Matakuliah : I0262 – Statistik Probabilitas

Tahun : 2007
Versi : Revisi

Pertemuan 13
Regresi Linear dan Korelasi

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 Learning Outcomes

Pada akhir pertemuan ini, diharapkan mahasiswa

akan mampu :
• Mahasiswa akan dapat memilih statistik uji
untuk koefisien regresi dan korelasi.

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 Outline Materi

• Pengujian koefisien regresi dengan

analisis varians
• Inferensia tentang koefisien korelasi

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 Testing for Significance

• To test for a significant regression

relationship, we must conduct a
hypothesis test to determine whether the
value of 1 is zero.
• Two tests are commonly used
– t Test
– F Test
• Both tests require an estimate of 2, the
variance of  in the regression model.
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 Testing for Significance

• An Estimate of  2
The mean square error (MSE) provides the
estimate
of  2, and the notation s2 is also used.
s2 = MSE = SSE/(n-2)
where:

SSE   ( yi  yˆ i ) 2   ( yi  b0  b1 xi ) 2

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 Testing for Significance

• An Estimate of 
– To estimate  we take the square root of 2.
– The resulting s is called the standard error of
the estimate.
SSE
s  MSE 
n2

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 Testing for Significance: t Test
• Hypotheses
H0: 1 = 0
Ha: 1 = 0
• Test Statistic b1
t 
sb11

• Rejection Rule
Reject H0 if t < -tor t > t

where t is based on a t distribution with

n - 2 degrees of freedom.
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 Contoh Soal: Reed Auto Sales
• t Test
– Hypotheses H0: 1 = 0
Ha: 1 = 0
– Rejection Rule
For  = .05 and d.f. = 3, t.025 = 3.182
Reject H0 if t > 3.182
– Test Statistics
t = 5/1.08 = 4.63
– Conclusions
Reject H0
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 Confidence Interval for 1

• We can use a 95% confidence interval

for 1 to test the hypotheses just used in
the t test.
• H0 is rejected if the hypothesized value
of 1 is not included in the confidence
interval for 1.

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 Confidence Interval for 1

• The form of a confidence interval for 1 is:

b1  t / 2 sb1
where b1 is the point estimate
is the margin of error
t / 2providing
is the t value sb1 an area
tupper
of /2 in the /2 tail of a
t distribution with n - 2 degrees
of freedom

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Contoh Soal: Reed Auto Sales

• Rejection Rule b1  t / 2 sb1

Reject H0 if 0 is not included in the
confidence interval for 1.
• 95% Confidence Interval for 1
= 5 +- 3.182(1.08) = 5 +- 3.44
/ or 1.56 to 8.44/
• Conclusion
Reject H0

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 Testing for Significance: F Test
 Hypotheses
H0: 1 = 0
Ha: 1 = 0
 Test Statistic
F = MSR/MSE
 Rejection Rule
Reject H0 if F > F

where F is based on an F distribution with 1 d.f. in

the numerator and n - 2 d.f. in the denominator.

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 Example: Reed Auto Sales
 F Test
• Hypotheses H0 :  1 = 0
Ha:  1 = 0
• Rejection Rule
For  = .05 and d.f. = 1, 3: F.05 = 10.13
Reject H0 if F > 10.13.
• Test Statistic
F = MSR/MSE = 100/4.667 = 21.43
• Conclusion
We can reject H0.

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 Some Cautions about the
Interpretation of Significance
Tests

• Rejecting H0: 1 = 0 and concluding that

the relationship between x and y is
significant does not enable us to conclude
that a cause-and-effect relationship is
present between x and y.
• Just because we are able to reject H0: 1 =
0 and demonstrate statistical significance
does not enable us to conclude that there
is a linear relationship between x and y.
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Using the Estimated Regression Equation
for Estimation and Prediction

 Confidence Interval Estimate of E(yp)

y p  t /2 s y p

 Prediction Interval Estimate of yp

yp + t/2 sind

where the confidence coefficient is 1 -  and

t/2 is based on a t distribution with n - 2 d.f.
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 Contoh Soal: Reed Auto Sales
• Point Estimation
If 3 TV ads are run prior to a sale, we expect the
mean number of cars sold to be:
y =^ 10 + 5(3) = 25 cars
• Confidence Interval for E(yp)
95% confidence interval estimate of the mean
number of cars sold when 3 TV ads are run is:
25 + 4.61 = 20.39 to 29.61 cars
• Prediction Interval for yp
95% prediction interval estimate of the number of
cars sold in one particular week when 3 TV ads
are run is: 25 + 8.28 = 16.72 to 33.28 cars
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 Residual Analysis

• Residual for Observation i

yi – y i

• Standardized Residual for Observation i

y^i  y^i
sy^i  y^i
where:

syi  yi  s 1  hi
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Contoh Soal: Reed Auto Sales

• Residuals
Observation Predicted Cars Sold Residuals
1 15 -1
2 25 -1
3 20 -2
4 15 2
5 25 2

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Contoh Soal: Reed Auto Sales

• Residual Plot

TV Ads Residual Plot

3
2
Residuals

1
0
-1
-2
-3
0 1 2 3 4
TV Ads

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 Residual Analysis
• Detecting Outliers
– An outlier is an observation that is unusual in
comparison with the other data.
– Minitab classifies an observation as an outlier
if its standardized residual value is < -2 or >
+2.
– This standardized residual rule sometimes
fails to identify an unusually large observation
as being an outlier.
– This rule’s shortcoming can be circumvented
by using studentized deleted residuals.
– The |i th studentized deleted residual| will be
larger than the |i th standardized residual|.
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• Selamat Belajar Semoga Sukses.

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