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Statistics 350 Lecture 16. Today Last Day: Introduction to Multiple Linear Regression Model Today: More Chapter 6.

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Presentation on theme: "Statistics 350 Lecture 16. Today Last Day: Introduction to Multiple Linear Regression Model Today: More Chapter 6."— Presentation transcript:

1 Statistics 350 Lecture 16

2 Today Last Day: Introduction to Multiple Linear Regression Model Today: More Chapter 6

3 General Linear Model Have model with one response variable, Y, and (p-1) explanatory variables, X 1, …, X p-1 For the i th observation, have recorded (Y i, X 1, …, X p-1 ) General Linear Model:

4 General Linear Model The mean of Y i : Variance: Simple linear regression model is a special case

5 General Linear Model Interpretation of  0 Interpretation of  1

6 General Linear Model Examples:

7 ANOVA Least Squares minimizes: Total Variability: Variability partitioned same as before, only change now is that we have p-1 explanatory (predictor) variables

8 ANOVA ANOVA Table Compare to simple linear regression

9 ANOVA Hypothesis test from ANOVA table: Interpretation


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