Wednesday, January 2, 2013

Correlation and regression for N observation



   Find the correlation coefficient , regression coefficient of   x  and estimated value of y
   With the help of dimension or array for the given observation.
      X     Y
      3     7
      5     9
      2     5
      .     .
      .     .
      .     .
      .     .
      .     .
      N1     N2 
Solution: here we see that the total number of observation is up to N so we put here
      Do I = 1,N. because we have to put total N observation.\
Answer:
          dimension x(1000)  ,Y(1000)
          write(*,*) 'Enter the total no. of observation N'
          read(*,*) N
          print*, 'enter value of dimension x'
          do i = 1,N
          read(*,*) x(i)
          end do
          write(*,*) 'Enter the value of the dimension y'
          do j= 1,N
          read(*,*) y(j)
          End do
          sumx=0
          sumy=0
          do i=1,10
            sumx=sumx+x(i)
            sumy=sumy+y(i)
          enddo
          avex=sumx/10.0
          avey=sumy/10.0
          sum1=0
          sum2=0
          spxy=0
          do i=1,10
            sum1=sum1+(x(i)-avex)**2
            sum2=sum2+(y(i)-avey)**2
            spxy=spxy+(x(i)-avex)*(y(i)-avey)
         end do
         correlation= spxy/sqrt(sum1*sum2)
         Byx=spxy/sum1
         A=avey-(Byx*avex)
         print*, 'the value of corr',correlation,'      ','Byx is=',Byx
         print*, 'the estimated value of y is =', A
         print*, 'average of x is', avex,'    ',' and average of y is',avey
         stop
         end

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