Applied Statistics and Probability for Engineers

(Chris Devlin) #1
372

11


Simple Linear

Regression and

Correlation

CHAPTER OUTLINE

LEARNING OBJECTIVES

After careful study of this chapter, you should be able to do the following:


  1. Use simple linear regression for building empirical models to engineering and scientific data

  2. Understand how the method of least squares is used to estimate the parameters in a linear
    regression model

  3. Analyze residuals to determine if the regression model is an adequate fit to the data or to see if
    any underlying assumptions are violated

  4. Test statistical hypotheses and construct confidence intervals on regression model parameters

  5. Use the regression model to make a prediction of a future observation and construct an
    appropriate prediction interval on the future observation

  6. Use simple transformations to achieve a linear regression model

  7. Apply the correlation model


11-1 EMPIRICAL MODELS
11-2 SIMPLE LINEAR REGRESSION
11-3 PROPERTIES OF THE LEAST
SQUARES ESTIMATORS
11-4 SOME COMMENTS ON USES OF
REGRESSION (CD ONLY)
11-5 HYPOTHESIS TESTS IN SIMPLE
LINEAR REGRESSION
11-5.1 Use of t-Tests
11-5.2Analysis of Variance Approach
to Test Significance of Regression
11-6 CONFIDENCE INTERVALS
11-6.1 Confidence Intervals on the
Slope and Intercept

11-6.2 Confidence Interval on the
Mean Response
11-7 PREDICTION OF NEW
OBSERVATIONS
11-8 ADEQUACY OF THE REGRESSION
MODEL
11-8.1 Residual Analysis
11-8.2 Coefficient of Determination (R^2 )
11-8.3 Lack-of-Fit Test (CD Only)
11-9 TRANSFORMATIONS TO A
STRAIGHT LINE
11-10 MORE ABOUT
TRANSFORMATIONS (CD ONLY)
11-11 CORRELATION

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