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DEPARTMENT OF TECHNICAL EDUCATION

ANDHRA PRADESH
Name : M.L.Kameswari.
Designation : Sr. Lecturer
Branch : Commercial and Computer Practice
Institute : Govt Polytechnic for women ,
Bheemunipatnam.
Year/Semester : IV semester.
Subject : Quantitative Techniques-II
Sub. Code : CCP 403
Topic : Regression equations and regression
coefficients(7-8/20)
Duration : 50 Minutes
Sub-top : Properties of regression equations
and formulas for Calculation of
regression equation through
regression coefficients
Teaching Aids : PPT. ccp-403/28-29 1
Objectives

On completion of this period, you would be able

to understand
 Properties of Regression coefficients
 Formulas for finding the Regression equations
through regression coefficients

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RECAP

 In the last class we discussed about solving of


Regression Equations through normal equations.
 Finding the value of Y for the give value of X

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PROPERTIES OF REGRESSION
COEFFICIENTS

 Both the Regression Coefficients cannot exceed


one.
 One of the Regression Coefficients must be less
than one.

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Continued

 Both the Regression Coefficients will have the


same sign.
 Either they will be positive or negative.
 The Coefficient of Correlation will have the same
sign as that of Regression Coefficients

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Continued

For two variables X and Y there are two


Regression Equations namely.
 Regression Equation of X on Y and

 Regression Equation of Y on X

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Continued

 The Regression line of Y on X gives the most


probable values of Y for given value of X
 The Regression line of X on Y gives
the most probable value of values of X for given
Values of Y.

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REGRESSION EQUATION OF X ON Y

σX
 X - X = r σY (Y - Y)

 X = Mean of X series, Y = Mean of Y series.

σX
 r σY is called regression Co-efficient of X on Y

 X on Y and it is denoted by the symbol bxy

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REGRESSION EQUATION OF X ON Y
WHEN DEVIATIONS ARE TAKEN FROM
ACTUAL MEAN

 If the deviations are taken from actual mean, we


need not calculate co-efficient of correlation ( r ), σx
and σy.
 In such cases, r σX ( or bxy) = ∑xy
σY
∑y2

, y=Y- Y
Where x = X - X

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WHEN DEVIATIONS ARE TAKEN
FROM ASSUMED MEAN

If the deviations are taken from assumed mean.


∑dxdy ∑dxdy
σX N
r σY =
∑y2 (∑dy)2
N

Where dx = X-A and dy = Y-A

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REGRESSION EQUATION OF Y ON X

σy
 Y- Y = r (X-X )
σx

σy
 r σx is called regression coefficient of Y on X
and it is denoted by the symbol b yx

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REGRESSION COEFFICIENT OF Y ON X
 If deviation are taken from actual mean.
σx
 r σy (or byx) = ∑xy
∑x2

 If the deviations are taken from assumed mean.


 r σy/ σx = ∑dxdy - ∑dx . ∑dy/ N
or b yx ∑dx2 - (∑dx)2 / N

Where dx = X-A and dy = Y-A


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Continued

 With the help of two regression co-efficients, it is


possible to calculate correlation coefficient ( r)
symbolically.
 i.e. bxy=r byx=r

σy
σx
bxy x byx =r σy x r σx
 r2 = σx σy
σy σx

r = √ bxy x byx ccp-403/28-29 13


Summary
In this class we discussed about
 Properties of Regression coefficients
 Formulas for finding the Regression equations
 through regression coefficients

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Quiz
1. One of the regression coefficients must
be less than_________________

A) two
B) three
C) One
D) five

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Quiz

2. both regression equations will have the


_______________sign

a) Positive and negative


b) Negative and positive
c) Same
d) None of the above

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Quiz
3. For two variables there are ________
regression equations

a) three
b) five
c) four
d) two

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Quiz

4. the regression line of X on Y gives the most


probable value of______ for given value of Y
a) X
b) Y
c) Z
d) XY

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Frequently Asked Questions

1. What are the properties of Regression


Coefficients?
2. State the formulas for finding Regression
Coefficients when deviations are taken from
Actual Mean
3. State the formulas for finding Regression
Coefficients when deviations are taken from
Assumed Mean.

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