Predict The Response Variable: Kazeem Adepoju, PH.D Wednesday, June 17, 2020

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Predict the response variable

Kazeem Adepoju,Ph.D
Wednesday, June 17, 2020
Topics:
-Prediction and the associated intervals

-Predict y vs. Predict E(Y|X=x)


Ratings of 366 instructors at one large campus in the Midwest were collected.
Students provided ratings for different aspects on 5 point scales (with 1 being the
worst and 5 being the best). We will focus on the following two aspects: clarity &
quality

Research question:

If I know an instructor’s clarity rating, what


can I say about the instructor’s overall
quality rating?

^
𝑞𝑢𝑎𝑙𝑖𝑡𝑦
  =0.221+0.952 𝑐𝑙𝑎𝑟𝑖𝑡𝑦
The sample data

X = clarity, Y = quality

3.5

If a (specific) professor’s clarity rating is 3.5, what is his/her quality rating?

What is the expected (mean) quality rating for professors with clarity rating
equal to 3.5?
X = clarity, Y = quality

If a (specific) professor’s clarity rating is 3.5, what is his/her quality rating?

What is the expected (mean) quality rating for professors with clarity rating
equal to 3.5?

is ______________. E(Y|X=3.5) is ______________.


A. A known parameter A. A known parameter
B. An unknown parameter B. An unknown parameter
C. A random variable C. A random variable
Recall:
Point estimate:  

The estimated quality rating for a (specific) professor who has clarity rating equal
to 3.5 is 3.55.

The estimated mean of quality rating for professors who have clarity rating equal
to 3.5 is 3.55.
(This is a random (This is a parameter, most
variable) of the time unknown)
formula
estimator

The point estimates for these two quantities are equal! What about the
intervals?
General format of an interval (two-sided)
Distribution (Estimated)
Point estimate multiplier /quantile standard error

Old example: 95% confidence interval for u, the population mean

 0.975-quantile
OR
from
 
Where S is the
estimated standard
A parameter will have a confidence interval
deviation
Confidence Interval for
● Find a point estimate:

● Identify the distribution of the difference

If σ is unknown, use If σ is known, use

t distribution multiplier N(0, 1) multiplier


Prediction Interval for
● Find a point estimate:

● Identify the distribution of the difference

If σ is unknown, use If σ is known, use

t distribution multiplier N(0, 1) multiplier


Assume
  is unknown, calculate a 95% interval when :

Distribution (Estimated)
Point estimate multiplier /quantile standard error

CI for expected
  0.975-quantile from
response value
(a parameter)

PI for actual   0.975-quantile from


response value
(a random variable)
Exercise:
Professor John’s clarity rating is 3.5, provide a 95% interval for his quality rating.

Is this a confidence interval or a prediction interval?

  0.975-quantile from

> qt(p = 0.975, df = 366 - 2)


[1] 1.97
> mean(Rateprof$clarity)
[1] 3.5

 ´ =3.5
𝑋
𝜎^  =0.1828
n=366
Professor John’s clarity rating is 3.5, provide a 95% interval for his Quality rating.

  0.975-quantile from

> qt(p = 0.975, df = 366 - 2)


[1] 1.97

 ´ =3.5
𝑋
𝜎^  =0.1828
n=366
3.5

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