An article in the Journal of Sound and Vibration [“Measurement of Noise-Evoked Blood Pressure by Means of Averaging Method: Relation between Blood Pressure Rise and PSL” (1991, Vol. 151(3), pp. 383-394)] described a study investigating the relationship between noise exposure and hypertension. The following data are representative of those reported in the article.
## y x
## 1 1 60
## 2 0 63
## 3 1 65
## 4 2 70
## 5 5 70
## 6 1 70
## 7 4 80
## 8 6 90
## 9 2 80
## 10 3 80
## 11 5 85
## 12 4 89
## 13 6 90
## 14 8 90
## 15 4 90
## 16 5 90
## 17 7 94
## 18 9 100
## 19 7 100
## 20 6 100
A. Draw a scatter diagram of y (blood pressure rise in millimeters of mercury) versus x (sound pressure level in decibels). Does a simple linear regression model seem reasonable in this situation?
scatter.smooth(x=data$x, y=data$y, main="Blood Pressure Rise vs. Sound Pressure Level", xlab = "Sound Pressure Level (dB)", ylab = "Blood Pressure Rise (mm Hg)" )
Figure 1.1. Scatter diagram of y (blood pressure rise in millimeters of mercury) versus x (sound pressure level in decibels).
Yes, a simple linear regression model seems reasonable in this situation.
B. Fit the simple linear regression model using least squares. Find an estimate of σ2.
Using Least Squares Method:
First, calculate Sxy, Sxx, and Syy.
x=data$x; y=data$y
Sxy = sum((x - mean(x)) * (y - mean(y)))
Sxx = sum((x - mean(x)) ^ 2)
Syy = sum((y - mean(y)) ^ 2)
c(Sxy, Sxx, Syy)
## [1] 533.2 3059.2 124.2
Sxy = 533.2
Sxx = 3059.2
Syy = 124.2
Then, calculate \(\hat{\beta}_0\) and \(\hat{\beta}_1\).
beta_1_hat = Sxy / Sxx
beta_0_hat = mean(y) - beta_1_hat * mean(x)
c(beta_0_hat, beta_1_hat)
## [1] -10.1315377 0.1742939
\(\hat{\beta}_0\) = -10.1315377
\(\hat{\beta}_1\) = 0.1742939
The least squares estimates of the intercept and slope are \(\hat{\beta}_0\) = -10.1315377 and \(\hat{\beta}_1\) = 0.1742939.
Thus, the fitted simple linear regression model is \(\hat{y}\) = -10.1315377 + 0.1742939x.
Variance Estimation:
y_hat = beta_0_hat + beta_1_hat * x
e = y - y_hat
n = length(e)
σ_2_hat = sum(e^2) / (n - 2)
σ_2_hat
## [1] 1.737026
The estimated σ2, \(\hat{\sigma}^2\) = 1.737026.
To check: Using the lm Function
linear.regression <- lm(y ~ x, data=data)
summary(linear.regression)
##
## Call:
## lm(formula = y ~ x, data = data)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.8120 -0.9040 -0.1333 0.5023 2.9310
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -10.13154 1.99490 -5.079 7.83e-05 ***
## x 0.17429 0.02383 7.314 8.57e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.318 on 18 degrees of freedom
## Multiple R-squared: 0.7483, Adjusted R-squared: 0.7343
## F-statistic: 53.5 on 1 and 18 DF, p-value: 8.567e-07
Indeed, the simple linear regression model is \(\hat{y}\) = -10.13154 + 0.17429x (rounded off to 5 dec. places), while the estimated σ2 can be calculated by squaring the value of the residual standard error/residual standard deviation, which is 1.3182 = 1.737 (rounded off to 3 dec. places).
C. Find the predicted mean rise in blood pressure level associated with a sound pressure level of 85 decibels.
To predict the mean rise in blood pressure level associated with a sound pressure level of 85 decibels, use the fitted simple linear regression model: \(\hat{y}\) = -10.1315377 + 0.1742939x.
y_hat <- beta_0_hat + beta_1_hat * 85
y_hat
## [1] 4.683447
Thus, the estimated mean rise in blood pressure level associated with a sound pressure level of 85 decibels is 4.683447 mm Hg.