Let be speed and the tool type. Each fit is a normal linear model with independent errors. The three mean specifications are
The constraints are treatment coding with type 1 as reference. The parameter counts are , respectively. Model 2 gives parallel lines; model 3 allows interaction terms and distinct slopes.
In the analysis of variance interaction row, adding three independent slope differences costs three degrees of freedom. Its extra sum of squares is the reduction in residual sum of squares, . Its mean square is , and its F-test statistic is
Thus the four missing entries are , , , and , to the precision allowed by the rounded output. This tests against the alternative that at least one slope difference is nonzero. Under and the normal linear model assumptions, the statistic has distribution . Its p-value gives no reason to reject at 5%.
The simpler common-line model is inadequate compared with the parallel-line model. Testing against at least one nonzero type effect, while retaining speed, gives the partial F-test
Its p-value is far below , so reject the common-line restriction. This reduction differs from the sequential type sum of squares in the displayed table, because that table adds type before speed. Recommend model 2: different intercepts and a common decreasing slope.
The selected coefficient estimates give
The intercept estimates the expected lifetime of type 1 at speed zero; if zero speed is outside the data range, it is only an extrapolated intercept. Its standard error is , and its Student t-test ratio is , with two-sided p-value . At any fixed speed, type 2 differs from type 1 by hours, with standard error , and p-value , giving little evidence of a difference. Types 3 and 4 exceed type 1 by and hours, with standard errors and ; their test ratios and and p-values and support positive differences. Each of these individual coefficient tests has null value zero, alternative nonzero, and null distribution .
The speed coefficient means a reduction of hours per extra revolution per minute, or hours per additional 100 rpm, for every type. Its standard error is ; the ratio has null distribution when the common slope is zero, and two-sided p-value .
The residual standard error estimates the common noise standard deviation in hours using 15 residual degrees of freedom, since . The coefficient of determination means that about of the corrected lifetime variation is explained by this fit. The overall F-test statistic tests the simultaneous restriction against at least one nonzero coefficient; its null distribution is and its p-value rejects an intercept-only mean. These conclusions remain conditional on suitable regression diagnostics for independent, homoscedastic, approximately normal errors.
The required sketch plots the four fitted lines. Its speed interval is illustrative because the observed speeds are not supplied; the ordering and vertical gaps are determined by the fitted coefficients.
Figure 1.
Parallel fitted tool-lifetime lines for the four tool types
.