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Applied Regression Analysis

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• .
Y = β0 + β1X + β2X 2 + · · · + βdX d + e

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• Y = β0 + β1Z1 + β2Z2 + · · · + βdZd + e

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E(Y |X) = β0 + β1X + β2X 2

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Ŷ = β̂0 + β̂1X + β̂2X 2
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 õ‡gCþõ‘ª(‡Äp‘). ~
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Y = β0+β1X1+β2X2+β11X12+β22X22+β12X1X2+e
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E(Y |X1 = x1, X2 = x2)
= β0 + β1x1 + β2x2 + β11x21 + β22x22 + β12x1x2

E(Y |X1 = x1 + δ, X2 = x2)

= β0 + β1(x1 + δ) + β2x2 + β11(x1 + δ)2 + β22x22 Home Page

+β12(x1 + δ)x2
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E(Y |X1 = x1 + δ, X2 = x2) Page 7 of 43

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= (β1δ + β11δ 2) + 2β11δx1 + β12δx2

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E(Y |X1 = x1, X2 = x2)
= β0 + β1x1 + β2x2 + β11x21 + β22x22 + β12x1x2

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 8

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E(Y |X1 = x1, X2 = x2)
= β0 + β1x1 + β2x2 + β11x21 + β22x22

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 8

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• éuµŶ = β̂ + β̂ X + β̂ X
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g(θ̂) = g(θ) + ġ(θ) (θ̂ − θ) + small terms J I

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• g(θ̂) = X̂ = − 2β̂β̂1
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ar g(β̂) = σ̂ 2ġ(β̂)0(X 0X)−1ġ(β̂))

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y = β0 + β1x + e

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~µsleep data
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Danger index
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.˜µ
E(T S|D) = β0 + β2U2 + β3U3 + β4U4 + β5U5
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.µ
E(T S|D) = η1U1 + η2U2 + η3U3 + η4U4 + η5U5
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.˜(Full model)µ
E(T S| log(BodyW t) = x, D = j) Home Page

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= (β0j Uj + β1j Uj x) J I

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• (Jµ

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.(Parallel regression)µ
E(T S| log(BodyW t) = x, D = j) Home Page

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.n(Common intercept)µ
E(T S| log(BodyW t) = x, D = j) Home Page

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.o(Coincident regression line)µ Home Page

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 1
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• ˜‡orõ‡£8§?
y = β0 + β1x + β2d + β3c + e
d = 0, c = 0: y = β0 + β1x + e
d = 1, c = 0: y = β0 + β2 + β1x + e
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d = 0, c = 1: y = β0 + β3 + β1x + e Title Page

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logearn = β0 + β1exp + β2exp2 + β3sex +

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logearn = β0 + β1exp + β2exp2 + β3sex + Close

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 (RSSr − RSSu)/(dfr − dfu)
F = ∼ F (6, dfu) Home Page

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