= 0.929X+7.284

The regression equation of Y on X is Y= 0.929X + 7.284

PROBLEM: 2

Calculate the two regression equations of X on Y and Y on X from the data


given below, taking deviations from a actual means of X and Y.

Estimate the likely demand when the price is Rs.20.


Solution:

Calculation of Regression equation

(i) Regression equation of X on Y

(ii) Regression Equation of Y on X

When X is 20, Y will be


= –0.25 (20)+44.25

= –5+44.25

= 39.25 (when the price is Rs. 20, the likely demand is 39.25)

PROBLEM: 3
Obtain regression equation of Y on X and estimate Y when X=55 from the
following

Solution:

(i) Regression coefficients of Y on X


(ii) Regression equation of Y on X

Y–51.57 = 0.942(X–48.29 )

Y = 0.942X–45.49+51.57=0.942 #–45.49+51.57

Y = 0.942X+6.08

The regression equation of Y on X is Y= 0.942X+6.08 Estimation


of Y when X= 55

Y= 0.942(55)+6.08=57.89

PROBLEM: 4

Find the means of X and Y variables and the coefficient of correlation


between them from the following two regression equations:

2Y–X–50 = 0

3Y–2X–10 = 0.

Solution:

We are given

2Y–X–50 =0 ... (1)

3Y–2X–10 = 0 ... (2)

Solving equation (1) and (2)

We get Y = 90

Putting the value of Y in equation (1)

We get X = 130

Calculating correlation coefficient

Let us assume equation (1) be the regression equation of Y on X

2Y = X+50
NOTE

It may be noted that in the above problem one of the regression coefficient is
greater than 1 and the other is less than 1. Therefore our assumption on
given equations are correct.

PROBLEM: 5

Find the means of X and Y variables and the coefficient of correlation


between them from the following two regression equations:

4X–5Y+33 = 0

20X–9Y–107 = 0

Solution:

We are given

4X–5Y+33 = 0 ... (1)

20X–9Y–107 =0 ... (2)

Solving equation (1) and (2)

We get Y = 17

Putting the value of Y in equation (1)

Calculating correlation coefficient

Let us assume equation (1) be the regression equation of X on Y


Let us assume equation (2) be the regression equation of Y on X

But this is not possible because both the regression coefficient are greater
than

So our above assumption is wrong. Therefore treating equation (1) has


regression equation of Y on X and equation (2) has regression equation
of X on Y . So we get

PROBLEM: 6
The following table shows the sales and advertisement expenditure of a form
Coefficient of correlation r= 0.9. Estimate the likely sales for a proposed
advertisement expenditure of Rs. 10 crores.

Solution:

When advertisement expenditure is 10 crores i.e., Y=10 then


sales X=6(10)+4=64 which implies sales is 64.

Example 9.15

There are two series of index numbers P for price index and S for stock of
the commodity. The mean and standard deviation of P are 100 and 8 and of
S are 103 and 4 respectively. The correlation coefficient between the two
series is 0.4. With these data obtain the regression lines
of P on S and S on P.

Solution:

Let us consider X for price P and Y for stock S. Then the mean
and SD for P is considered as X-Bar = 100 and σx=8. respectively and the
mean and SD of S is considered as Y-Bar =103 and σy=4. The correlation
coefficient between the series is r(X,Y)=0.4

Let the regression line X on Y be


Problem: For 5 pairs of observations the following results are obtained
∑X=15, ∑Y=25, ∑X2 =55, ∑Y2 =135, ∑XY=83 Find the equation of the lines
of regression and estimate the value of X on the first line when Y=12 and
value of Y on the second line if X=8.

Solution:

Y–5 = 0.8(X–3)

= 0.8X+2.6

When X=8 the value of Y is estimated as

= 0.8(8)+2.6
=9

PROBLEM: 7
The two regression lines are 3X+2Y=26 and 6X+3Y=31. Find the correlation
coefficient.

Solution:

Let the regression equation of Y on X be

3X+2Y = 26

PROBLEM: 8

In a laboratory experiment on correlation research study the equation of the


two regression lines were found to be 2X–Y+1=0 and 3X–2Y+7=0 . Find the
means of X and Y. Also work out the values of the regression coefficient and
correlation between the two variables X and Y.

Solution:

Solving the two regression equations we get mean values of X and Y

PROBLEM: 9

For the given lines of regression 3X–2Y=5and X–4Y=7. Find


(i) Regression coefficients

(ii) Coefficient of correlation

Solution:

(i) First convert the given equations Y on X and X on Y in standard form and
find their regression coefficients respectively.

Given regression lines are

3X–2Y = 5 ... (1)

X–4Y = 7 ... (2)

Let the line of regression of X on Y is

3X–2Y = 5

3X = 2Y+5

Coefficient of correlation
Since the two regression coefficients are positive then the correlation
coefficient is also positive and it is given by

PRACTICE PROBLEMS

1. From the data given below

Find (a) The two regression equations, (b) The coefficient of correlation
between marks in Economics and statistics, (c) The mostly likely marks in
Statistics when the marks in Economics is 30.

2. The heights ( in cm.) of a group of fathers and sons are given below

Find the lines of regression and estimate the height of son when the height
of the father is 164 cm.

3. The following data give the height in inches (X) and the weight in lb. (Y) of
a random sample of 10 students from a large group of students of age 17
years:

Estimate weight of the student of a height 69 inches.

4. Obtain the two regression lines from the following data N=20, ∑X=80,
∑Y=40, ∑X2=1680, ∑Y2=320 and ∑XY=480
5. Given the following data, what will be the possible yield when the rainfall
is 29₹₹

Coefficient of correlation between rainfall and production is 0.8

6. The following data relate to advertisement expenditure(in lakh of rupees)


and their corresponding sales( in crores of rupees)

Estimate the sales corresponding to advertising expenditure of Rs. 30 lakh.

7. You are given the following data:

If the Correlation coefficient between X and Y is 0.66, then find (i) the two
regression coefficients, (ii) the most likely value of Y when X=10

8. Find the equation of the regression line of Y on X, if the observations


( Xi, Yi) are the following (1,4) (2,8) (3,2) ( 4,12) ( 5, 10) ( 6, 14) ( 7, 16) ( 8, 6)
(9, 18)

9. A survey was conducted to study the relationship between expenditure on


accommodation (X) and expenditure on Food and Entertainment (Y) and the
following results were obtained:
Write down the regression equation and estimate the expenditure on Food
and Entertainment, if the expenditure on accommodation is Rs. 200.

10. For 5 observations of pairs of (X, Y) of variables X and Y the following


results are obtained. ∑X=15, ∑Y=25, ∑X2=55, ∑Y2=135, ∑XY=83. Find the
equation of the lines of regression and estimate the values of X and Y if Y=8
; X=12.

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