Regression.
literally means "stepping back towards the average" .
It was first used by a British biometrician Sir Francis Galton (1822-1911).
Galton found that the off springs of abnormally tall or short parents tend to "regress" or "step
back" to the average population height.
Definition.
Regression analysis is a mathematical measure of the average relationship between two or
more variables in terms of the original units of the data. In regression analysis there are two
types of variables.
Line of regression
Y =mx+c (y on x )
X = my+c (x on y)
The variable whose value is influenced or is to be predicted is called dependent variable and
the variable which influences the values or is used for prediction. is called independent
variable.
In regression analysis independent variable is also known as regressor or predictor or
explanatory variable while the dependent variable is also known as regressed or explained
variable.
Lines of Regression.
If the variables in a bivariate distribution are related.
we will find that the points in the scatter diagram will cluster round some curve called the
"curve of regression".
If the curve is a straight line. it is called the line of regression and there is said to be linear
regression' between the variables
. otherwise regression is said to be curvilinear.
The line of regression is the line which gives the best estimate to the value of one variable for
any specific value of the other variable.
Thus the line of regression is the line of "best fit" and is obtained by the principles of least
squares.
i.e. E[X - A -BY]2 = Minimum,
is called the line of regression of y on x.
Note
Y =mx+c and X = my+c pass through the point (mean of x ,mean of Y )
Different two lines of Regression
There are always two lines of regression one of Y on X and the other of X on Y
Minimumum possible error as defined by the principle of least squares.
regression equation of X on Y which is derived on minimising the sum of the squares of errors of
estimates in X.
-regression equations are not reversible or interchangeable because of the simple reason that
the basis and assumptions for deriving these equations are quite different.
The regression equation of Y on X is obtained On minimising the sum of the squares of the
errors parallel to the Y-axis while the regression equation of X on Y is obtained on minimising
the sum of squares of the errors parallel to the X. –axis
Regression Coefficients.
'b', the slope of the line of regression of Y on X is also called the coefficient of regression of Y
on X.
It represents the increment in the value of dependent variable Y corresponding to a unit change
in the value of independent variable X.
byx = r (SD of y)/ Sd of x
bxy = r (SD of x)/ Sd of y
property of regression coefficient
=Correlation coefficient is the geometric mean between the regression coefficients.
r= √( byx * bxy )
It may be noted that the sign of correlation coefficient is the same as that of regression
coefficients,
- if the regression coefficients are positive, 'r' is positive and if the regression coefficients are
negative 'r' is negative
-If one of the regression coefficients is greater than unity. the other must be less than unity.
-Arithmetic mean of the, regression coefficients is greater than the correlation coefficient r
,provided r > O.
Regression coefficients are independent of the change of origin but not of scale.
Effect of scale and origin if X variable h and Y variable k
byx = k/h
bxy = k/h
Angle Between Two Lines or Regression.
Case ·(i). (r = 0). If r = 0, α =90 perpendicular
Case (ii). (r = ± 1). If r = ±I, α = 0 = parallel
Formulae
𝑛𝑋𝑌 − 𝑋 ∗ 𝑌 𝑘
(𝑌 − 𝑚𝑒𝑎𝑛 𝑜𝑓 𝑌) = (𝑋 − 𝑚𝑒𝑎𝑛 𝑜𝑓 𝑋) ( )
𝑛𝑋2 − (𝑋)2) ℎ
Y=bx+c
Σ Y = bΣX+ n c and
Σ XY = ΣX2+ ΣX solve it