Lecture 13

MER301: Engineering
Reliability
LECTURE 13
Chapter 6:6.3-6.4
Multiple Linear Regression Models
L Berkley Davis MER301: Engineering Reliability 1

Copyright 2009 Lecture 13
Summary of Topics
 Multiple Regression Analysis
 Multiple Regression Equation
 Precision and Significance of a
Regression Model
 Confidence Limits

Summary of Topics
 Linear Regression Analysis
 Simple Regression Model
 Least Squares Estimate of the Coefficients
 Standard Error of the Coefficients
 Precision and Significance of a Regression Model
 Precision
 Standard Error of the Coefficients
 R2 - Correlation Coefficient
 Significance
 T-test on Coefficients
 Analysis of Variance

SST  SS R  SS E
 Linear Regression Analysis

 Simple Regression Model yˆi  y  ˆ1  xi  x   ˆ0  ˆ1  xi
 Least Squares Estimate of the Coefficientsˆ1  S xy / S xx
 Standard Error of the Coefficients ˆ0  y  ˆ1  x
 Precision and Significance of a Regression Model
 Precision
 Standard Error of the Coefficients
 R2 - Correlation Coefficient
 Significance
 T-test on Coefficients    
 Analysis of Variance t0  0 / se(0 ) t0  1 / se(1 )

Regression Analysis
 For those cases where there is not a
Mechanistic Model of an engineering
process, data are used to generate an
Empirical Model. A powerful technique for
creating such a model doing is called
Regression Analysis
 In Simple Linear Regression, the Dependent Variable
Y is a function of one Independent Variable X
 Multiple Linear Regression is used when Y is a
function of more than one X
 The form of regression models is based on
the underlying physics as much as possible

Multiple Linear Regression Models
 Multiple Regression Models are used when
the dependent variable Y is a function of
more than one independent variable
Y  fn( x1 , x 2, .....xi )
 Consistent with the physics, the model may
include non-linear terms such as
xi2 , xik , xi  x j , xi  ln x j , xi  e  x j , etc
 Use as few terms as possible, consistent

with the physics..

General Form of Regression
Equation

Forms of Multiple Regression Equations…
Y   0   1  x1   2  x2
Y  50  10  x1  7  x2

 Interaction terms…
Y   0  1  x1   2  x2
 3  x1  x2
Y  50  10  x1  7  x2
 5  x1  x2

 Non-linear terms…
Y   0  1  x1   2  x2   3  x1  x2
  4  x12   5  x22
Y  800  10  x1  7  x2  4  x1  x2
 8.5  x12  5  x22

General Form of Regression Equation
 The general form of the multiple regression equation
for n data points and k independent variables is
k
yi  ˆ 0   ˆ j  xij   i i  1,2,........n
j 1

Matrix Version of Multi-Linear
Regression

Example 13.1
 The pull strength of a wire bond in
a semiconductor product is an
important characteristic.
 We want to investigate the
suitability of using a multiple
regression model to predict pull
strength (Y) as a function of wire
length (x1) and die height (x2).
 Excel file Example13.1.xls

Example 13.1(page 2)
Wire Bond data
Pull Strength Y is to be Observation

1
Pull Strength
9.95
Wire Length
2
Die Height
50
modeled as a function of 2 24.45 8 110
Wire Length x
1and Die
3
4
31.75
35
11
10
120
550
Height x2 5
6
7
25.02
16.86
14.38
8
4
2
295
200
375
Y   0   1  x1   2  x2
8 9.6 2 52
9 24.35 9 100
10 27.5 8 300
11 17.08 4 412
12 37 11 400
Minitab is used to analyze 13 41.95 12 500
the data set to get values

14 11.66 2 360
15 21.65 4 205
of the  ' s 16
17
17.89
69
4
20
400
600
18 10.3 1 585
19 34.93 10 540
20 46.59 15 250
21 44.88 15 290
22 54.12 16 510
23 56.63 17 590
24 22.13 6 100
25 21.15 5 400
Regression Analysis
The regression equation is
Pull Strength = 2.26 + 2.74 Wire Length + 0.0125 Die Height
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.990512593
R Square 0.981115197
Adjusted R Square 0.979398397
Standard Error 2.289367725
Observations 25
ANOVA
df SS MS F Significance F
Regression 2 5990.476035 2995.238 571.478936 1.08952E-19
Residual 22 115.3065007 5.241205
Total 24 6105.782536
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 2.261049258 1.060678216 2.131701 0.04444576 0.061337283 4.460761 0.06133728 4.46076123
Wire Length 2.744011123 0.093577836 29.3233 3.9636E-19 2.54994257 2.93808 2.54994257 2.93807968
Die Height 0.012538881 0.002800034 4.478117 0.00018764 0.006731965 0.018346 0.00673196 0.0183458

Precision and Significance of
the Regression…
 Dealing with the
Precision first….
 Standard Error of
the Coefficients
 Coefficient of
Determination
 Confidence
Interval on the
Mean Response

Regression Analysis
SUMMARY OUTPUT
R Square 0.981115197
Observations 25
ANOVA
Regression 2 5990.476035 2995.238 571.478936 1.08952E-19 (6-46)
Residual 22 115.3065007 5.241205
Total 24 6105.782536
Intercept 2.261049258 1.060678216 2.131701 0.04444576 0.061337283 4.460761 0.06133728 4.46076123
Wire Length 2.744011123 0.093577836 29.3233 3.9636E-19 2.54994257 2.93808 2.54994257 2.93807968
Die Height 0.012538881 0.002800034 4.478117 0.00018764 0.006731965 0.018346 0.00673196 0.0183458

Confidence Interval on Mean
Response
(6-52)
Regression Plot
Y = 5.11452 + 2.90270X
R-Sq = 96.4 %
70
60
50
Pull Strengt
40
30
20
Regression
10
95% CI
0 10 20
Wire Length

Precision and Significance of
the Regression…
 And now the
Significance….
 Hypothesis Testing
 ANOVA

Regression Analysis
SUMMARY OUTPUT
Regression Statistics (6-48)

R Square 0.981115197
Observations 25
ANOVA
Regression 2 5990.476035 2995.238 571.478936 1.08952E-19 (6-49)
Residual 22 115.3065007 5.241205
Total 24 6105.782536
Intercept 2.261049258 1.060678216 2.131701 0.04444576 0.061337283 4.460761 0.06133728 4.46076123
Wire Length 2.744011123 0.093577836 29.3233 3.9636E-19 2.54994257 2.93808 2.54994257 2.93807968
Die Height 0.012538881 0.002800034 4.478117 0.00018764 0.006731965 0.018346 0.00673196 0.0183458

Analysis of Variance(ANOVA)
SUMMARY OUTPUT
R Square 0.981115197 (6-47)
Observations 25
ANOVA
Regression 2 5990.476035 2995.238 571.478936 1.08952E-19
Residual 22 115.3065007 5.241205
Total 24 6105.782536
Intercept 2.261049258 1.060678216 2.131701 0.04444576 0.061337283 4.460761 0.06133728 4.46076123
Wire Length 2.744011123 0.093577836 29.3233 3.9636E-19 2.54994257 2.93808 2.54994257 2.93807968
Die Height 0.012538881 0.002800034 4.478117 0.00018764 0.006731965 0.018346 0.00673196 (6-45)
0.0183458

Summary of Topics
 Multiple Regression Analysis
 Multiple Regression Equation
 Precision and Significance of a
Regression Model


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MER301: Engineering

L Berkley Davis MER301: Engineering Reliability 1

L Berkley Davis MER301: Engineering Reliability 2

L Berkley Davis MER301: Engineering Reliability 3

 Linear Regression Analysis

L Berkley Davis MER301: Engineering Reliability 4

L Berkley Davis MER301: Engineering Reliability 5

 Use as few terms as possible, consistent

L Berkley Davis MER301: Engineering Reliability 6

L Berkley Davis MER301: Engineering Reliability 7

L Berkley Davis MER301: Engineering Reliability 8

L Berkley Davis MER301: Engineering Reliability 9

L Berkley Davis MER301: Engineering Reliability 10

L Berkley Davis MER301: Engineering Reliability 11

L Berkley Davis MER301: Engineering Reliability 12

L Berkley Davis MER301: Engineering Reliability 13

Pull Strength Y is to be Observation

the data set to get values

L Berkley Davis MER301: Engineering Reliability 15

L Berkley Davis MER301: Engineering Reliability 16

L Berkley Davis MER301: Engineering Reliability 17

L Berkley Davis MER301: Engineering Reliability 18

L Berkley Davis MER301: Engineering Reliability 19

Regression Statistics (6-48)

L Berkley Davis MER301: Engineering Reliability 20

L Berkley Davis MER301: Engineering Reliability 21

L Berkley Davis MER301: Engineering Reliability 22

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