47 views

Uploaded by victor_chung_23

线性回归分析 linear regression.ppt

- Correlation & Regression Presentation - Unitedworld School of Business
- Gen Stat
- Non-Performing Assets, Capital Adequacy and Bank Profitability a Study of Selected Indian Commercial Banks
- regression-converted.pdf
- 1.pdf
- Cheat Sheet Econometrics
- CHAPTER V
- Using Excel for Principles of Econometrics
- Linear Regression
- kumpulan jurnal.pdf
- HRM Project on FCI
- 12.Simple Regression NLS Edit(1)
- Tmp 3970
- Sas Simple Regression 2010
- Multiple Regression Analysis
- Notes
- 7+OLS+Assumptions
- Fix Out1 Spss Bu Ida
- Stability Main
- Effect of Stress on Academic Performance of Students.docx

You are on page 1of 15

Module 3

Regression

Dependent variable

Regression is the attempt to explain the variation in a dependent variable using the variation in independent variables.

If the independent variable(s) sufficiently explain the variation in the dependent variable, the model can be used for prediction.

y = b0 + b1X

b0 (y intercept)

B1 = slope = y/ x

The output of a regression is a function that predicts the dependent variable based upon values of the independent variables.

Dependent variable

Observation: y ^ Prediction: y

Zero

The function will make a prediction for each observed data point.

^ The observation is denoted by y and the prediction is denoted by y.

Regression

Dependent variable Independent variable (x) A least squares regression selects the line with the lowest total sum of squared prediction errors. This value is called the Sum of Squares of Error, or SSE.

Calculating SSR

Dependent variable

Population mean: y

The Sum of Squares Regression (SSR) is the sum of the squared differences between the prediction for each observation and the population mean.

Regression Formulas The Total Sum of Squares (SST) is equal to SSR + SSE.

2

The proportion of total variation (SST) that is explained by the regression (SSR) is known as the Coefficient of Determination, and is often referred to as R 2.

2

SSR = SST

The value of R 2 can range between 0 and 1, and the higher its value the more accurate the regression model is. It is often referred to as a percentage.

The Standard Error of a regression is a measure of its variability. It can be used in a similar manner to standard deviation, allowing for prediction intervals. y 2 standard errors will provide approximately 95% accuracy, and 3 standard errors will provide a 99% confidence interval.

Standard Error is calculated by taking the square root of the average prediction error. Standard Error =

SSE n-k

Where n is the number of observations in the sample and k is the total number of variables in the model

The output of a simple regression is the coefficient and the constant A. The equation is then: y=A+*x+ where is the residual error. is the per unit change in the dependent variable for each unit change in the independent variable. Mathematically: = y x

More than one independent variable can be used to explain variance in the dependent variable, as long as they are not linearly related.

A multiple regression takes the form: y = A + 1 X 1 + 2 X 2 + + k Xk + where k is the number of variables, or parameters.

Multicollinearity

Multicollinearity is a condition in which at least 2 independent variables are highly linearly correlated. It will often crash computers.

A correlations table can suggest which independent variables may be significant. Generally, an ind. variable that has more than a .3 correlation with the dependent variable and less than .7 with any other ind. variable can be included as a possible predictor.

Nonlinear Regression

Nonlinear functions can also be fit as regressions. Common choices include Power, Logarithmic, Exponential, and Logistic, but any continuous function can be used.

SUMMARY OUTPUT Regression Statistics Multiple R 0.982655 R Square 0.96561 Adjusted R Square 0.959879 Standard Error 26.01378 Observations 15 ANOVA df Regression Residual Total SS MS F Significance F 2 228014.6 114007.3 168.4712 1.65E-09 12 8120.603 676.7169 14 236135.2

Coefficients Standard Error t Stat P-value Lower 95%Upper 95% 562.151 21.0931 26.65094 4.78E-12 516.1931 608.1089 -5.436581 0.336216 -16.1699 1.64E-09 -6.169133 -4.704029 -20.01232 2.342505 -8.543127 1.91E-06 -25.1162 -14.90844

- Correlation & Regression Presentation - Unitedworld School of BusinessUploaded byUnitedworld School Of Business
- Gen StatUploaded byLugasSetiadjiMarpratama
- Non-Performing Assets, Capital Adequacy and Bank Profitability a Study of Selected Indian Commercial BanksUploaded byarcherselevators
- regression-converted.pdfUploaded byTnt 1111
- 1.pdfUploaded byHarshal Dengle
- Cheat Sheet EconometricsUploaded bypat
- CHAPTER VUploaded byEgemen Ertugan
- Using Excel for Principles of EconometricsUploaded bypera
- Linear RegressionUploaded byJed Salgado Llanes
- kumpulan jurnal.pdfUploaded byyuda
- HRM Project on FCIUploaded byAvneet Singh
- 12.Simple Regression NLS Edit(1)Uploaded byZaldy Harrist
- Tmp 3970Uploaded byFrontiers
- Sas Simple Regression 2010Uploaded byngyncloud
- Multiple Regression AnalysisUploaded byhayati5823
- NotesUploaded byRams
- 7+OLS+AssumptionsUploaded bySaitej
- Fix Out1 Spss Bu IdaUploaded bySindi Muthiah Utami
- Stability MainUploaded byEric Djemba Djemba
- Effect of Stress on Academic Performance of Students.docxUploaded byAnonymous mtE8wnTfz
- Comparison of Regression and Kriging Techniques for Mapping the Average Annual Precipitation of Turkey-Bostan Et Al., 2012Uploaded byParag Jyoti Dutta
- Variable Selection in Data Mining: Building a Predictive Model for BankruptcyUploaded bysubha1984
- Uji Regresi AkhirUploaded bytripramono
- 17010037.docxUploaded byMuhammad Rizwan Asim
- OutputUploaded byAbudzar Ghifari
- 6._Pendataan_RTLH_EditedUploaded bynoviansufriany
- General Regression AnalysisUploaded byAbir Majumdar
- 9Uploaded bymaxmunir
- Regression 18Uploaded bySherif Kamal
- Official Econometrics Report_Trangntt50Uploaded byNguyen Trang

- 简单线性回归分析Simple Linear Regression.pdfUploaded byvictor_chung_23
- MATHEMATICAL STATISTICS (Keith Knight).pdfUploaded byvictor_chung_23
- Introduction to Calculus and Analysis Vol 1(R Courant).pdfUploaded byvictor_chung_23
- Mathematical Methods of Statistics.pdfUploaded byvictor_chung_23
- spss 簡單線性回歸分析 spss simple regression.pdfUploaded byvictor_chung_23
- 苏轼全集Uploaded byvictor_chung_23
- 林语堂：苏东坡传Uploaded byfoxl
- 多变量回归分析 Multiple Regression.pdfUploaded byvictor_chung_23
- MATHEMATICAL STATISTICS (Keith Knight).pdfUploaded byvictor_chung_23
- 01[苏轼诗词选.汉英对照].许渊冲.(译).扫描版Uploaded byvictor_chung_23

- jurnal inter 1.pdfUploaded byAkbarAbamAbelSulthony
- Anchoring Effect in Making DecisionUploaded bySembilan Puluh Dua
- Biblio_2.pdfUploaded byIonut Tamas
- GEO144_lab_4Uploaded bytobuxigafynet
- Econometrics Final Exam 2012Uploaded byjames brown
- Prism 6 - Linear Standard CurveUploaded byoschlep
- Forecasting in OM (Lecture#2)Uploaded byHamza Rehman
- Hanley 2003, Orientation to GEEUploaded byHarshoi Krishanna
- Bakker de Vreese 2011Uploaded bymmaria65
- Metallidou & Viachou, 2007Uploaded byRuxanda Moşcin
- surgeUploaded byMohamed Mohsen
- Instrument Adjustement PoliciesUploaded byPaul
- Model of Robust Regression With Parametric and Nonparametric MethodsUploaded byAlexander Decker
- Sample Resume for ETL Testing 2+YrsUploaded byJinendraabhi
- Christian Stepanek, Matthias Walter & Andreas Rathgeber (1)Uploaded byEben Mare
- Baayen and Milin, 2010. Analyzing Reaction TimesUploaded byNoelia Stetie
- 10 Things to Know About Covariate Adjustment.docxUploaded byAhmad Rustam
- Student Labour Force Survey 2013-14.pdfUploaded byTina Uniyal
- CASH FLOW.pdfUploaded byAdhi Suryatna
- GSC2S14_PearsonCorrelationUploaded byyoudhiex
- MeteorologyUploaded byAndres Jaimes Hernandez
- ECO 3411 SyllabusUploaded bynoeryati
- C6Uploaded byMickey Koen
- Larson MillerUploaded bybitam_27
- HR Planning1Uploaded byidealclass
- Predictive Analytics for Reducing Employee Turnover - Sanjay K RajUploaded bySanjay Raj
- Sub struktur output.docxUploaded bymadecasta
- Machine Learning by Ryan RobertsUploaded byBigJ
- tmp5700.tmpUploaded byFrontiers
- Session 02 - Anderson, Banker, And Janakiraman (2003)Uploaded bysourmanbLP