Article View: sci.math.stat
Article #666Re: Test for Linearity ??
From: Jorge David Rivas
Date: Fri, 11 Dec 1992 22:02
Date: Fri, 11 Dec 1992 22:02
49 lines
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2466 bytes
In article <2975@tymix.Tymnet.COM> rick@daffodil.tymnet.com (Rick McFarland) writes:
>Why don't you try calculating the correlation coefficient: the closer it
>is to 1 or -1, the more linear your data.
>
>
>
>------------------------------------------------
>"ad astra per aspera"
I do not think that the corr. coef. would tell much at all right away.
If he is asking about linearity I'm sure he has in mind fitting a straight line.
He says:
" I have a question regarding, linearity
of data points. Does anybody know of any statistical
test for linearity. I would appreciate any kind of
help, references etc."
I would think that PLOTTING the data first would be necessary in order to asses
the rest of the test:
ie: if there is apattern other than somekind of random scattering along some
invisible straight line (ie: curvilinear like a parabola) then he should fit
a polynomial model (possibly of second order), then the reduced model with only
the linear term and THEN asses linearity by means of the corresponding tests.
If not consider looking at : "Problem solving: a statistician's guide"
Christopher Chatfield,
Chapman and Hall, pages 117-118
In it there are 4 sets of data constructed by Anscombe (1973). All have r=.82,
however:
set 1 is your typical "around the straight line" cloud
set 2 is 3/4 of a seemingly "branches down" parabola on which all the point are
perfectly lined on it.
set 3 is a set of 11 points in which 10 are perfectly lined on a stright line
and the 11th is an obvious outlier
set 4 is a setof 11 points, but this time the first 10 make a perfectly vertical straight line. The 11th one is again a far away outlier.
REMEMBER: ALL them have r = 0.82
Jorge David Rivas (undergrad) Dept. of Math & Stats
Simon Fraser University
Burnaby, B.C. CANADA
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Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!wupost!gumby!destroyer!cs.ubc.ca!newsserver.sfu.ca!rivas From: rivas@fraser.sfu.ca (Jorge David Rivas) Subject: Re: Test for Linearity ?? Message-ID: <1992Dec11.220220.10224@sfu.ca> Sender: news@sfu.ca Organization: Simon Fraser University, Burnaby, B.C., Canada References: <1992Dec10.234906.61926@cc.usu.edu> <2975@tymix.Tymnet.COM> Date: Fri, 11 Dec 1992 22:02:20 GMT Lines: 49