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Copyright © 2012 Pearson Education, Inc. All rights reserved. Chapter 4 Multiple Regression Models.

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Presentation on theme: "Copyright © 2012 Pearson Education, Inc. All rights reserved. Chapter 4 Multiple Regression Models."— Presentation transcript:

1 Copyright © 2012 Pearson Education, Inc. All rights reserved. Chapter 4 Multiple Regression Models

2 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.1 General Form of a Multiple Regression Model

3 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 3

4 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.2 Model Assumptions

5 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.3 A First-Order Model with Quantitative Predictors

6 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 6

7 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 7

8 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 8 Figure 4.1 Graphs of E(y) = 1+ 2x 1 = x 2 for x 2 = 0,1,2

9 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.4 Fitting the Model: The Method of Least Squares

10 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 10

11 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 11 Figure 4.2 MINITAB side-by-side scatterplots for the data of Table 4.1

12 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 12 Figure 4.3 SAS regression output for the auction price model, Example 4.1

13 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.5 Estimation of  2, the Variance of 

14 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 14

15 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.6 Testing the Utility of a Model: The Analysis of Variance F-Test

16 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 16

17 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 17 Figure 4.4 Rejection region for the global F-test

18 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 18 Figure 4.5 MINITAB regression printout for grandfather clock model

19 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.7 Inferences About the Individual  Parameters

20 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 20

21 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 21

22 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 22 Figure 4.6 SAS regression output for the auction price model, Example 4.4

23 Copyright © 2012 Pearson Education, Inc. All rights reserved. Multiple Coefficients of Determination: R 2 and R 2 Section 4.8 a

24 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 24 Figure 4.7 A portion of the SPSS regression output for the auction price model

25 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.9 Using the Model for Estimation and Prediction

26 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 26 Figure 4.8 MINITAB printout with 95% confidence intervals for grandfather clock model

27 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.10 An Interaction Model with Quantitative Predictors

28 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 28 Figure 4.9 Graphs of 1 + 2x 1 – x 2 + x 1 x 2 for x 2 = 0,1,2

29 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 29

30 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 30 Figure 4.10 Examples of no- interaction and interaction models

31 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 31 Figure 4.11 MINITAB regression printout for grandfather clock model with interaction

32 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.11 A Quadratic (Second-Order) Model with a Quantitative Predictor

33 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 33 Figure 4.12 Graphs for two quadratic models

34 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 34

35 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 35

36 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 36 Figure 4.13 SPSS scatterplot for data of Example 4.7

37 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 37 Figure 4.14 SPSS output for quadratic model of Example 4.7

38 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 38 Figure 4.15 MINITAB graph of least squares fit for the quadratic model

39 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 39 Figure 4.16 Potential misuse of quadratic model

40 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.12 More Complex Multiple Regression Models (Optional)

41 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 41

42 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 42

43 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 43

44 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 44 Figure 4.17 Graph of E(y) = 1 + 7x 1 - 10x 2 + 5x 1 x 2 – + 3

45 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 45

46 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 46

47 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 47 Figure 4.18 SAS multiple regression output for Example 4.8

48 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 48

49 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 49

50 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 50

51 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 51 Figure 4.19 MINITAB multiple regression output for Example 4.9

52 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 52

53 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 53 Figure 4.20 MINITAB multiple regression output for Example 4.10

54 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 54

55 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 55

56 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.13 A Test for Comparing Nested Models

57 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 57

58 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 58 Figure 4.21 Rejection region for the F-test Ho:  4 =  5 = 0

59 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 59 Figure 4.22 SAS output for complete model, Example 4.11

60 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 60 Figure 4.23 SAS output for reduced model, Example 4.11

61 Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.14 A Complete Example

62 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 62 Figure 4.24 SAS output for complete second-order model for road cost

63 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 63 Figure 4.25 SAS output for reduced model for road cost

64 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 64 Figure 4.26 Plot of the least squares lines for the reduced model

65 Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 65 Figure 4.27 SAS output showing prediction intervals for reduced model


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