Multiple regression analysis

© All Rights Reserved

15 views

Multiple regression analysis

© All Rights Reserved

- Pizza Corner
- Regression Checklist
- Regression Analysis Multiple Choice
- Transportation Statistics: table 02 03
- sta302h-j14
- Affine Invariant Descriptors of 3D Object Using Multiple Regression Model
- Regression
- SIP Final Touch
- MAF356 T3 2011 Assignment
- bivariate.pptx
- A Study on the Workplace Spirituality Climate
- SPSSTutorial Math Cracker
- Cara Membaca Hasil Regresi
- Lampiran Output Spss
- Sas Simple Regression 2010
- AppendixB Regression
- gs_short_ex
- Fredriksson Et Al. QJE, 2013
- 3rd Phase Ppt
- The Impact of Environmental Policy on Foreign Trade

You are on page 1of 15

Multiple Linear

Regression Analysis

Week 13

L1 Multiple Linear Regression

1

Lecture 3

Learning Outcomes:

At the end of the lesson, the student should be able to

Use the least squares method to estimate a multiple

linear model

Carry out tests to determine if the model obtained is an

adequate fit to the data

Carry out test for inferences on regression parameters

Find the CI for the slope

2

MULTIPLE LINEAR REGRESSION

an extension of a simple linear regression model

function of more than one input variable xi

Consider the following data consisting of n sets of values

( y1 , x11 , x21 , ....xk 1 )

( y2 , x12 , x22 , ....xk 2 )

.

( yn , x1n , x2 n , ....xkn )

the value of the dependent variable yi is modeled as

Y 0 1 x1 .... k x k

3

the dependent variable is related to k independent or

regressor variables

the multiple linear regression model can provide a rich variety

of functional relationships by allowing some of the input

variables xi to be functions of other input variables.

are estimated using the method of least squares.

we use the computer to handle the computations.

regression coefficient

4

Observation Number Pull Strength y Wire Length x1 Die Height x2

1 9.95 2 50

2 24.45 8 110

4 35.00 10 550

pg. 310

5 25.02 8 295

6 16.86 4 200

7 14.38 2 375

8 9.60 2 52

9 24.35 9 100

10 27.50 8 300

11 17.08 4 412

12 37.00 11 400

13 41.95 12 500

14 11.66 2 360

15 21.65 4 205

16 17.89 4 400

17 69.00 20 600

18 10.30 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

Using these estimated model parameters, the fitted regression equation is

MULTIPLE LINEAR REGRESSION ANALYSIS

- testing for the significance of regression.

Hypotheses: H 0 : 1 2 3 .... k 0

H 1 : at least one j 0

MS R

Test statistic: F0

MS E

SSR SSE

where: MSR MSE

k n p

MS R

Rejection criteria: F0 f , k , n p

MS E

7

ANOVA Table for multiple linear regression

Of variation Squares of Square

freedom (Sum of squares /

(df) df)

SSR

Regression SSR k MSR F = MSR/MSE

k

SSE

Error SSE n (k+1) MSE

n (k 1)

Total SST n1

8

Inferences on the model parameters in multiple regression.

H 1 : j j ,0

Test statistic j j , 0

T0

se ( )j

Reject H0 if T0 t / 2 , n p

9

Example 1:

A set of experimental runs were made to determine a way of

predicting cooking time y at various levels of oven width x1, and

temperature x2. The data were recorded as follows:

y x1 x2

6.4 1.32 1.15

15.05 2.69 3.4 Carry out an analysis to

18.75 3.56 4.1 determine the regression

30.25 4.41 8.75 equation

44.86 5.35 14.82

48.94 6.3 15.15

51.55 7.12 15.32

61.5 8.87 18.18

100.44 9.8 35.19

111.42 10.65 40.4

Solution:

Y X1 X2 X1-square X2-square X1X2 X1Y X2Y

Solution:

Using the computer for computations, the following results were

observed.

Regression Analysis: cooking time versus width, temperature

The regression equation is ?

Constant 0.568 0.585 0.970

Width 2.706 0.194 ? (2.706/0.194)

Temp 2.051 0.046 ? (2.051/0.046)

Analysis of Variance

Source DF SS MS F P

Regression(SSR) ? 10953.334 5476.667 13647.872 0.000

Residual Error (SSE) 7 2.809 0.401

Total ? 10956.143

Solution:

Using the computer for computations, the following results were

observed.

Regression Analysis: cooking time versus width, temperature

The regression equation is

Cooking time = 0.568 + 2.706 width + 2.051 temperature

Constant 0.568 0.585 0.970

Width 2.706 0.194 13.935

Temp 2.051 0.046 44.380

S = 0.6334 R-Sq = 99.9% R-Sq(adj) = 100%

Analysis of Variance

Source DF SS MS F

Regression 2 10953.334 5476.667 13647.872

Residual Error 7 2.809 0.401

Total 9 10956.143

Example 2 ( continued):

b) Test whether the regression explained by the model obtained in

part (a) is significant at the 0.01 level of significance.

Solution:

H 0 : 1 2 0

H 1 : 1 and 2 are not both zero

F0

MSE

The following ANOVA table is obtained:

Analysis of Variance

Source DF SS MS F

Regression 2 10953.334 5476.667 13647.872

Residual Error 7 2.809 0.401

Total 9 10956.143

f , k , n ( k 1) f 0.01, 2 , 7 9 .55

F 13647 .87 9 .55

Decision : Reject H 0, A linear model is fitted

- Pizza CornerUploaded byNaresh Kumar
- Regression ChecklistUploaded byYixin Xia
- Regression Analysis Multiple ChoiceUploaded byAugust Mshingie
- Transportation Statistics: table 02 03Uploaded byBTS
- sta302h-j14Uploaded byjjmei
- Affine Invariant Descriptors of 3D Object Using Multiple Regression ModelUploaded byAnonymous Gl4IRRjzN
- RegressionUploaded byoove
- SIP Final TouchUploaded byVishal Chauhan
- MAF356 T3 2011 AssignmentUploaded byTanvir Ahmed
- bivariate.pptxUploaded byVikas Saini
- A Study on the Workplace Spirituality ClimateUploaded byKarthika Sundharam
- SPSSTutorial Math CrackerUploaded byKami4038
- Cara Membaca Hasil RegresiUploaded byAdvanced_Linuxer
- Lampiran Output SpssUploaded byCoreHard
- Sas Simple Regression 2010Uploaded byngyncloud
- AppendixB RegressionUploaded byRahul
- gs_short_exUploaded bywerwerwer
- Fredriksson Et Al. QJE, 2013Uploaded byVelichka Dimitrova
- 3rd Phase PptUploaded byVeeresh Tangadgi
- The Impact of Environmental Policy on Foreign TradeUploaded bynimida
- A RELATIONAL STUDY OF TRANSFORMATIONAL LEADERSHIP BEHAVIOUR OF SCHOOL PRINCIPALS AND THE SCHOOL CLIMATE IN HARYANAUploaded byAnonymous CwJeBCAXp
- Lecture 15Uploaded byupender
- Effects of Packaging on Consumers' Purchasing DecisionsUploaded byEditor IJTSRD
- kimed 1 parameter b.docUploaded bySabda Kartika
- ANOVA Data.xlsxUploaded byMark Antony Levine
- 235PracticeFinal1.pdfUploaded byadasd
- NSE Linear Regression_MainUploaded bykomal kashyap
- SPSS Regression Sps SintUploaded byPrajakta Sonkusare
- Summary Table for Stat Techniques.pdfUploaded byClemAguinaldo
- 2014_Design of Experiments PolybutadieneUploaded bySatish D Shewale

- FDTD Method for Em With MATLAB SimulationsUploaded byaditi monga
- Daa Lab ManualUploaded byHathiram Pawar
- Remembering the Mathematics of the Ideal VillaUploaded byThomas Grabner
- Group7 RosewoodUploaded bySiddharth Lunkad
- Fortran 90 Course Notes (278P)Uploaded byEng W Ea
- Abid's DS lab pptUploaded byABID HUSSAIN
- Hybrid PieUploaded byAman Gupta
- data miningUploaded bykarthiaru
- FLOW IN POROUS MEDIA.pdfUploaded byamitsaxenazhcet
- Standard Form - Lesson PlanUploaded bygames
- TI - Solution for High ResolutionUploaded bye2533108
- B.E (Pt)Mechanical 2013 SyllabusUploaded bysubaceg
- Omniwheel Kiwi Drive Inverse KinematicUploaded byHandriToarPangkerego
- [PAPER[Automotive CAE Durability Analysis Using Random Vibration ApproachUploaded byThiago Palmieri
- 48776941-Capital-Expenditure.pptUploaded byHarishYadav
- Ch. 9Uploaded byPatrick Hayes
- Ecuaciones Parametricas 13 14Uploaded byfeuchis
- PSA Notes Unit 3 (Vidyarthiplus.com)Uploaded bySandeep Ayyagari
- 3 D face recognitionUploaded byAnubhav Shrivastava
- Schedule Risk AnalysisUploaded byPatricio Alejandro Vargas Fuenzalida
- IELL-LogicalNotationUploaded byzodaken
- introduction genetic quantitative.pptUploaded byArif Mulyanto
- ContentsUploaded bymircea_h33
- Lecture on Differential EquationsUploaded bytelnet2
- DSP Lab ManualUploaded byAli Ahmad
- Deformation of RockUploaded bysinghsaumya
- Energy Returns and the Long-run Growth of Global Industrial Society - (Andrew 2017)Uploaded byCliffhanger
- _9 Periodic Payment of an Ordinary AnnuityUploaded byAbigail Faye Roxas
- Lorentz - Mathematics and Politics in the Soviet Union From 1928 to 1953Uploaded byjuanpablognu
- A series RLC Filter Design.docxUploaded byAnonymous MUzC71p

## Much more than documents.

Discover everything Scribd has to offer, including books and audiobooks from major publishers.

Cancel anytime.