Intro to Linear Regression
|
|
- Ashley Gibbs
- 6 years ago
- Views:
Transcription
1 Intro to Linear Regression
2 Introduction to Regression Regression is a statistical procedure for modeling the relationship among variables to predict the value of a dependent variable from one or more predictor variables. Imagine that I ask you to guess the weight of a college-aged male who is hidden from view What would your best guess be?
3 Introduction to Regression weight w eight 18.64
4 Introduction to Regression Regression is a statistical procedure for modeling the relationship among variables to predict the value of a dependent variable from one or more predictor variables. Imagine that I ask you to guess the weight of a college-aged male who is hidden from view What would your best guess be? What if I also gave you his height? Intuitively, it should be clear that you can do better
5 Introduction to Regression
6 Introduction to Regression The Pearson correlation, which we covered in the last lecture measures the degree to which a set of data points form a linear (straight line) relationship. Simple regression describes the linear relationship between a dependent variable () and one predictor variable () The resulting line is called the regression line.
7 Regression and Linear Equations ou should remember the following from your high school algebra course: Any straight line can be represented by an equation of the form = b + a, where b and a are constants. The value of b is called the slope and determines the direction and degree to which the line is tilted. The value of a is called the -intercept and determines the point where the line crosses the -axis. In the context of linear regression, a and b are called regression coefficients
8 Regression and Linear Equations b 0.5 a 1.0 ˆ b a 0.5 1
9 Residuals: Errors of Prediction How well a regression line fits a set of data points can be measured by calculating the distance between the data points and the line. Using the formula Ŷ = b + a, it is possible to find the predicted value of Ŷ for any. The residual, or error of prediction, between the predicted value and the actual value can be found by computing the difference -Ŷ The regression line is selected to be the best fit in the leastsquares sense. This means that we want to compute the line that minimizes the sum of squared residuals: SS 2 ˆ residual
10 Residuals: Errors of Prediction ˆ b a, ˆ
11 The Standard Error of Estimate The measure of unpredicted variability or error for the regression line is called the standard error of estimate (s e or s -Ŷ ) ou can think of it as analogous to the standard deviation if we were to use the mean M as our estimate of the variable s SS df M 2 n 1 s ˆ SS df residual residual ˆ 2 n 2
12 Computing Regression Coefficients b change in (as a function of ) change in SP SS or rs s a M bm
13 Example M M s s cov 36. 8
14 Example: Computing Regression Coefficients M M s s cov Compute r : r cov 36.8 s s Compute b : Compute a : a M bm b rs s So, ˆ b a
15 Example: Predicting from ou are told that a college-aged male is 74 inches tall. Given the computed regression coefficients, what is your best estimate of his weight? : height : weight ˆ b a ˆ
16 Example: Computing Accuracy of Prediction Regression M M s s cov r Two measures for accuracy of prediction: standard error of estimate (s e or s -Ŷ ) interpreted as standard deviation of the error around the regression line r 2 interpreted as % of variance accounted for by regression model r 2 2 cov s s 2 2 variation explained by total variation r r ˆ 2 n 1 s ˆ s 1 r n 2 n
17 Example: Computing Accuracy of Prediction Regression Just as σ or s can be used to compute confidence intervals for population means, s -Ŷ can be used to compute predictive intervals for t df crit s ˆ
18 Example: Computing Accuracy of Prediction Regression Just as σ or s can be used to compute confidence intervals for population means, s -Ŷ can be used to compute predictive intervals for t crit df s ˆ 1 x M 2 SS nss Note that the actual formula for the predictive interval is slightly more complicated and depends on x.
19 Standardized Regression The standardized regression coefficient (β) is computed by first standardizing both the predictor and dependent variables (i.e., by converting both the values and the values to z-scores) and then computing the regression coefficient (b) on the transformed scores For standardized regression, the y-offset is always zero For standardized regression with a single predictor variable, β is always equal to r. Standardized regression coefficients are only really useful in multiple regression, where there are multiple predictor variables). In these cases, standardizing can make it easier to determine the relative contribution of the different predictor variables to the regression model
20 Multiple Regression Often, researchers measure several variables that are hypothesized to predict a particular dependent variable For example, we might be interested in how well both SAT scores and high school GPAs predict college GPA s Multiple regression is an appropriate tool for such situations. Multiple regression describes the linear relationship between multiple predictor variables ( 1,, n ) and one criterion variable () The resulting surface is called the regression surface.
21 Multiple Regression with Two Predictor Variables In the same way that linear regression produces an equation that uses values of to predict values of, multiple regression produces an equation that uses two different variables ( 1 and 2 ) to predict values of. The equation is determined by a least squared error solution that minimizes the squared distances between the actual values and the predicted values. For two predictor variables, the general form of the multiple regression equation is: Ŷ= b b a The resulting plane is called the regression plane.
22 Multiple Regression
23 Multiple Regression
24 Multiple Regression
Intro to Linear Regression
Intro to Linear Regression Introduction to Regression Regression is a statistical procedure for modeling the relationship among variables to predict the value of a dependent variable from one or more predictor
More informationCorrelation and Linear Regression
Correlation and Linear Regression Correlation: Relationships between Variables So far, nearly all of our discussion of inferential statistics has focused on testing for differences between group means
More informationInferences for Regression
Inferences for Regression An Example: Body Fat and Waist Size Looking at the relationship between % body fat and waist size (in inches). Here is a scatterplot of our data set: Remembering Regression In
More informationCan you tell the relationship between students SAT scores and their college grades?
Correlation One Challenge Can you tell the relationship between students SAT scores and their college grades? A: The higher SAT scores are, the better GPA may be. B: The higher SAT scores are, the lower
More informationINFERENCE FOR REGRESSION
CHAPTER 3 INFERENCE FOR REGRESSION OVERVIEW In Chapter 5 of the textbook, we first encountered regression. The assumptions that describe the regression model we use in this chapter are the following. We
More informationVariance. Standard deviation VAR = = value. Unbiased SD = SD = 10/23/2011. Functional Connectivity Correlation and Regression.
10/3/011 Functional Connectivity Correlation and Regression Variance VAR = Standard deviation Standard deviation SD = Unbiased SD = 1 10/3/011 Standard error Confidence interval SE = CI = = t value for
More informationSimple Linear Regression Using Ordinary Least Squares
Simple Linear Regression Using Ordinary Least Squares Purpose: To approximate a linear relationship with a line. Reason: We want to be able to predict Y using X. Definition: The Least Squares Regression
More informationMultiple Regression. Inference for Multiple Regression and A Case Study. IPS Chapters 11.1 and W.H. Freeman and Company
Multiple Regression Inference for Multiple Regression and A Case Study IPS Chapters 11.1 and 11.2 2009 W.H. Freeman and Company Objectives (IPS Chapters 11.1 and 11.2) Multiple regression Data for multiple
More informationCorrelation: Relationships between Variables
Correlation Correlation: Relationships between Variables So far, nearly all of our discussion of inferential statistics has focused on testing for differences between group means However, researchers are
More informationREVIEW 8/2/2017 陈芳华东师大英语系
REVIEW Hypothesis testing starts with a null hypothesis and a null distribution. We compare what we have to the null distribution, if the result is too extreme to belong to the null distribution (p
More informationBusiness Statistics. Lecture 10: Correlation and Linear Regression
Business Statistics Lecture 10: Correlation and Linear Regression Scatterplot A scatterplot shows the relationship between two quantitative variables measured on the same individuals. It displays the Form
More informationCorrelation. A statistics method to measure the relationship between two variables. Three characteristics
Correlation Correlation A statistics method to measure the relationship between two variables Three characteristics Direction of the relationship Form of the relationship Strength/Consistency Direction
More informationInference for the Regression Coefficient
Inference for the Regression Coefficient Recall, b 0 and b 1 are the estimates of the slope β 1 and intercept β 0 of population regression line. We can shows that b 0 and b 1 are the unbiased estimates
More informationBusiness Statistics. Lecture 9: Simple Regression
Business Statistics Lecture 9: Simple Regression 1 On to Model Building! Up to now, class was about descriptive and inferential statistics Numerical and graphical summaries of data Confidence intervals
More informationMultiple Regression. More Hypothesis Testing. More Hypothesis Testing The big question: What we really want to know: What we actually know: We know:
Multiple Regression Ψ320 Ainsworth More Hypothesis Testing What we really want to know: Is the relationship in the population we have selected between X & Y strong enough that we can use the relationship
More informationUnit 6 - Introduction to linear regression
Unit 6 - Introduction to linear regression Suggested reading: OpenIntro Statistics, Chapter 7 Suggested exercises: Part 1 - Relationship between two numerical variables: 7.7, 7.9, 7.11, 7.13, 7.15, 7.25,
More informationUnit 6 - Simple linear regression
Sta 101: Data Analysis and Statistical Inference Dr. Çetinkaya-Rundel Unit 6 - Simple linear regression LO 1. Define the explanatory variable as the independent variable (predictor), and the response variable
More informationChapter 27 Summary Inferences for Regression
Chapter 7 Summary Inferences for Regression What have we learned? We have now applied inference to regression models. Like in all inference situations, there are conditions that we must check. We can test
More informationReminder: Student Instructional Rating Surveys
Reminder: Student Instructional Rating Surveys You have until May 7 th to fill out the student instructional rating surveys at https://sakai.rutgers.edu/portal/site/sirs The survey should be available
More informationSTA 108 Applied Linear Models: Regression Analysis Spring Solution for Homework #6
STA 8 Applied Linear Models: Regression Analysis Spring 011 Solution for Homework #6 6. a) = 11 1 31 41 51 1 3 4 5 11 1 31 41 51 β = β1 β β 3 b) = 1 1 1 1 1 11 1 31 41 51 1 3 4 5 β = β 0 β1 β 6.15 a) Stem-and-leaf
More informationMeasuring the fit of the model - SSR
Measuring the fit of the model - SSR Once we ve determined our estimated regression line, we d like to know how well the model fits. How far/close are the observations to the fitted line? One way to do
More informationIntroduction and Single Predictor Regression. Correlation
Introduction and Single Predictor Regression Dr. J. Kyle Roberts Southern Methodist University Simmons School of Education and Human Development Department of Teaching and Learning Correlation A correlation
More informationChapter 7 Linear Regression
Chapter 7 Linear Regression 1 7.1 Least Squares: The Line of Best Fit 2 The Linear Model Fat and Protein at Burger King The correlation is 0.76. This indicates a strong linear fit, but what line? The line
More informations e, which is large when errors are large and small Linear regression model
Linear regression model we assume that two quantitative variables, x and y, are linearly related; that is, the the entire population of (x, y) pairs are related by an ideal population regression line y
More informationLecture 10 Multiple Linear Regression
Lecture 10 Multiple Linear Regression STAT 512 Spring 2011 Background Reading KNNL: 6.1-6.5 10-1 Topic Overview Multiple Linear Regression Model 10-2 Data for Multiple Regression Y i is the response variable
More informationAMS 315/576 Lecture Notes. Chapter 11. Simple Linear Regression
AMS 315/576 Lecture Notes Chapter 11. Simple Linear Regression 11.1 Motivation A restaurant opening on a reservations-only basis would like to use the number of advance reservations x to predict the number
More informationLecture 18: Simple Linear Regression
Lecture 18: Simple Linear Regression BIOS 553 Department of Biostatistics University of Michigan Fall 2004 The Correlation Coefficient: r The correlation coefficient (r) is a number that measures the strength
More informationPsychology 282 Lecture #3 Outline
Psychology 8 Lecture #3 Outline Simple Linear Regression (SLR) Given variables,. Sample of n observations. In study and use of correlation coefficients, and are interchangeable. In regression analysis,
More information9 Correlation and Regression
9 Correlation and Regression SW, Chapter 12. Suppose we select n = 10 persons from the population of college seniors who plan to take the MCAT exam. Each takes the test, is coached, and then retakes the
More informationThis document contains 3 sets of practice problems.
P RACTICE PROBLEMS This document contains 3 sets of practice problems. Correlation: 3 problems Regression: 4 problems ANOVA: 8 problems You should print a copy of these practice problems and bring them
More informationHomework 6. Wife Husband XY Sum Mean SS
. Homework Wife Husband X 5 7 5 7 7 3 3 9 9 5 9 5 3 3 9 Sum 5 7 Mean 7.5.375 SS.5 37.75 r = ( )( 7) - 5.5 ( )( 37.75) = 55.5 7.7 =.9 With r Crit () =.77, we would reject H : r =. Thus, it would make sense
More informationChapter 12 - Part I: Correlation Analysis
ST coursework due Friday, April - Chapter - Part I: Correlation Analysis Textbook Assignment Page - # Page - #, Page - # Lab Assignment # (available on ST webpage) GOALS When you have completed this lecture,
More informationbivariate correlation bivariate regression multiple regression
bivariate correlation bivariate regression multiple regression Today Bivariate Correlation Pearson product-moment correlation (r) assesses nature and strength of the linear relationship between two continuous
More informationKey Algebraic Results in Linear Regression
Key Algebraic Results in Linear Regression James H. Steiger Department of Psychology and Human Development Vanderbilt University James H. Steiger (Vanderbilt University) 1 / 30 Key Algebraic Results in
More informationappstats27.notebook April 06, 2017
Chapter 27 Objective Students will conduct inference on regression and analyze data to write a conclusion. Inferences for Regression An Example: Body Fat and Waist Size pg 634 Our chapter example revolves
More informationRelationship Between Interval and/or Ratio Variables: Correlation & Regression. Sorana D. BOLBOACĂ
Relationship Between Interval and/or Ratio Variables: Correlation & Regression Sorana D. BOLBOACĂ OUTLINE Correlation Definition Deviation Score Formula, Z score formula Hypothesis Test Regression - Intercept
More informationAnswer Key. 9.1 Scatter Plots and Linear Correlation. Chapter 9 Regression and Correlation. CK-12 Advanced Probability and Statistics Concepts 1
9.1 Scatter Plots and Linear Correlation Answers 1. A high school psychologist wants to conduct a survey to answer the question: Is there a relationship between a student s athletic ability and his/her
More informationMultiple Regression Analysis
Multiple Regression Analysis y = β 0 + β 1 x 1 + β 2 x 2 +... β k x k + u 2. Inference 0 Assumptions of the Classical Linear Model (CLM)! So far, we know: 1. The mean and variance of the OLS estimators
More informationRegression, part II. I. What does it all mean? A) Notice that so far all we ve done is math.
Regression, part II I. What does it all mean? A) Notice that so far all we ve done is math. 1) One can calculate the Least Squares Regression Line for anything, regardless of any assumptions. 2) But, if
More informationSTAT 350: Geometry of Least Squares
The Geometry of Least Squares Mathematical Basics Inner / dot product: a and b column vectors a b = a T b = a i b i a b a T b = 0 Matrix Product: A is r s B is s t (AB) rt = s A rs B st Partitioned Matrices
More informationLecture 19 Multiple (Linear) Regression
Lecture 19 Multiple (Linear) Regression Thais Paiva STA 111 - Summer 2013 Term II August 1, 2013 1 / 30 Thais Paiva STA 111 - Summer 2013 Term II Lecture 19, 08/01/2013 Lecture Plan 1 Multiple regression
More informationLecture 18 MA Applied Statistics II D 2004
Lecture 18 MA 2612 - Applied Statistics II D 2004 Today 1. Examples of multiple linear regression 2. The modeling process (PNC 8.4) 3. The graphical exploration of multivariable data (PNC 8.5) 4. Fitting
More informationAnswer Key: Problem Set 6
: Problem Set 6 1. Consider a linear model to explain monthly beer consumption: beer = + inc + price + educ + female + u 0 1 3 4 E ( u inc, price, educ, female ) = 0 ( u inc price educ female) σ inc var,,,
More informationFrom last time... The equations
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike License. Your use of this material constitutes acceptance of that license and the conditions of use of materials on this
More informationSimple Linear Regression for the Climate Data
Prediction Prediction Interval Temperature 0.2 0.0 0.2 0.4 0.6 0.8 320 340 360 380 CO 2 Simple Linear Regression for the Climate Data What do we do with the data? y i = Temperature of i th Year x i =CO
More informationSimple Linear Regression
Simple Linear Regression ST 370 Regression models are used to study the relationship of a response variable and one or more predictors. The response is also called the dependent variable, and the predictors
More informationInformation Sources. Class webpage (also linked to my.ucdavis page for the class):
STATISTICS 108 Outline for today: Go over syllabus Provide requested information I will hand out blank paper and ask questions Brief introduction and hands-on activity Information Sources Class webpage
More informationMathematics for Economics MA course
Mathematics for Economics MA course Simple Linear Regression Dr. Seetha Bandara Simple Regression Simple linear regression is a statistical method that allows us to summarize and study relationships between
More informationChapter 9 - Correlation and Regression
Chapter 9 - Correlation and Regression 9. Scatter diagram of percentage of LBW infants (Y) and high-risk fertility rate (X ) in Vermont Health Planning Districts. 9.3 Correlation between percentage of
More informationAMS 7 Correlation and Regression Lecture 8
AMS 7 Correlation and Regression Lecture 8 Department of Applied Mathematics and Statistics, University of California, Santa Cruz Suumer 2014 1 / 18 Correlation pairs of continuous observations. Correlation
More informationMultiple Linear Regression
Multiple Linear Regression Simple linear regression tries to fit a simple line between two variables Y and X. If X is linearly related to Y this explains some of the variability in Y. In most cases, there
More informationIntroduction to Linear Regression
Introduction to Linear Regression James H. Steiger Department of Psychology and Human Development Vanderbilt University James H. Steiger (Vanderbilt University) Introduction to Linear Regression 1 / 46
More informationSTATISTICAL DATA ANALYSIS IN EXCEL
Microarra Center STATISTICAL DATA ANALYSIS IN EXCEL Lecture 5 Linear Regression dr. Petr Nazarov 14-1-213 petr.nazarov@crp-sante.lu Statistical data analsis in Ecel. 5. Linear regression OUTLINE Lecture
More informationChapter 12 - Lecture 2 Inferences about regression coefficient
Chapter 12 - Lecture 2 Inferences about regression coefficient April 19th, 2010 Facts about slope Test Statistic Confidence interval Hypothesis testing Test using ANOVA Table Facts about slope In previous
More informationAnnouncements: You can turn in homework until 6pm, slot on wall across from 2202 Bren. Make sure you use the correct slot! (Stats 8, closest to wall)
Announcements: You can turn in homework until 6pm, slot on wall across from 2202 Bren. Make sure you use the correct slot! (Stats 8, closest to wall) We will cover Chs. 5 and 6 first, then 3 and 4. Mon,
More informationBlack White Total Observed Expected χ 2 = (f observed f expected ) 2 f expected (83 126) 2 ( )2 126
Psychology 60 Fall 2013 Practice Final Actual Exam: This Wednesday. Good luck! Name: To view the solutions, check the link at the end of the document. This practice final should supplement your studying;
More informationObjectives Simple linear regression. Statistical model for linear regression. Estimating the regression parameters
Objectives 10.1 Simple linear regression Statistical model for linear regression Estimating the regression parameters Confidence interval for regression parameters Significance test for the slope Confidence
More informationANCOVA. ANCOVA allows the inclusion of a 3rd source of variation into the F-formula (called the covariate) and changes the F-formula
ANCOVA Workings of ANOVA & ANCOVA ANCOVA, Semi-Partial correlations, statistical control Using model plotting to think about ANCOVA & Statistical control You know how ANOVA works the total variation among
More informationregression analysis is a type of inferential statistics which tells us whether relationships between two or more variables exist
regression analysis is a type of inferential statistics which tells us whether relationships between two or more variables exist sales $ (y - dependent variable) advertising $ (x - independent variable)
More information" M A #M B. Standard deviation of the population (Greek lowercase letter sigma) σ 2
Notation and Equations for Final Exam Symbol Definition X The variable we measure in a scientific study n The size of the sample N The size of the population M The mean of the sample µ The mean of the
More informationChapter Learning Objectives. Regression Analysis. Correlation. Simple Linear Regression. Chapter 12. Simple Linear Regression
Chapter 12 12-1 North Seattle Community College BUS21 Business Statistics Chapter 12 Learning Objectives In this chapter, you learn:! How to use regression analysis to predict the value of a dependent
More informationConfidence Intervals, Testing and ANOVA Summary
Confidence Intervals, Testing and ANOVA Summary 1 One Sample Tests 1.1 One Sample z test: Mean (σ known) Let X 1,, X n a r.s. from N(µ, σ) or n > 30. Let The test statistic is H 0 : µ = µ 0. z = x µ 0
More informationSimple Linear Regression
Simple Linear Regression ST 430/514 Recall: A regression model describes how a dependent variable (or response) Y is affected, on average, by one or more independent variables (or factors, or covariates)
More informationAP Statistics L I N E A R R E G R E S S I O N C H A P 7
AP Statistics 1 L I N E A R R E G R E S S I O N C H A P 7 The object [of statistics] is to discover methods of condensing information concerning large groups of allied facts into brief and compendious
More informationHow to mathematically model a linear relationship and make predictions.
Introductory Statistics Lectures Linear regression How to mathematically model a linear relationship and make predictions. Department of Mathematics Pima Community College Redistribution of this material
More informationHow to mathematically model a linear relationship and make predictions.
Introductory Statistics Lectures Linear regression How to mathematically model a linear relationship and make predictions. Department of Mathematics Pima Community College (Compile date: Mon Apr 28 20:50:28
More informationRegression, Part I. - In correlation, it would be irrelevant if we changed the axes on our graph.
Regression, Part I I. Difference from correlation. II. Basic idea: A) Correlation describes the relationship between two variables, where neither is independent or a predictor. - In correlation, it would
More informationData Analysis and Statistical Methods Statistics 651
y 1 2 3 4 5 6 7 x Data Analysis and Statistical Methods Statistics 651 http://www.stat.tamu.edu/~suhasini/teaching.html Lecture 32 Suhasini Subba Rao Previous lecture We are interested in whether a dependent
More informationChapter 14 Simple Linear Regression (A)
Chapter 14 Simple Linear Regression (A) 1. Characteristics Managerial decisions often are based on the relationship between two or more variables. can be used to develop an equation showing how the variables
More informationTABLES AND FORMULAS FOR MOORE Basic Practice of Statistics
TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics Exploring Data: Distributions Look for overall pattern (shape, center, spread) and deviations (outliers). Mean (use a calculator): x = x 1 + x
More information23. Inference for regression
23. Inference for regression The Practice of Statistics in the Life Sciences Third Edition 2014 W. H. Freeman and Company Objectives (PSLS Chapter 23) Inference for regression The regression model Confidence
More informationOverview. Overview. Overview. Specific Examples. General Examples. Bivariate Regression & Correlation
Bivariate Regression & Correlation Overview The Scatter Diagram Two Examples: Education & Prestige Correlation Coefficient Bivariate Linear Regression Line SPSS Output Interpretation Covariance ou already
More informationChapter 3. Introduction to Linear Correlation and Regression Part 3
Tuesday, December 12, 2000 Ch3 Intro Correlation Pt 3 Page: 1 Richard Lowry, 1999-2000 All rights reserved. Chapter 3. Introduction to Linear Correlation and Regression Part 3 Regression The appearance
More informationRegression and the 2-Sample t
Regression and the 2-Sample t James H. Steiger Department of Psychology and Human Development Vanderbilt University James H. Steiger (Vanderbilt University) Regression and the 2-Sample t 1 / 44 Regression
More informationAnalysis of Bivariate Data
Analysis of Bivariate Data Data Two Quantitative variables GPA and GAES Interest rates and indices Tax and fund allocation Population size and prison population Bivariate data (x,y) Case corr® 2 Independent
More informationSMAM 314 Exam 42 Name
SMAM 314 Exam 42 Name Mark the following statements True (T) or False (F) (10 points) 1. F A. The line that best fits points whose X and Y values are negatively correlated should have a positive slope.
More informationChapter 19 Sir Migo Mendoza
The Linear Regression Chapter 19 Sir Migo Mendoza Linear Regression and the Line of Best Fit Lesson 19.1 Sir Migo Mendoza Question: Once we have a Linear Relationship, what can we do with it? Something
More informationST430 Exam 1 with Answers
ST430 Exam 1 with Answers Date: October 5, 2015 Name: Guideline: You may use one-page (front and back of a standard A4 paper) of notes. No laptop or textook are permitted but you may use a calculator.
More informationRegression Estimation Least Squares and Maximum Likelihood
Regression Estimation Least Squares and Maximum Likelihood Dr. Frank Wood Frank Wood, fwood@stat.columbia.edu Linear Regression Models Lecture 3, Slide 1 Least Squares Max(min)imization Function to minimize
More informationInference for Regression Inference about the Regression Model and Using the Regression Line
Inference for Regression Inference about the Regression Model and Using the Regression Line PBS Chapter 10.1 and 10.2 2009 W.H. Freeman and Company Objectives (PBS Chapter 10.1 and 10.2) Inference about
More information28. SIMPLE LINEAR REGRESSION III
28. SIMPLE LINEAR REGRESSION III Fitted Values and Residuals To each observed x i, there corresponds a y-value on the fitted line, y = βˆ + βˆ x. The are called fitted values. ŷ i They are the values of
More informationChapter 10-Regression
Chapter 10-Regression 10.1 Regression equation predicting infant mortality from income Y = Infant mortality X = Income Y = 6.70 s Y = 0.698 s 2 Y = 0.487 X = 46.00 s X = 6.289 s 2 X = 39.553 cov XY = 2.7245
More informationCh. 16: Correlation and Regression
Ch. 1: Correlation and Regression With the shift to correlational analyses, we change the very nature of the question we are asking of our data. Heretofore, we were asking if a difference was likely to
More informationLecture 9: Linear Regression
Lecture 9: Linear Regression Goals Develop basic concepts of linear regression from a probabilistic framework Estimating parameters and hypothesis testing with linear models Linear regression in R Regression
More informationMultiple Regression Examples
Multiple Regression Examples Example: Tree data. we have seen that a simple linear regression of usable volume on diameter at chest height is not suitable, but that a quadratic model y = β 0 + β 1 x +
More informationSimple linear regression
Simple linear regression Business Statistics 41000 Fall 2015 1 Topics 1. conditional distributions, squared error, means and variances 2. linear prediction 3. signal + noise and R 2 goodness of fit 4.
More informationReview of Statistics 101
Review of Statistics 101 We review some important themes from the course 1. Introduction Statistics- Set of methods for collecting/analyzing data (the art and science of learning from data). Provides methods
More information9. Linear Regression and Correlation
9. Linear Regression and Correlation Data: y a quantitative response variable x a quantitative explanatory variable (Chap. 8: Recall that both variables were categorical) For example, y = annual income,
More informationRegression. Estimation of the linear function (straight line) describing the linear component of the joint relationship between two variables X and Y.
Regression Bivariate i linear regression: Estimation of the linear function (straight line) describing the linear component of the joint relationship between two variables and. Generally describe as a
More information1 A Review of Correlation and Regression
1 A Review of Correlation and Regression SW, Chapter 12 Suppose we select n = 10 persons from the population of college seniors who plan to take the MCAT exam. Each takes the test, is coached, and then
More informationECON3150/4150 Spring 2015
ECON3150/4150 Spring 2015 Lecture 3&4 - The linear regression model Siv-Elisabeth Skjelbred University of Oslo January 29, 2015 1 / 67 Chapter 4 in S&W Section 17.1 in S&W (extended OLS assumptions) 2
More informationLinear Regression. Linear Regression. Linear Regression. Did You Mean Association Or Correlation?
Did You Mean Association Or Correlation? AP Statistics Chapter 8 Be careful not to use the word correlation when you really mean association. Often times people will incorrectly use the word correlation
More informationSimple Linear Regression
Simple Linear Regression 1 Correlation indicates the magnitude and direction of the linear relationship between two variables. Linear Regression: variable Y (criterion) is predicted by variable X (predictor)
More informationMrs. Poyner/Mr. Page Chapter 3 page 1
Name: Date: Period: Chapter 2: Take Home TEST Bivariate Data Part 1: Multiple Choice. (2.5 points each) Hand write the letter corresponding to the best answer in space provided on page 6. 1. In a statistics
More informationSection 3: Simple Linear Regression
Section 3: Simple Linear Regression Carlos M. Carvalho The University of Texas at Austin McCombs School of Business http://faculty.mccombs.utexas.edu/carlos.carvalho/teaching/ 1 Regression: General Introduction
More informationRegression Estimation - Least Squares and Maximum Likelihood. Dr. Frank Wood
Regression Estimation - Least Squares and Maximum Likelihood Dr. Frank Wood Least Squares Max(min)imization Function to minimize w.r.t. β 0, β 1 Q = n (Y i (β 0 + β 1 X i )) 2 i=1 Minimize this by maximizing
More informationImportant note: Transcripts are not substitutes for textbook assignments. 1
In this lesson we will cover correlation and regression, two really common statistical analyses for quantitative (or continuous) data. Specially we will review how to organize the data, the importance
More informationSection Least Squares Regression
Section 2.3 - Least Squares Regression Statistics 104 Autumn 2004 Copyright c 2004 by Mark E. Irwin Regression Correlation gives us a strength of a linear relationship is, but it doesn t tell us what it
More informationChs. 15 & 16: Correlation & Regression
Chs. 15 & 16: Correlation & Regression With the shift to correlational analyses, we change the very nature of the question we are asking of our data. Heretofore, we were asking if a difference was likely
More informationBusiness Statistics. Chapter 14 Introduction to Linear Regression and Correlation Analysis QMIS 220. Dr. Mohammad Zainal
Department of Quantitative Methods & Information Systems Business Statistics Chapter 14 Introduction to Linear Regression and Correlation Analysis QMIS 220 Dr. Mohammad Zainal Chapter Goals After completing
More information