Inferences about Linear Regression

This worksheet illustrates several inferential procedures you can perform after doing a regression on a sample of (x,y) data.

Instructions: Enter your data in columns A and B you can have up to 500 data points. The sample statistics will update
automatically in columns D and E. Then perform any of the four inferences in columns G through J. The values in black are
for you to fill in, and the ones in purple are the results.
revision date: 24 N
For the theory of these tests, see http://www.tc3.edu/instruct/sbrown/stat/infregr.htm

This workbook is copyright 2012,2008,2007 by Stan Brown, Oak Road Systems, http://oakroadsystems.com/

x y 15 Sample Statistics Confidence Interval for Slope,

3 7 Sample size: 15 C-Level
5 20 Point estimate
7 20 Mean x 12.2667 Inverse t
8 15 Mean y 26.8667 Margin of error
10 25 Sample r 0.8788 Interval
11 17 Sample intercept b0 3.6434
12 20 Sample slope b1 1.8932 Hypothesis Test for Slope,
12 35 Sample regression y = 3.6434 + 1.8932x (Null hypothesis is
13 26 Sum of residuals 379.2394 t
15 25 Std dev of residuals 5.4011 deg of freedom
15 35 SS(X) 358.9333 1-tailed p
16 32 Std error of b1 0.2851 2-tailed p
18 44
19 37 Confidence Interval for Mean Res
20 45 C-Level
x value
yhat(x)
Margin of error
Interval

Prediction Interval for Individual Re

C-Level
x value
yhat(x)
Margin of error
Interval
on
gression on a sample of (x,y) data.

The sample statistics will update

through J. The values in black are

revision date: 24 Nov 2012

oakroadsystems.com/

Confidence Interval for Slope, 1

95%
1.8932
2.1604
0.6159
1.2773 2.5091

Hypothesis Test for Slope, 1

ypothesis is 1 = 0.)
6.6408
13
0.0000
0.0000

onfidence Interval for Mean Response

95%
10
22.5754
3.3205
19.2549 25.8959

diction Interval for Individual Response

95%
10
22.5754
12.1317
10.4437 34.7071
 Sampling Theory of Linear Correlation

(In each block, user inputs are shown in red.)

Is There Corr. in Pop? Decision Points Confidence Interval for r

Enter number of points and sample Enter significance level and number of Enter the confidence level, number of points,
corr coeff r*. If p < your alpha then points. If sample r* is numerically > and sample corr coeff. Bottom line is the
you accept that population r is critical r* then there is nonzero corr in confidence interval for the population
nonzero. pop, in same direction as sample. correlation coefficient.

n 20 2-tailed alpha 0.05 conf level 0.95

r* 0.49 n 30 n 25
r* 0.84
df 18
t* 2.385 df 28 critical z 1.960
2-tailed p 0.0283 t(alpha,df) 2.048 std dev of Z 0.213
critical r*: 0.361 E 0.418
Z* from r* 1.221
Z conf int 0.803 1.639
r conf int 0.666 0.927

Spreadsheet prepared 16 Feb 2003 by Stan Brown

Copyright 2002-2003 by Stan Brown, Oak Road Systems, http://oakroadsystems.com

To read more about this topic, see pp 317,336,337 of Murray R. Spiegel and Larry J. Stephens,
Schaum's Outline on Theory and Practice of Statistics, 3d ed, McGraw-Hill: 1999