Page 197 - DMGT404 RESEARCH_METHODOLOGY
P. 197

Unit 9: Correlation and Regression




                                                                                                Notes
                                                                     ) .
          This shows that the line of regression also passes through the point  ( ,X Y  Since both the lines
                                                            )
          of regression passes through the point  ( ,X Y ) ,  therefore ( ,X Y  is their point of intersection as
          shown in Figure 9.6.
          We can write  c   X -  dY                                            .... (15)

          As before, the various expressions for d can be directly written, as given below.
                                        å X Y - nXY
                                            i
                                             i
                                     d =  å Y -  nY  2                          .... (16)
                                            2
                                            i
                                            Figure  9.6

                                    Y                 dY i
                                                     c +
                                                    =
                                                      = +
                                                 X ci  Y    a   bX  i
                                                     ci
                                     Y



                                     O          X           X


                                        å (X - X Y - Y )
                                                )( i
                                            i
          or                         d =           2                            .... (17)
                                           å ( i  Y )
                                             Y -
                                        å x y
          or                         d =  å y i  i 2  i                         .... (18)



                                        1 å (X -  X Y - Y )
                                        n     i  )( i     Cov ( ,X Y )
                                      =    1 å  Y -  ) 2    s 2                 .... (19)
                                           n  ( i  Y          Y

                                        nå X Y - (å X  )(å Y )
                                             i  i   i    i
           Also                      d =               2                        .... (20)
                                           nå Y - (å Y )
                                               2
                                               i     i
          This expression is useful for calculating the value of d. Another shortcut formula for the calculation
          of d is given by

                                         é nå     (å  )(å  ) ù
                                        h  ê  u v -  u i  v i  ú
                                              i i
                                     d =                                        .... (21)
                                        k ê  nå v - (å  ) 2  ú
                                                 2
                                         ë       i    v i   û
                   X -  A        Y -  B
          where  u   i   and  v   i
                              i
                 i
                     h             k




                                           LOVELY PROFESSIONAL UNIVERSITY                                   191
   192   193   194   195   196   197   198   199   200   201   202