Chapter 12 Simple Linear Regression 商务统计 教学课件1培训讲学.pptVIP

Confidence Interval for ?1 Reject H0 if 0 is not included in the confidence interval for ?1. 0 is not included in the confidence interval. Reject H0 = 5 +/- 3.182(1.08) = 5 +/- 3.44 or 1.56 to 8.44 Rejection Rule 95% Confidence Interval for ?1 Conclusion Hypotheses Test Statistic Testing for Significance: F Test F = MSR/MSE Rejection Rule Testing for Significance: F Test where: F? is based on an F distribution with 1 degree of freedom in the numerator and n - 2 degrees of freedom in the denominator Reject H0 if p-value a or F F? 1. Determine the hypotheses. 2. Specify the level of significance. 3. Select the test statistic. a = .05 4. State the rejection rule. Reject H0 if p-value .05 or F 10.13 (with 1 d.f. in numerator and 3 d.f. in denominator) Testing for Significance: F Test F = MSR/MSE Testing for Significance: F Test 5. Compute the value of the test statistic. 6. Determine whether to reject H0. F = 17.44 provides an area of .025 in the upper tail. Thus, the p-value corresponding to F = 21.43 is less than 2(.025) = .05. Hence, we reject H0. F = MSR/MSE = 100/4.667 = 21.43 The statistical evidence is sufficient to conclude that we have a significant relationship between the number of TV ads aired and the number of cars sold. Some Cautions about theInterpretation of Significance Tests Just because we are able to reject H0: b1 = 0 and demonstrate statistical significance does not enable us to conclude that there is a linear relationship between x and y. Rejecting H0: b1 = 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. Using the Estimated Regression Equationfor Estimation and Prediction where: confidence coefficient is 1 - ? and t?/2 is based on a t distribution with n - 2 degrees of freedom Confidence Interval Estimate of E(yp) Prediction Interval Estimate of