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Neil W. Polhemus, CTO, StatPoint Technologies, Inc.

Regression Analysis Using
Statgraphics Centurion
Copyright 2011 by StatPoint Technologies, Inc.
Web site: www.statgraphics.com
Outline
 Regression Models
 Examples – Single X
 Simple regression
 Nonlinear models
 Calibration
 Comparison of regression lines
 Examples – Multiple X
 Regression model selection (stepwise, all possible)
 Logistic regression
 Poisson regression
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Regression Model Setup
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 Dependent variable: Y
 Independent variable(s): X
1
, X
2
, …, X
k
 Error term: c
Model: Y = f (X
1
, X
2
, …, X
k
) + c
Types of Regression Models (#1)
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Procedure Dependent variable Independent variables
Simple Regression continuous 1 continuous
Polynomial Regression continuous 1 continuous
Box-Cox Transformations continuous 1 continuous
Calibration Models continuous 1 continuous
Comparison of Regression
Lines
continuous 1 continuous and 1
categorical
Types of Regression Models (#2)
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Procedure Dependent variable Independent variables
Multiple Regression continuous 2+ continuous
Regression Model Selection continuous 2+ continuous
Nonlinear Regression continuous 1+ continuous
Ridge Regression continuous 2+ continuous
Partial Least Squares continuous 2+ continuous
General Linear Models 1+ continuous 2+ continuous or categorical
variables
Types of Regression Models (#3)
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Procedure Dependent variable Independent variables
Logistic Regression proportions 1+ continuous or categorical
Probit Analysis proportions 1+ continuous or categorical
Poisson Regression counts 1+ continuous or categorical
Negative Binomial
Regression
counts 1+ continuous or categorical
Life Data - Parametric
Models
failure times 1+ continuous or categorical
Example 1: Stability study
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Y: percent of available chlorine
X: number of weeks since production
Lower acceptable limit for Y: 0.40
X-Y Scatterplot with Smooth
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Simple Regression
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Analysis Options
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Tables and Graphs
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Analysis Window
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Analysis Summary
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Lack-of-Fit Test
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Comparison of Alternative Models
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Fitted Reciprocal-X Model
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Plot of Fitted Model
chlorine = 0.368053 + 1.02553/weeks
0 10 20 30 40 50
weeks
0.38
0.4
0.42
0.44
0.46
0.48
0.5
c
h
l
o
r
i
n
e
Lower 95% Prediction Limit
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Outlier Removal
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Plot of Fitted Model
chlorine = 0.366628 + 1.02548/weeks
0 10 20 30 40 50
weeks
0.38
0.4
0.42
0.44
0.46
0.48
0.5
c
h
l
o
r
i
n
e
Example 2: Nonlinear Regression
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Draper and Smith in Applied Regression Analysis suggest fitting
a model of the form
Y = a + (0.49-a)exp[-b(x-8)]
Since the model is nonlinear in the parameters, it requires a
search procedure to find the best solution.
Data Input Dialog Box
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Initial Parameter Estimates
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Analysis Options
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Plot of Fitted Model
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Plot of Fitted Model
0 10 20 30 40 50
weeks
0.38
0.4
0.42
0.44
0.46
0.48
0.5
c
h
l
o
r
i
n
e
chlorine = 0.390144+(0.49-0.390144)*exp(-0.101644*(weeks-8))
Example 3: Calibration
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The general calibration problem is that
of determining the likely value of X
given an observed value of Y.
Typically: X = item characteristic, Y =
measured value
Step 1: Build a regression model using
samples with known values of X
(“golden samples”).
Step 2: For another sample with
unknown X, predict X from Y.
Data Input Dialog Box
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Reverse Prediction
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Plot of Fitted Model
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Plot of Fitted Model
measured = -0.0896667 + 1.01433*known
0 2 4 6 8 10
known
0
2
4
6
8
10
12
m
e
a
s
u
r
e
d
5.85573 (5.59032,6.1215)
5.85
Example 4: Comparison of
Regression Lines
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Y: amount of scrap produced
X: production line speed
Levels: line number
Data Input Dialog Box
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Analysis Options
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Plot of Fitted Model
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Line
1
2
Plot of Fitted Model
100 140 180 220 260 300 340
Speed
140
240
340
440
540
S
c
r
a
p
Significance Tests
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Parallel Slope Model
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Example 5: Multiple Regression
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Stepwise Regression
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Analysis Options
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Selected Variables
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Residual Plot
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All Possible Regressions
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Analysis Options
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Best Adjusted R-Squared Models
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Example 6: Logistic Regression
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Response variable may be in the form of proportions or binary (0/1).
Logistic Model
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| | ) ... ( exp 1
1
) (
2 2 1 1 0 k k
X X X
Event P
| | | | + + + + ÷ +
=
k k
X X X
Event P
Event P
| | | | + + + + =
|
|
.
|

\
|
÷
...
) ( 1
) (
log
2 2 1 1 0
Let P(Event) be the probability an event occurs at specified values of
the independent variables X.
(1)
(2)
Data Input - Proportions
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Analysis Options
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Plot of Fitted Model
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0 20 40 60 80 100
Load
Plot of Fitted Model
with 95.0%confidence limits
0
0.2
0.4
0.6
0.8
1
F
a
i
l
u
r
e
s
/
S
p
e
c
i
m
e
n
s
Statistical Results
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Data Input - Binary
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Analysis Options
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Analysis Summary
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Example 7: Poisson Regression
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Response variable is a count.
Poisson Model
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Values of the response variable are assumed to follow a Poisson
distribution:
( )
k k
X X X | | | | ì + + + + = ... log
2 2 1 1 0
The rate parameter ì is related to the predictor variables through a log-
linear link function:
( )
! Y
e
Y p
Y ì
ì
÷
=
Data Input
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Analysis Options
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Statistical Results
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Plot of Fitted Model
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Thickness=170.0
Extraction=75.0
Height=55.0
0 10 20 30 40
Years
Plot of Fitted Model
with 95.0%confidence limits
0
1
2
3
4
5
I
n
j
u
r
i
e
s
References
 Applied Logistic Regression (second edition) – Hosmer and
Lemeshow, Wiley, 2000.
 Applied Regression Analysis (third edition) – Draper and
Smith, Wiley, 1998.
 Applied Linear Statistical Models (fifth edition) – Kutner et
al., McGraw-Hill, 2004.
 Classical and Modern Regression with Applications (second
edition) – Myers, Brookes-Cole, 1990.
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More Information
Go to www.statgraphics.com
Or send e-mail to info@statgraphics.com
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