In many polynomial regression problems, rather than fitting a centered regression function using x x
Question:
In many polynomial regression problems, rather than fitting a “centered” regression function using x x x, computational accuracy can be improved by using a function of the standardized independent variable x (x x)/sx, where sx is the standard deviation of the xis. Consider fitting the cubic regression function y *0 *1x *2(x )
2 *3(x )
3 to the following data resulting from a study of the relation between thrust efficiency y of supersonic propelling rockets and the half-divergence angle x of the rocket nozzle (“More on Correlating Data,” CHEMTECH, 1976: 266–270):
x | 5 10 15 20 25 30 35 y | .985 .996 .988 .962 .940 .915 .878 Parameter Estimate Estimated SD
*0 .9671 .0026
*1 .0502 .0051
*2 .0176 .0023
*3 .0062 .0031
a. What value of y would you predict when the halfdivergence angle is 20? When x 25?
b. What is the estimated regression function ˆ
0 ˆ
1x
ˆ
2x2 ˆ
3x3 for the “unstandardized” model?
c. Use a level .05 test to decide whether the cubic term should be deleted from the model.
d. What can you say about the relationship between SSE’s and R2 s for the standardized and unstandardized models? Explain.
e. SSE for the cubic model is .00006300, whereas for a quadratic model SSE is .00014367. Compute R2 for each model. Does the difference between the two suggest that the cubic term can be deleted?
Step by Step Answer:
Probability And Statistics For Engineering And The Sciences
ISBN: 9781111802325
7th Edition
Authors: Dave Ellis, Jay L Devore