Stat 301 Lab 3 – In Lab Overview In this lab you will be introduced to using JMP for simple linear regression analysis. For this lab you need to be sitting in front of Windows PC that has JMP. Warm-up Exercise Simple Linear Regression (SLR) is available in two ways in JMP: Fit Y by X and Fit Model. Fit Y by X and Fit Model are both on the Analyze menu. Multiple Regression and some advanced SLR features are available only under Fit Model. This handout illustrates obtaining regression output from Fit Y by X. JMP’s Fit Model analysis platform will be covered later. In class we looked at the relationship between the annual global temperatures (Y) and the CO2 concentration, (X) for 20 years randomly selected from between 1943 and 2003. The year, 2007, will be reserved to see if the simple linear regression line can predict the annual global temperature in that year. Year CO2 (ppmv), X 1965 1966 1968 1970 1971 1972 1973 1974 1977 1979 1981 1984 1986 1987 1989 1991 1993 1996 1999 2002 2007 320.03 321.37 323.05 325.68 326.32 327.46 329.68 330.25 333.90 336.85 339.93 344.42 347.15 348.93 352.91 355.59 357.04 362.64 368.31 373.10 382.43 Global Temperature, Y 13.85 13.92 13.91 14.04 13.90 13.95 14.18 13.94 14.16 14.14 14.40 14.15 14.19 14.35 14.26 14.44 14.19 14.39 14.46 14.69 . 1 Fit Y by X 1. You can create a data worksheet with three columns. To do this, click on the red triangle next to Columns and Add Multiple Columns. Name the columns Year, CO2 and Temp. Do not enter a value for Temp in 2007 (arrow down past this row and JMP will automatically put a period in the cell indicating a missing value). Rather than spend the time entering the data you can open the data table from the course web page. 2. Select Analyze + Fit Y by X. 3. Select Temp as the Y, Response and CO2 as the X, Factor then click OK. This produces a plot of the data. You can change the axes scales by putting the cursor over the axis and right clicking and choosing Axis Settings. For the vertical (Y) axis choose a Minimum of 13.5, Maximum of 15, Increment of 0.5 and # Minor Ticks of 4. For the horizontal axis choose a Minimum of 300, Maximum of 400, Increment of 50 and # Minor Ticks of 4. 4. Using the analysis hidden menu (indicated by the little red triangle to the left of Bivariate Fit of Temp by CO2), you can choose various fits and options including Fit Mean, Fit Line, and Fit Polynomial, etc. Choosing a fit produces a table of output below the plot corresponding to the fit. The fitted line/curve is also drawn on the plot and a new hidden menu of options specific to the fit is created just below the plot (indicated by the little red triangle to the left of the name of the fit chosen. Choosing options from this new hidden menu either creates more output or creates new columns in the worksheet (e.g. you can save the residuals from a particular fit as a new column in the worksheet for further analysis). One can also fit a model, exclude a row, and re-fit the same model to see the effect of the excluded point on the fit because JMP will graph both fitted equations on the same scatter plot and provide both sets of output in the same analysis window. JMP also provides many options (formatting and statistical) by simply Rightclicking on the items displayed (both graphical items and numerical/text items). 5. Select Fit Line from the analysis hidden menu (red triangle icon). Note the fitted line is now on the plot of the data. Explore the output displayed below the scatter plot. Also notice the new hidden menu below the plot (labeled Linear Fit); click here and notice your analysis options. 6. Identify the following items from the Linear Fit output: The equation of the fitted line. (Note: JMP does not indicate that this is really a predicted annual global temperature. You will need to add the word “predicted” when you report the prediction equation.) R2 = RSquare sY|X = Root Mean Square Error (the estimate of the error standard deviation, ). n = Observations (or Sum Wgts) Test statistic and P-value for the test of 1 0 vs. 1 0 7. Right-click on the table of Parameter Estimates at the bottom of the output. From the resulting contextual pop-up menu, select Lower 95% from the Columns menu item. Repeat this selecting Upper 95%. This adds two additional columns to this section of the output. These columns provide 95% confidence intervals for the intercept and the slope of the model: Y 0 1 X . 8. From the Linear Fit hidden menu (just below the scatter plot), choose Confid Shaded Fit to show 95% confidence bands for Y |X 0 1 X . Now, select Confid Shaded Indiv to show 95% prediction bands for individual values of Y. 9. Save Predicteds and Save Residuals both create new columns in the JMP data table. Note that even though 2007 was not used in the calculation of the prediction equation JMP will 2 predict a value for this year. Plot Residuals adds additional plots to the bottom of the output – Residuals ( Y Yˆ ) by Predicted ( Ŷ ) Plot, Actual by Predicted Plot, Residual by Row Plot and Residual Normal Quantile Plot. 10. You can use Fit Y by X to plot Residuals by CO2. Change the Axis Setting so that the vertical scale goes from –0.3 to 0.3 in increments of 0.1 with 1 minor tick. You can also add a horizontal line at 0. This plot is used to assess whether there is the same amount of variation in the residuals for all values of the explanatory variable. 11. You can use Analyze – Distribution of the Residuals to assess whether the conditions of identically and normally distributed errors is satisfied. Bivariate Fit of Temp By CO2 Linear Fit Predicted Temp = 9.8815137 + 0.0125838*CO2 Summary of Fit RSquare RSquare Adj Root Mean Square Error Mean of Response Observations (or Sum Wgts) Analysis of Variance Source DF Model 1 Error 18 C. Total 19 0.805887 0.795103 0.10356 14.1755 20 Sum of Squares 0.80145080 0.19304420 0.99449500 Parameter Estimates Term Estimate Intercept 9.8815137 CO2 0.0125838 Std Error 0.497263 0.001456 Mean Square 0.801451 0.010725 t Ratio 19.87 8.64 F Ratio 74.7296 Prob > F <.0001* Prob>|t| <.0001* <.0001* 3 4