Chapter 10 Exercise Solutions Note: MINITAB’s Tsquared functionality does not use summary statistics, so many of these exercises have been solved in Excel. 10-1. Phase 2 T 2 control charts with m = 50 preliminary samples, n = 25 sample size, p = 2 characteristics. Let = 0.001. p(m 1)(n 1) UCL F , p ,mn m p 1 mn m p 1 2(50 1)(25 1) F0.001,2,1199 50(25) 50 2 1 2448 1199 (6.948) 14.186 LCL = 0 Excel : workbook Chap10.xls : worksheet Ex10-1 Sample No. xbar1 xbar2 1 58 32 2 60 33 3 50 27 4 54 31 5 63 38 6 53 30 7 42 20 8 55 31 9 46 25 3 2 5 3 -5 -3 -1 1 8 8 -2 0 -13 -10 0 1 -9 -5 0.0451 1.1268 0.1268 3.1690 0.1268 3.1690 0.0817 2.0423 0.5408 13.5211 0.0676 1.6901 0.9127 22.8169 0.0282 0.7042 0.4254 10.6338 14.1850 0 14.1850 0 14.1850 0 14.1850 0 14.1850 0 14.1850 0 14.1850 0 14.1850 0 14.1850 0 diff1 diff2 matrix calc t2 = n * calc UCL = LCL = OOC? In control In control In control In control In control In control Above UCL In control In control … T^2 Control Chart for Quality Characteristics 60.00 50.00 T^2 40.00 30.00 20.00 10.00 0.00 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Sample Number Process is out of control at samples 7 and 14. 10-1 Chapter 10 Exercise Solutions 10-2. Phase 2 T 2 control limits with m = 30 preliminary samples, n = 10 sample size, p = 3 characteristics. Let = 0.001. p (m 1)(n 1) UCL F , p ,mn m p 1 mn m p 1 3(30 1)(10 1) F0.001,3,268 30(10) 30 3 1 837 (5.579) 268 17.425 LCL = 0 Excel : workbook Chap10.xls : worksheet Ex10-2 Sample No. xbar1 xbar2 xbar3 1 3.1 3.7 3 2 3.3 3.9 3.1 3 2.6 3 2.4 4 2.8 3 2.5 5 3 3.3 2.8 6 4 4.6 3.5 7 3.8 4.2 3 8 3 3.3 2.7 9 2.4 3 2.2 10 2 2.6 1.8 11 3.2 3.9 3 12 3.7 4 3 13 4.1 4.7 3.2 14 3.8 4 2.9 15 3.2 3.6 2.8 diff1 diff2 diff3 0.1 0.2 0.2 0.3 0.4 0.3 -0.4 -0.5 -0.4 -0.2 -0.5 -0.3 0 -0.2 0 1 1.1 0.7 0.8 0.7 0.2 0 -0.2 -0.1 -0.6 -0.5 -0.6 -1 -0.9 -1 0.2 0.4 0.2 0.7 0.5 0.2 1.1 1.2 0.4 0.8 0.5 0.1 0.2 0.1 0 0.0528 0.5279 0.1189 1.1887 0.1880 1.8800 0.2372 2.3719 0.0808 0.8084 1.0397 10.3966 1.0593 10.5932 0.0684 0.6844 0.3122 3.1216 0.8692 8.6922 0.1399 1.3990 0.6574 6.5741 2.0793 20.7927 1.1271 11.2706 0.0852 0.8525 matrix calc t2 = n * calc UCL = LCL = OOC? 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 17.4249 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 In control In control In control In control In control In control In control In control In control In control In control In control Above UCL In control In control 25.00 T^2 Control Chart for Quality Characteristics 20.00 25.00 15.00 10.00 20.00 5.00 0.00 15.00 2 3 4 5 6 7 8 9 T^2 1 10.00 5.00 0.00 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Sample Number Process is out of control at sample 13. 10-2 10 11 12 13 14 15 Chapter 10 Exercise Solutions 10-3. Phase 2 T 2 control limits with p = 2 characteristics. Let = 0.001. Since population parameters are known, the chi-square formula will be used for the upper 2 control limit: UCL 2, p 0.001,2 13.816 Excel : workbook Chap10.xls : worksheet Ex10-3 Sample No. xbar1 xbar2 1 2 UCL = LCL = OOC? 4 5 6 7 8 9 10 11 12 13 14 15 60 33 50 27 54 31 63 38 53 30 42 20 55 31 46 25 50 29 49 27 57 30 58 33 75 45 55 27 3 2 5 3 -5 -3 -1 1 8 8 -2 0 -13 -10 0 1 -9 -5 -5 -1 -6 -3 2 0 3 3 20 15 0 -3 0.0451 1.1268 0.1268 3.1690 0.1268 3.1690 0.0817 2.0423 0.5408 13.5211 0.0676 1.6901 0.9127 22.8169 0.0282 0.7042 0.4254 10.6338 0.2676 6.6901 0.2028 5.0704 0.0676 1.6901 0.0761 1.9014 2.1127 52.8169 0.2535 6.3380 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 13.8150 0 diff1 diff2 matrix calc t2 = n * calc 3 58 32 In control In control In control In control In control In control Above UCL In control In control In control In control In control In control Above UCL In control Phase II T^2 Control Chart 60.0000 50.0000 T^2 40.0000 30.0000 20.0000 10.0000 0.0000 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Sample Number Process is out of control at samples 7 and 14. Same results as for parameters estimated from samples. 10-3 Chapter 10 Exercise Solutions 10-4. Phase 2 T 2 control limits with p = 3 characteristics. Let = 0.001. Since population parameters are known, the chi-square formula will be used for the upper 2 control limit: UCL 2, p 0.001,3 16.266 Excel : workbook Chap10.xls : worksheet Ex10-4 Sample No. xbar1 xbar2 xbar3 1 3.1 3.7 3 2 3.3 3.9 3.1 3 2.6 3 2.4 4 2.8 3 2.5 5 3 3.3 2.8 6 4 4.6 3.5 7 3.8 4.2 3 8 3 3.3 2.7 9 2.4 3 2.2 10 2 2.6 1.8 11 3.2 3.9 3 12 3.7 4 3 13 4.1 4.7 3.2 14 3.8 4 2.9 15 3.2 3.6 2.8 diff1 diff2 diff3 0.1 0.2 0.2 0.3 0.4 0.3 -0.4 -0.5 -0.4 -0.2 -0.5 -0.3 0 -0.2 0 1 1.1 0.7 0.8 0.7 0.2 0 -0.2 -0.1 -0.6 -0.5 -0.6 -1 -0.9 -1 0.2 0.4 0.2 0.7 0.5 0.2 1.1 1.2 0.4 0.8 0.5 0.1 0.2 0.1 0 0.0528 0.5279 0.1189 1.1887 0.1880 1.8800 0.2372 2.3719 0.0808 0.8084 1.0397 10.3966 1.0593 10.5932 0.0684 0.6844 0.3122 3.1216 0.8692 8.6922 0.1399 1.3990 0.6574 6.5741 2.0793 20.7927 1.1271 11.2706 0.0852 0.8525 matrix calc t2 = n * calc UCL = LCL = OOC? 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 16.2660 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 In control In control In control In control In control In control In control In control In control In control In control In control Above UCL In control In control Phase II T^2 Control Chart 25.00 Phase II T^2 Control Chart 20.00 25.00 T^2 15.00 10.00 20.00 5.00 0.00 15.00 1 2 3 4 5 6 7 8 9 T^2 Sample Number 10.00 5.00 0.00 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Sample Number Process is out of control at sample 13. Same as results for parameters estimated from samples. 10-4 10 11 12 13 14 15 Chapter 10 Exercise Solutions 10-5. m = 30 preliminary samples, n = 3 sample size, p = 6 characteristics, = 0.005 (a) Phase II limits: p (m 1)(n 1) UCL F , p ,mn m p 1 mn m p 1 6(30 1)(3 1) F0.005,6,55 30(3) 30 6 1 372 (3.531) 55 23.882 LCL = 0 (b) 2 chi-square limit: UCL 2, p 0.005,6 18.548 The Phase II UCL is almost 30% larger than the chi-square limit. (c) Quality characteristics, p = 6. Samples size, n = 3. = 0.005. Find "m" such that exact Phase II limit is within 1% of chi-square limit, 1.01(18.548) = 18.733. Excel : workbook Chap10.xls : worksheet Ex10-5 m 30 40 50 60 70 80 90 100 num denom 372 55 492 75 612 95 732 115 852 135 972 155 1092 175 1212 195 F 3.531 3.407 3.338 3.294 3.263 3.240 3.223 3.209 UCL 23.8820 22.3527 21.5042 20.9650 20.5920 20.3184 20.1095 19.9447 717 718 719 720 721 722 8616 8628 8640 8652 8664 8676 3.107 3.107 3.107 3.107 3.107 3.107 18.7337 18.7332 18.7331 18.7328 18.7325 18.7324 … 1429 1431 1433 1435 1437 1439 720 preliminary samples must be taken to ensure that the exact Phase II limit is within 1% of the chi-square limit. 10-5 Chapter 10 Exercise Solutions 10-6. m = 30 preliminary samples, n = 5 sample size, p = 6 characteristics, = 0.005 (a) Phase II UCL: p (m 1)(n 1) UCL F , p ,mn m p 1 mn m p 1 6(30 1)(5 1) F0.005,6,115 30(5) 30 6 1 744 (3.294) 115 21.309 (b) 2 chi-square UCL: UCL 2, p 0.005,6 18.548 The Phase II UCL is almost 15% larger than the chi-square limit. (c) Quality characteristics, p = 6. Samples size, n = 5. = 0.005. Find "m" such that exact Phase II limit is within 1% of chi-square limit, 1.01(18.548) = 18.733. Excel : workbook Chap10.xls : worksheet Ex10-6 m 30 40 50 60 70 80 90 100 num 744 984 1224 1464 1704 1944 2184 2424 denom 115 155 195 235 275 315 355 395 F 3.294 3.240 3.209 3.189 3.174 3.164 3.155 3.149 UCL 21.3087 20.5692 20.1422 19.8641 19.6685 19.5237 19.4119 19.3232 390 400 410 411 412 9384 9624 9864 9888 9912 1555 1595 1635 1639 1643 3.106 3.105 3.105 3.105 3.105 18.7424 18.7376 18.7330 18.7324 18.7318 … 411 preliminary samples must be taken to ensure that the exact Phase II limit is within 1% of the chi-square limit. 10-6 Chapter 10 Exercise Solutions 10-7. m = 25 preliminary samples, n = 3 sample size, p = 10 characteristics, = 0.005 (a) Phase II UCL: p (m 1)(n 1) UCL F , p ,mn m p 1 mn m p 1 10(25 1)(3 1) F0.005,10,41 25(3) 25 10 1 520 (3.101) 41 39.326 (b) 2 chi-square UCL: UCL 2, p 0.005,10 25.188 The Phase II UCL is more than 55% larger than the chi-square limit. (c) Quality characteristics, p = 10. Samples size, n = 3. = 0.005. Find "m" such that exact Phase II limit is within 1% of chi-square limit, 1.01(25.188) = 25.440. Excel : workbook Chap10.xls : worksheet Ex10-7 m 25 35 45 55 65 75 85 95 105 num 520 720 920 1120 1320 1520 1720 1920 2120 denom 41 61 81 101 121 141 161 181 201 F 3.101 2.897 2.799 2.742 2.704 2.677 2.657 2.641 2.629 UCL 39.3259 34.1991 31.7953 30.4024 29.4940 28.8549 28.3808 28.0154 27.7246 986 987 988 989 990 19740 19760 19780 19800 19820 1963 1965 1967 1969 1971 2.530 2.530 2.530 2.530 2.530 25.4405 25.4401 25.4399 25.4398 25.4394 … 988 preliminary samples must be taken to ensure that the exact Phase II limit is within 1% of the chi-square limit. 10-7 Chapter 10 Exercise Solutions 10-8. m = 25 preliminary samples, n = 5 sample size, p = 10 characteristics, = 0.005 (a) Phase II UCL: p (m 1)(n 1) UCL F , p ,mn m p 1 mn m p 1 10(25 1)(5 1) F0.005,10,91 25(5) 25 10 1 1040 (2.767) 91 31.625 (b) 2 chi-square UCL: UCL 2, p 0.005,10 25.188 The Phase II UCL is more than 25% larger than the chi-square limit. (c) Quality characteristics, p = 10. Samples size, n = 5. = 0.005. Find "m" such that exact Phase II limit is within 1% of chi-square limit, 1.01(25.188) = 25.440. Excel : workbook Chap10.xls : worksheet Ex10-8 m 25 35 45 55 65 75 85 95 105 num denom F UCL 1040 91 2.767 31.6251 1440 131 2.689 29.5595 1840 171 2.648 28.4967 2240 211 2.623 27.8495 2640 251 2.606 27.4141 3040 291 2.594 27.1011 3440 331 2.585 26.8651 3840 371 2.578 26.6812 4240 411 2.572 26.5335 540 541 542 543 544 545 21640 21680 21720 21760 21800 21840 2151 2155 2159 2163 2167 2171 2.529 2.529 2.529 2.529 2.529 2.529 25.4419 25.4413 25.4408 25.4405 25.4399 25.4394 544 preliminary samples must be taken to ensure that the exact Phase II limit is within 1% of the chi-square limit. 10-8 Chapter 10 Exercise Solutions 10-9. p = 10 quality characteristics, n = 3 sample size, m = 25 preliminary samples. Assume = 0.01. Phase I UCL: p (m 1)(n 1) UCL F , p ,mn m p 1 mn m p 1 10(25 1)(3 1) F0.01,10,41 25(3) 25 10 1 480 (2.788) 41 32.638 Phase II UCL: p (m 1)(n 1) UCL F , p ,mn m p 1 mn m p 1 10(25 1)(3 1) F0.01,10,41 25(3) 25 10 1 520 (2.788) 41 35.360 10-10. Excel : workbook Chap10.xls : worksheet Ex10-10 (a) 1 0.7 0.7 0.7 0.7 1 0.7 0.7 Σ 0.7 0.7 1 0.7 0.7 0.7 0.7 1 (b) 2 UCL 2, p 0.01,4 13.277 10-9 Chapter 10 Exercise Solutions 10-10 continued (c) T 2 n y - 1 y - 3.5 0 1 0.7 0.7 0.7 1 3.5 0 3.5 0 0.7 1 0.7 0.7 3.5 0 1 3.5 0 0.7 0.7 1 0.7 3.5 0 3.5 0 0.7 0.7 0.7 1 3.5 0 15.806 Yes. Since T 2 15.806 UCL 13.277 , an out-of-control signal is generated. (d) 1 T(1)2 n y (1) - (1) (1) y (1) - (1) 3.5 0 1 0.7 0.7 1 3.5 0 1 3.5 0 0.7 1 0.7 3.5 0 3.5 0 0.7 0.7 1 3.5 0 15.313 2 2 2 2 T(1) T(2) T(3) T(4) 15.313 di T 2 T(2i ) d1 d2 d3 d4 15.806 15.313 0.493 2 0.01,1 6.635 2 No. First, since all di are smaller than 0.01,1 , no variable is identified as a relatively large contributor. Second, since the standardized observations are equal (that is, all variables had the same shift), this information does not assist in identifying which a process variable shifted. (e) Since (T 2 28.280) (UCL 13.277) , an out-of-control signal is generated. (f) 2 0.01,1 6.635 T(1)2 15.694; d1 12.585 2 T(2) 21.979; d 2 6.300 2 T(3) 14.479; d3 13.800 2 T(4) 25.590; d 4 2.689 Investigate variables 1 and 3. 10-10 Chapter 10 Exercise Solutions 10-11. Excel : workbook Chap10.xls : worksheet Ex10-11 (a) 1 0.8 0.8 0.8 1 0.8 0.8 0.8 1 (b) 2 UCL 2, p 0.05,3 7.815 (c) T 2 11.154 Yes. Since T 2 11.154 UCL 7.815 , an out-of-control signal is generated. (d) 2 0.05,1 3.841 T(1)2 11.111; d1 0.043 2 T(2) 2.778; d 2 8.376 2 T(3) 5.000; d3 6.154 Variables 2 and 3 should be investigated. (e) Since (T 2 6.538) (UCL 7.815) , an out-of-control signal is not generated. (f) 2 0.05,1 3.841 T(1)2 5.000; d1 1.538 2 T(2) 5.000; d 2 1.538 T(3)2 4.444; d3 2.094 Since an out-of-control signal was not generated in (e), it is not necessary to calculate the diagnostic quantities. This is confirmed since none of the di’s exceeds the UCL. 10-11 Chapter 10 Exercise Solutions 10-12. Excel : workbook Chap10.xls : worksheet Ex10-12 m 40 4.440 0.016 x 15.339 0.104 ; S1 0.016 0.001 121.101 0.256 1.553 0.003 VV ; S2 0.256 0.071 0.003 0.001 10-13. Excel : workbook Chap10.xls : worksheet Ex10-13 m 40 4.440 0.016 5.395 x 15.339 0.104 88.125 ; S1 0.016 0.001 0.014 5.395 0.014 27.599 121.101 0.256 43.720 1.553 0.003 0.561 VV 0.256 0.071 0.950 ; S 2 0.003 0.001 0.012 43.720 0.950 587.000 0.561 0.012 7.526 10-14. Excel : workbook Chap10.xls : worksheet Ex10-14 xbar xbar1 xbar2 10.607 21.207 S1 3.282 3.305 3.305 5.641 V'V 133.780 80.740 80.740 67.150 S2 2.307 1.392 1.392 1.158 10-12 Chapter 10 Exercise Solutions 10-15. Excel : workbook Chap10.xls : worksheet Ex10-15 p= mu' = Sigma = y' = 4 0 0 0 0 1 0.75 0.75 0.75 0.75 1 0.75 0.75 0.75 0.75 1 0.75 0.75 0.75 0.75 1 1 1 1 1 y' Sigma-1 = 0.308 0.308 0.308 0.308 y' Sigma-1 y = 1.231 delta = 1.109 ARL0 = 200 Sigma-1 = 3.0769 -0.9231 -0.9231 -0.9231 y= -0.9231 3.0769 -0.9231 -0.9231 -0.9231 -0.9231 3.0769 -0.9231 -0.9231 -0.9231 -0.9231 3.0769 1 1 1 1 From Table 10-3, select (lambda, H) pair that closely minimizes ARL1 1.5 1 delta = 0.2 0.1 lambda = 12.73 13.87 UCL = H = 12.17 6.53 ARL1 = Select = 0.1 with an UCL = H = 12.73. This gives an ARL1 between 7.22 and 12.17. 10-13 Chapter 10 Exercise Solutions 10-16. Excel : workbook Chap10.xls : worksheet Ex10-16 p= mu' = Sigma = y' = 4 0 0 0 0 1 0.9 0.9 0.9 0.9 1 0.9 0.9 0.9 0.9 1 0.9 0.9 0.9 0.9 1 1 1 1 1 y' Sigma-1 = 0.270 0.270 0.270 0.270 y' Sigma-1 y = 1.081 delta = 1.040 ARL0 = 500 Sigma-1 = y= 7.568 -2.432 -2.432 -2.432 -2.432 7.568 -2.432 -2.432 -2.432 -2.432 7.568 -2.432 -2.432 -2.432 -2.432 7.568 1 1 1 1 From Table 10-4, select (lambda, H) pair delta = 1 1.5 lambda = 0.105 0.18 UCL = H = 15.26 16.03 ARLmin = 14.60 7.65 Select = 0.105 with an UCL = H = 15.26. This gives an ARLmin near 14.60. 10-14 Chapter 10 Exercise Solutions 10-17. Excel : workbook Chap10.xls : worksheet Ex10-17 p= mu' = Sigma = y' = 2 0 0 1 0.8 0.8 1 1 1 y' Sigma-1 = 0.556 0.556 y' Sigma-1 y = 1.111 delta = 1.054 ARL0 = 200 Sigma-1 = 2.7778 -2.2222 -2.2222 2.7778 y= 1 1 From Table 10-3, select (lambda, H) pair that closely minimizes ARL1 delta = 1 1 1.5 1.5 lambda = 0.1 0.2 0.2 0.3 UCL = H = 8.64 9.65 9.65 10.08 ARL1 = 10.15 10.20 5.49 5.48 Select = 0.2 with an UCL = H = 9.65. This gives an ARL1 between 5.49 and 10.20. 10-15 Chapter 10 Exercise Solutions 10-18. (a) Note: In the textbook Table 10-5, the y2 values for Observations 8, 9, and 10 should be 100, 103, and 107. Stat > Control Charts > Variables Charts for Individuals > Individuals I Chart of y2 Output Variable (Tab10-5y2) 110 1 Individual Value 105 1 5 100 UCL=100.12 5 6 95 _ X=91.25 90 6 85 6 6 5 5 5 5 LCL=82.38 80 4 8 12 16 20 24 Observation 28 32 36 40 Test Results for I Chart of Tab10-5y2 TEST 1. One point more than 3.00 standard deviations from center line. Test Failed at points: 9, 10 TEST 5. 2 out of 3 points more than 2 standard deviations from center line (on one side of CL). Test Failed at points: 8, 9, 10, 11, 35, 37, 39, 40 TEST 6. 4 out of 5 points more than 1 standard deviation from center line (on one side of CL). Test Failed at points: 5, 10, 11, 12, 36, 37, 38, 39, 40 TEST 8. 8 points in a row more than 1 standard deviation from center line (above and below CL). Test Failed at points: 40 10-16 Chapter 10 Exercise Solutions 10-18 continued (b) Stat > Regression > Regression Regression Analysis: Tab10-5y2 versus Tab10-5x1, Tab10-5x2, ... The regression equation is Tab10-5y2 = 215 - 0.666 Tab10-5x1 - 11.6 Tab10-5x2 + 0.435 Tab10-5x3 + 0.192 Tab10-5x4 - 3.2 Tab10-5x5 + 0.73 Tab10-5x6 + 6.1 Tab10-5x7 + 10.9 Tab10-5x8 - 215 Tab10-5x9 Stat > Control Charts > Variables Charts for Individuals > Individuals I Chart of Regression Model Residuals (Ex10-18Res) 7.5 1 1 UCL=6.57 5 5 Individual Value 5.0 2.5 _ X=-0.00 0.0 -2.5 -5.0 5 LCL=-6.57 4 8 12 16 20 24 Observation 28 32 36 40 Test Results for I Chart of Ex10-18Res TEST 1. One point more than 3.00 standard deviations from center line. Test Failed at points: 7, 18 TEST 5. 2 out of 3 points more than 2 standard deviations from center line (on one side of CL). Test Failed at points: 19, 21, 25 TEST 6. 4 out of 5 points more than 1 standard deviation from center line (on one side of CL). Test Failed at points: 21 Plot points on the residuals control chart are spread between the control limits and do not exhibit the downward trend of the response y2 control chart. 10-17 Chapter 10 Exercise Solutions 10-18 continued (c) Stat > Time Series > Autocorrelation Autocorrelation Function for y2 Output Variable (Tab10-5y2) (with 5% significance limits for the autocorrelations) 1.0 0.8 Autocorrelation 0.6 0.4 0.2 0.0 -0.2 -0.4 -0.6 -0.8 -1.0 1 2 3 4 5 6 7 8 9 10 Lag Autocorrelation Function for Regression Model Residuals (Ex10-18Res) (with 5% significance limits for the autocorrelations) 1.0 0.8 Autocorrelation 0.6 0.4 0.2 0.0 -0.2 -0.4 -0.6 -0.8 -1.0 1 2 3 4 5 6 7 8 9 10 Lag The decaying sine wave of ACFs for Response y2 suggests an autoregressive process, while the ACF for the residuals suggests a random process. 10-18 Chapter 10 Exercise Solutions 10-19. Different approaches can be used to identify insignificant variables and reduce the number of variables in a regression model. This solution uses MINITAB’s “Best Subsets” functionality to identify the best-fitting model with as few variables as possible. Stat > Regression > Best Subsets Best Subsets Regression: Tab10-5y1 versus Tab10-5x1, Tab10-5x2, ... Response is Tab10-5y1 T T T T T T T T a a a a a a a a b b b b b b b b 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 - - - - - - - 5 5 5 5 5 5 5 5 Mallows x x x x x x x x Vars R-Sq R-Sq(adj) C-p S 1 2 3 4 5 6 7 8 1 43.1 41.6 52.9 1.3087 1 31.3 29.5 71.3 1.4378 X 2 62.6 60.5 24.5 1.0760 X 2 55.0 52.5 36.4 1.1799 X 3 67.5 64.7 18.9 1.0171 X X 3 66.8 64.0 19.9 1.0273 X X 4 72.3 69.1 13.3 0.95201 X X X 4 72.1 68.9 13.6 0.95522 X X X 5 79.5 76.5 4.0 0.83020 X X X X 5 73.8 69.9 13.0 0.93966 X X X X 6 79.9 76.2 5.5 0.83550 X X X X X 6 79.8 76.1 5.6 0.83693 X X X X X 7 80.3 76.0 6.8 0.83914 X X X X X X 7 80.1 75.8 7.1 0.84292 X X X X X X … Best Subsets Regression: Tab10-5y2 versus Tab10-5x1, Tab10-5x2, ... Response is Tab10-5y2 T T T T T T T T a a a a a a a a b b b b b b b b 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 - - - - - - - 5 5 5 5 5 5 5 5 Mallows x x x x x x x x Vars R-Sq R-Sq(adj) C-p S 1 2 3 4 5 6 7 8 1 36.1 34.4 24.0 4.6816 X 1 35.8 34.1 24.2 4.6921 2 55.1 52.7 8.1 3.9751 X 2 50.7 48.1 12.2 4.1665 X X 3 61.6 58.4 4.0 3.7288 X X X 3 59.8 56.4 5.7 3.8160 X X 4 64.9 60.9 2.9 3.6147 X X X 4 64.4 60.4 3.4 3.6387 X X X 5 67.7 62.9 2.3 3.5208 X X X X 5 65.2 60.1 4.7 3.6526 X X X X 6 67.8 62.0 4.2 3.5660 X X X X X 6 67.8 61.9 4.3 3.5684 X X X X X 7 67.9 60.9 6.1 3.6149 X X X X X X 7 67.8 60.8 6.2 3.6200 X X X X X X … T a b 1 0 5 x 9 X X X X X X X X X X X X X ****** T a b 1 0 5 x 9 X X X X X X X X X X X ****** For output variables y1 and y2, a regression model of input variables x1, x3, x4, x8, and x9 maximize adjusted R2 (minimize S) and minimize Mallow’s C-p. 10-19 Chapter 10 Exercise Solutions 10-19 continued Stat > Regression > Regression Regression Analysis: Tab10-5y1 versus Tab10-5x1, Tab10-5x3, ... The regression equation is Tab10-5y1 = 819 + 0.431 Tab10-5x1 - 0.124 Tab10-5x3 - 0.0915 Tab10-5x4 + 2.64 Tab10-5x8 + 115 Tab10-5x9 Predictor Constant Tab10-5x1 Tab10-5x3 Tab10-5x4 Tab10-5x8 Tab10-5x9 Coef 818.80 0.43080 -0.12396 -0.09146 2.6367 114.81 S = 0.830201 SE Coef 29.14 0.08113 0.03530 0.02438 0.7604 23.65 R-Sq = 79.5% Analysis of Variance Source DF SS Regression 5 90.990 Residual Error 34 23.434 Total 39 114.424 T 28.10 5.31 -3.51 -3.75 3.47 4.85 P 0.000 0.000 0.001 0.001 0.001 0.000 R-Sq(adj) = 76.5% MS 18.198 0.689 F 26.40 P 0.000 Regression Analysis: Tab10-5y2 versus Tab10-5x1, Tab10-5x3, ... The regression equation is Tab10-5y2 = 244 - 0.633 Tab10-5x1 + 0.454 Tab10-5x3 + 0.176 Tab10-5x4 + 11.2 Tab10-5x8 - 236 Tab10-5x9 Predictor Constant Tab10-5x1 Tab10-5x3 Tab10-5x4 Tab10-5x8 Tab10-5x9 Coef 244.4 -0.6329 0.4540 0.1758 11.175 -235.7 S = 3.52081 SE Coef 123.6 0.3441 0.1497 0.1034 3.225 100.3 R-Sq = 67.7% Analysis of Variance Source DF SS Regression 5 882.03 Residual Error 34 421.47 Total 39 1303.50 T 1.98 -1.84 3.03 1.70 3.47 -2.35 P 0.056 0.075 0.005 0.098 0.001 0.025 R-Sq(adj) = 62.9% MS 176.41 12.40 F 14.23 P 0.000 10-20 Chapter 10 Exercise Solutions 10-19 continued Stat > Control Charts > Variables Charts for Individuals > Individuals I-MR Chart of y1 Regression Model Residuals (Ex10-19Res1) 1 Individual V alue 2 U C L=2.105 1 _ X=-0.000 0 2 -1 2 -2 LC L=-2.105 4 8 12 16 20 24 O bser vation 28 32 36 40 1 M oving Range 3 U C L=2.586 2 __ M R=0.791 1 0 LC L=0 2 4 8 12 16 20 24 O bser vation 28 32 36 40 Test Results for I Chart of Ex10-19Res1 TEST Test TEST Test 1. One point more than 3.00 standard deviations from center line. Failed at points: 25 2. 9 points in a row on same side of center line. Failed at points: 10, 11 Test Results for MR Chart of Ex10-19Res1 TEST Test TEST Test 1. One point more than 3.00 standard deviations from center line. Failed at points: 26 2. 9 points in a row on same side of center line. Failed at points: 11 10-21 Chapter 10 Exercise Solutions 10-19 continued I-MR Chart of y2 Regression Model Residuals (Ex10-19Res2) Individual V alue 8 1 1 5 U C L=6.52 5 4 _ X=-0.00 0 -4 5 LC L=-6.52 -8 4 8 12 16 20 24 O bser vation 28 32 36 40 1 M oving Range 8 U C L=8.02 6 4 __ M R=2.45 2 0 LC L=0 4 8 12 16 20 24 O bser vation 28 32 36 40 Test Results for I Chart of Ex10-19Res2 TEST 1. One point more than 3.00 standard deviations from center line. Test Failed at points: 7, 18 TEST 5. 2 out of 3 points more than 2 standard deviations from center line (on one side of CL). Test Failed at points: 19, 21, 25 TEST 6. 4 out of 5 points more than 1 standard deviation from center line (on one side of CL). Test Failed at points: 7, 21 Test Results for MR Chart of Ex10-19Res2 TEST 1. One point more than 3.00 standard deviations from center line. Test Failed at points: 26 For response y1, there is not a significant difference between control charts for residuals from either the full regression model (Figure 10-10, no out-of-control observations) and the subset regression model (observation 25 is OOC). For response y2, there is not a significant difference between control charts for residuals from either the full regression model (Exercise 10-18, observations 7 and 18 are OOC) and the subset regression model (observations 7 and 18 are OOC). 10-22 Chapter 10 Exercise Solutions 10-20. Use = 0.1 and L = 2.7. Stat > Control Charts > Time-Weighted Charts > EWMA EWMA Chart of y1 Regression Model Residuals (Ex10-19Res1) 0.5 +2.7SL=0.435 0.4 0.3 EWMA 0.2 0.1 _ _ X=-0.000 0.0 -0.1 -0.2 -0.3 -0.4 -2.7SL=-0.435 4 8 12 16 20 24 Sample 28 32 36 40 EWMA Chart of y2 Regression Model Residuals (Ex10-19Res2) 2.0 1.5 +2.7SL=1.347 EWMA 1.0 0.5 _ _ X=-0.000 0.0 -0.5 -1.0 -2.7SL=-1.347 -1.5 4 8 12 16 20 24 Sample 28 32 36 40 Test Results for EWMA Chart of Ex10-19Res2 TEST. One point beyond control limits. Test Failed at points: 21, 22 The EWMA control chart for residuals from the response y1 subset model has no out-ofcontrol signals. However the chart for y2 residuals still indicates a problem beginning near observation 20. A potential advantage to using the EWMA control chart for residuals from a regression model is the quicker detection of small shifts in the process. 10-23 Chapter 10 Exercise Solutions 10-21. (a) Stat > Multivariate > Principal Components Note: To work in standardized variables in MINITAB, select Correlation Matrix. Note: To obtain principal component scores, select Storage and enter columns for Scores. Principal Component Analysis: Ex10-21X1, Ex10-21X2, Ex10-21X3, Ex10-21X4 Eigenanalysis of the Correlation Matrix Eigenvalue 2.3181 1.0118 0.6088 0.0613 Proportion 0.580 0.253 0.152 0.015 Cumulative 0.580 0.832 0.985 1.000 Variable Ex10-21X1 Ex10-21X2 Ex10-21X3 Ex10-21X4 PC1 0.594 0.607 0.286 0.444 PC2 -0.334 -0.330 0.794 0.387 PC3 0.257 0.083 0.534 -0.801 PC4 0.685 -0.718 -0.061 0.104 Principal Component Scores Ex10-21z1 0.29168 0.29428 0.19734 0.83902 3.20488 0.20327 -0.99211 -1.70241 -0.14246 -0.99498 0.94470 -1.21950 2.60867 -0.12378 -1.10423 -0.27825 -2.65608 2.36528 0.41131 -2.14662 Ex10-21z2 -0.60340 0.49153 0.64094 1.46958 0.87917 -2.29514 1.67046 -0.36089 0.56081 -0.31493 0.50471 -0.09129 -0.42176 -0.08767 1.47259 -0.94763 0.13529 -1.30494 -0.21893 -1.17849 Ex10-21z3 0.02496 1.23823 -0.20787 0.03929 0.12420 0.62545 -0.58815 1.82157 0.23100 0.33164 0.17976 -1.11787 -1.19166 -0.19592 0.01299 -1.31445 -0.11243 0.32286 0.64480 -0.86838 10-24 Chapter 10 Exercise Solutions 10-21 continued (b) Graph > Matrix Plot > Simple Matrix of Plots Matrix Plot of Ex10-21z1, Ex10-21z2, Ex10-21z3 Principal Component Scores -2 0 2 2 0 Ex10-21z1 -2 2 0 Ex10-21z2 -2 1.9 0.7 Ex10-21z3 -0.5 -2 0 2 -0.5 0.7 1.9 (c) Note: Principal component scores for new observations were calculated in Excel. See Excel : workbook Chap10.xls : worksheet Ex10-21. Graph > Matrix Plot > Matrix of Plots with Groups Matrix Plot of Ex10-21z1all, Ex10-21z2all, Ex10-21z3all Principal Component Scores -3.0 -0.5 2.0 Ex10-21Obs New Original 4 Ex1 0 -2 1 z1 all 0 -4 2.0 -0.5 Ex1 0 -2 1 z2 all -3.0 2 Ex1 0 -2 1 z3 all 0 -2 -4 0 4 -2 0 2 Although a few new points are within area defined by the original points, the majority of new observations are clearly different from the original observations. 10-25 Chapter 10 Exercise Solutions 10-22. (a) Stat > Multivariate > Principal Components Note: To work in standardized variables in MINITAB, select Correlation Matrix. Note: To obtain principal component scores, select Storage and enter columns for Scores. Principal Component Analysis: Ex10-22x1, Ex10-22x2, Ex10-22x3, …, Ex10-22x9 Eigenanalysis of the Correlation Matrix Eigenvalue 3.1407 2.0730 1.3292 1.0520 Proportion 0.349 0.230 0.148 0.117 Cumulative 0.349 0.579 0.727 0.844 Variable Ex10-22x1 Ex10-22x2 Ex10-22x3 Ex10-22x4 Ex10-22x5 Ex10-22x6 Ex10-22x7 Ex10-22x8 Ex10-22x9 PC1 -0.406 0.074 -0.465 0.022 -0.436 -0.163 -0.425 -0.120 0.448 PC2 0.204 -0.267 0.050 0.409 -0.372 0.579 -0.407 0.145 -0.238 PC3 -0.357 0.662 -0.000 0.575 0.089 0.108 0.175 0.202 -0.115 PC4 -0.261 -0.199 0.156 -0.200 0.048 0.032 -0.014 0.874 0.247 0.6129 0.068 0.912 PC5 0.068 0.508 0.525 -0.431 -0.277 0.332 -0.127 -0.123 0.240 0.3121 0.035 0.947 PC6 -0.513 -0.380 0.232 0.135 0.262 0.419 0.193 -0.368 0.323 0.2542 0.028 0.975 PC7 0.322 0.166 -0.602 -0.162 0.262 0.529 0.188 0.089 0.297 0.1973 0.022 0.997 PC8 0.467 -0.006 0.256 0.471 0.152 -0.244 -0.105 0.021 0.632 0.0287 0.003 1.000 PC9 0.090 -0.124 -0.018 0.099 -0.651 -0.022 0.723 0.035 0.133 (b) 72.7% of the variability is explained by the first 3 principal components. (c) Graph > Matrix Plot > Simple Matrix of Plots Matrix Plot of Ex10-22z1, Ex10-22z2, Ex10-22z3 Principal Component Scores -3 0 3 3 0 Ex10-22z1 -3 3 Ex10-22z2 0 -3 2 0 Ex10-22z3 -2 -3 0 3 -2 0 2 10-26 Chapter 10 Exercise Solutions 10-22 continued (d) Note: Principal component scores for new observations were calculated in Excel. See Excel : workbook Chap10.xls : worksheet Ex10-22. Graph > Matrix Plot > Matrix of Plots with Groups Matrix Plot of Ex10-22z1all, Ex10-22z2all, Ex10-22z3all All Principal Component Scores -4 0 4 3 Ex10-22Obs First Last 0 Ex1 0 -2 2 z1 all -3 4 0 Ex1 0 -2 2 z2 all -4 2 0 Ex1 0 -2 2 z3 all -2 -3 0 3 -2 0 2 Several points lie outside the area defined by the first 30 observations, indicating that the process is not in control. 10-27