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Linear Regression Raw Data

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0% found this document useful (0 votes)
16 views

Linear Regression Raw Data

Uploaded by

akashkm2710
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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S.No.

Interest Rate x Futures Index y


1 7.43 221
2 7.48 222
3 8 226
4 7.75 225
5 7.6 224
6 7.63 223
7 7.68 223
8 7.67 226
9 7.59 226
10 8.07 235
11 8.03 233
12 8 241
Number of Passengers COST ($1,000)

61 4.28
63 4.08
67 4.42
69 4.17 SUMMARY OUTPUT
70 4.48
74 4.3 Regression Statistics
76 4.82 Multiple R
81 4.7 R Square
86 5.11 Adjusted R Square
91 5.13 Standard Error
95 5.64 Observations
97 5.56
ANOVA

Regression
Residual
Total

Intercept
X Variable 1

RESIDUAL OUTPUT

Observation
1
2
3
4
5
6
7
8
9
10
11
12
egression Statistics
0.948200328
0.899083862
0.888992248
0.177217457
12

df SS MS F Significance F
1 2.79803139432 2.798031394 89.09217882 2.692E-06
10 0.31406027235 0.031406027
11 3.11209166667

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%
1.569792777 0.33808296092 4.643217666 0.000917481 0.816497 2.323088557 0.8164969964
0.040701599 0.00431212833 9.438865335 2.691644E-06 0.031094 0.050309619 0.0310935779

Predicted Y Residuals
4.05259029 0.22740970989
4.133993487 -0.0539934873
4.296799882 0.12320011841
4.378203079 -0.2082030787
4.418904677 0.06109532268
4.581711072 -0.2817110716
4.663114269 0.1568857312
4.866622262 -0.1666222617
5.070130255 0.03986974541
5.273638247 -0.1436382475
5.436444642 0.2035553582
5.517847839 0.04215216104
X Variable 1 Line Fit Plot
6
4
Y
2 Predicted Y
Y

0
55 60 65 70 75 80 85 90 95 100
X Variable 1

Upper 95.0%
2.3230885572
0.0503096192
House
Price Squar
in e Feet
$1000 (X)
s (Y)

245 1,400
312 1,600 SUMMARY OUTPUT
279 1,700
308 1,875 Regression Statistics
199 1,100 Multiple R

219 1,550 R Square

405 2,350 Adjusted R Square

324 2,450 Standard Error


319 1,425 Observations
255 1,700
ANOVA
Regression
Residual
Total

Intercept
Square Feet (X)

RESIDUAL OUTPUT

Observation
1
2

3
4
5
6
7
8
9
10
egression Statistics
0.762113713216258

0.580817311872272

0.528419475856306

41.3303236502994
10
df
1
8
9

Coefficients
98.2483296213808
0.109767737830099

Predicted House Price in $1000s (Y)


251.923162583519
273.876710149539

284.853483932549
304.062838052816
218.992841234489
268.388323258034
356.202513522113
367.179287305123
254.667356029271
284.853483932549
It represents the propotion of total variation in
the dependent variable (Y)that is explained by
variation in the independent variable(X) of the
regression model =SSR/SST. This shows that
square feet affect the price of the house by 58%
and rest of 42% can be because of some other
factors like location etc. (also called coefficient
of variation)

used when there are more than one


independent variable
SS MS
18934.934775692 18934.9347757
13665.565224308 1708.19565304
32600.5

Standard Error t Stat


58.0334785847115 1.69295951264
0.0329694432621467 3.32937796242

Residuals
-6.92316258351892
38.1232898504613

-5.8534839325485
3.93716194718422
-19.9928412344893
-49.3883232580337
48.7974864778874
-43.1792873051225
64.3326439707286
-29.8534839325485
F Significance F
11.08476 0.01039401638

P-value Lower 95% Upper 95%


0.128919 -35.5771119752 232.073771218
0.010394 0.03374006533 0.18579541033
SSR (regression sum of square)
SSE
SST=SSE+SSR (total sum of square)

Lower 95.0%
-35.5771119752463
0.0337400653322093

equation
Y=98.24832+0.1097677*REQUIRE
D SQUARE FT
shows difference between mean of errors and predicted valu
shows difference between observed and predicted value

Upper 95.0%
232.073771218008
0.185795410327988
Square Feet (X) Line Fit P
450

400

R² = 0.580817311872272
350

300
House Price in $1000s (Y)

250

200

150

100

50

0
1,000 1,200 1,400 1,600 1,800 2,000 2,200 2,400 2

Square Feet (X)


d predicted value MSR F=MSR/MSE
icted value MSE
e Feet (X) Line Fit Plot

House Price in $1000s (Y)


Linear (House Price in $1000s (Y))
Linear (House Price in $1000s (Y))
Predicted House Price in $1000s (Y)

,000 2,200 2,400 2,600


First Year
First Year
Sales Advertising
Sales
Region Expenditures
($$ million)
($$ million)
A 101.8 1.3
B 44.4 0.7 SUMMARY OUTPUT
C 108.3 1.4
D 85.1 0.5 Regression Statistics
E 77.1 0.5 Multiple R 0.7076925565
F 158.7 1.9 R Square 0.5008287545
G 180.4 1.2 Adjusted R Square 0.4624309663
H 64.2 0.4 Standard Error 27.991199062
I 74.6 0.6 Observations 15
J 143.4 1.3
K 120.6 1.6 ANOVA
L 69.7 1 df
M 67.8 0.8 Regression 1
N 106.7 0.6 Residual 13
O 119.6 1.1 Total 14

Coefficients
Intercept 42.21205855
First Year Advertising Expenditures ($$
million) 59.679135688

113.82702138
(50% of the varience is dependent on adv. Spent) R2=.70 is a sufficient indicator
Adusted R2= .70 is a sufficient indicator

SS MS F Significance F
10219.4154091 10219.415409 13.043166781 0.00316136768064
10185.5939243 783.50722494
20405.0093333

Standard Error t Stat P-value Lower 95% (alpha) Upper 95%(alpha) Lower 95.0%
17.9350935459 2.3536012479 0.0349903753 3.46564460287926 80.9584724974924 3.4656446029

16.5246017267 3.6115324699 0.0031613677 23.979904056941 95.3783673185237 23.979904057

INFERENCE p-value is less than alpha so we reject the null hypothesis


fficient indicator

Upper 95.0%
80.958472497

95.378367319

ull hypothesis
First Year First Year First Year
First Year
Sales Advertising Promotions Competitors'
Sales
Region Expenditures Expenditures Sales
($$ million)
($$ million) ($$ million) ($$ million)
A 101.8 1.3 0.2 20.4
B 44.4 0.7 0.2 30.5
C 108.3 1.4 0.3 24.6
D 85.1 0.5 0.4 19.6
E 77.1 0.5 0.6 25.5
F 158.7 1.9 0.4 21.7
G 180.4 1.2 1 6.8
H 64.2 0.4 0.4 12.6
I 74.6 0.6 0.5 31.3
J 143.4 1.3 0.6 18.6
K 120.6 1.6 0.8 19.9
L 69.7 1 0.3 25.6
M 67.8 0.8 0.2 27.4
N 106.7 0.6 0.5 24.3
O 119.6 1.1 0.3 13.7

EQUATION
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.912692733
R Square 0.8330080249
Adjusted R Square 0.7874647589
Standard Error 17.600291348
Observations 15

ANOVA
df SS MS F
Regression 3 16997.5365223 5665.8455074 18.29047627
Residual 11 3407.47281104 309.77025555
Total 14 20405.0093333

Coefficients Standard Error t Stat P-value


Intercept 65.704607335 27.7310687839 2.3693499824 0.037194558
First Year Advertising Expenditures ($$ million) 48.97876178 10.6578662368 4.5955504312 0.000770506
First Year Promotions Expenditures ($$ million) 59.654263814 23.6246967927 2.5250806111 0.028219319
First Year Competitors' Sales
($$ million) -1.837631715 0.81375174797 -2.258221527 0.045232981
here we don’t have zero in
SALES= 65.70 + 48.98*adv Exp + will have an effect on th
59.65*promotion Exp - 1.84*competitors sales

RESIDUAL OUTPUT

Predicted First
Year Sales
Observation ($$ million) Residuals
1 103.82016343 -2.0201634251
2 55.872826035 -11.472826035
3 106.96541278 1.33458721869
4 78.038112136 7.06188786434
5 79.12693778 -2.0269377796
6 142.74935203 15.9506479735
7 171.63748962 8.76251037705
8 86.003657963 -21.803657963
9 67.401123629 7.19887637113
10 130.98960604 12.4103939622
11 155.22516611 -34.625166105
12 85.536276354 -15.836276354
13 66.46736053 1.33263947046
14 80.264545634 26.4354543657
15 112.30196994 7.29803005865
First Year Advertising Ex-
penditures ($$ million) Line
Fit Plot Linear
First Year Sales
($$ million) Sales
(First Year
($$ million))

First Year Sales


($$ million)
200 Predicted First Year
R² = Sales
0.500828754456022
0 ($$ million)
0 2
Significance F First Year Advertising Expenditures ($$ million)
0.0001387648

First Year Promotions Ex-


Lower 95% Upper 95% Lower 95.0% Upper 95.0%
penditures ($$ million) Linear
First Year Sales
Line(First Year
($$Fit Plot
million) Sales
4.6689364683 126.7402782 4.6689364683 126.7403 ($$ million))
First Year Sales

25.520956355 72.436567206 25.520956355 72.43657


($$ million)
200 Predicted First Year
7.6566567614 111.65187087 7.6566567614 111.6519 R² = Sales
0.374915314011558
0 ($$ million)
0 2
-3.628687236 -0.046576194 -3.628687236 -0.046576 First Year Promotions Expenditures ($$ million)
ere we don’t have zero in the range so it
will have an effect on the dependent
variable Y
First Year Competitors' Sales
($$ million) Line Fit Plot
First Year Sales Linear (First Year
200 ($$ million) Sales
First Year Sales
($$ million)

($$ million))
100 R² = 0.390418278409195
Linear (First Year Predicted First Year
Sales Sales
0 ($$ million)) ($$ million)
0
First Year Competitors' Sales
($$ million)
dvertising Ex-
$$ million) Line
s
Plot Linear
Sales
(First Year
($$ million))
t Year
22

$ million)

motions Ex-
million)
s
Line
Linear (First Year
ot Sales
($$ million))
t Year
58

$ million)

etitors' Sales
ne Fit Plot
s Linear (First Year
Sales
($$ million))
195
ear Predicted First Year
Sales
($$ million)
First Year First Year First Year
First Year Average Annual
Sales Advertising Promotions Competitors'
Sales Snowfall
Region Expenditures Expenditures Sales
($$ million) (inches of snow)
($$ million) ($$ million) ($$ million)

A 101.8 1.3 0.2 20.4 24


B 44.4 0.7 0.2 30.5 31
C 108.3 1.4 0.3 24.6 31
D 85.1 0.5 0.4 19.6 36
E 77.1 0.5 0.6 25.5 18
F 158.7 1.9 0.4 21.7 42
G 180.4 1.2 1 6.8 50
H 64.2 0.4 0.4 12.6 49
I 74.6 0.6 0.5 31.3 60
J 143.4 1.3 0.6 18.6 62
K 120.6 1.6 0.8 19.9 42
L 69.7 1 0.3 25.6 58
M 67.8 0.8 0.2 27.4 55
N 106.7 0.6 0.5 24.3 79
O 119.6 1.1 0.3 13.7 88
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9250539612
R Square 0.8557248312
Adjusted R Square 0.7980147637
Standard Error 17.157902454
Observations 15

ANOVA= Analysis Of Varience


df SS MS F
Regression 4 17461.073167 4365.2682918 14.827999132
Residual 10 2943.93616632 294.39361663
Total 14 20405.0093333

Coefficients Standard Error t Stat P-value


Intercept 44.209386479 32.0044568748 1.3813509366 0.1972537451
First Year Advertising Expenditures ($$ million) 50.353275706 10.4475606488 4.8196203304 0.0007026273
First Year Promotions Expenditures ($$ million) 61.143299526 23.0614336017 2.6513225753 0.0242579244
First Year Competitors' Sales
($$ million) -1.61463306 0.81296010381 -1.9861159886 0.0751045706
Average Annual Snowfall
(inches of snow) 0.3035233792 0.24188799054 1.2548096269 0.2380810916

This signifies it has a Zero in


range, that means there wi
a point where there will be
affect of the independen
variables (comp sales, sno
on the dependent variab

RESIDUAL OUTPUT

Predicted First
Year Sales
Observation ($$ million) Residuals
1 96.243351473 5.55664852682
2 51.848255796 -7.4482557956
3 102.7362138 5.56378620247
4 73.123377812 11.976622188
5 70.362281837 6.73771816326
6 142.04837465 16.6516253515
7 169.973281 10.4267189991
8 83.336285592 -19.136285592
9 72.66638963 1.93361036954
10 135.1408992 8.25910079963
11 154.30605126 -33.706051256
12 89.175401693 -19.475401693
13 69.173506953 -1.3735069529
14 89.735765256 16.9642347437
15 122.53056406 -2.930564055
First Year Advertising Ex-
IF P VALUE IS penditures ($$ million) Line
LESS THAN
ALPHA THEN WE Fitmillion)
($$ Plot
First Year Sales Linear (First
Sales
REJECT NULL ($$ million)

First Year Sales


($$ million)
HYPOTHESIS 200 Predicted First Year
Sales
R² = 0.500828754456022
0 ($$ million)
0 2
First Year Advertising Expenditures ($$ million)

First Year Competitors' Sales


($$ million) Line Fit Plot
First Year Sale

First Year Sales


200 ($$ million)

($$ million)
100 Predicted Firs
Significance F 0 Sales
($$ million)
0.000329973221 5 10 15 20 25 30 35
First Year Competitors' Sales
($$ million)

Lower 95% Upper 95% Lower 95.0% Upper 95.0%


-27.10098732015 115.5197602789 -27.10098732 115.51976028
27.07465991557 73.63189149581 27.074659916 73.631891496
9.759223335372 112.5273757163 9.7592233354 112.52737572

-3.426021052648 0.196754932175 -3.4260210526 0.1967549322

-0.235436650378 0.842483408716 -0.2354366504 0.8424834087


If we compare the first year
is signifies it has a Zero in the competitor sales from last sheet to
nge, that means there will be NOTE- if Y this sheet we can see that because
point where there will be no intercept is of adding average snowfall,
affect of the independent negative we don’t competitor sales is also including
ariables (comp sales, snofall) say it has zero zero. So we need to drop snowfall
on the dependent variable. as an independent variable
vertising Ex- First Year Promotions Ex-
$ million) Line penditures ($$ million) Line
Plot
r Sales
on)
Linear (First Year
Sales Fit Plot First Year Sales
($$ million)
($$ million))

First Year Sales


Predicted First Year

($$ million)
d First Year 200
Sales
456022 ($$ million)
on) 0
0 0.2 0.4 0.6 0.8 1 1.2
es ($$ million) First Year Promotions Expenditures ($$ million)

mpetitors' Sales Average Annual Snowfall


) Line Fit Plot (inches of snow) Line Fit Plot
First Year Sales First Year Sales
First Year Sales

($$ million) 200 ($$ million)


($$ million)

Predicted First Year 100 Predicted First Year


Sales 0 Sales
($$ million) ($$ million)
25 30 35 10 30 50 70 90
ors' Sales Average Annual Snowfall
(inches of snow)

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