Comparing Systems Using Sample Data Experimental 比较系统的使用示例数据实验.pptVIP

Data Analysis Overview Data Analysis Overview Data Analysis Overview Data Analysis Overview Data Analysis Overview Data Analysis Overview Data Analysis Overview Data Analysis Overview Linear Regression Models What is a (good) model? Estimating model parameters Allocating variation (R2) Confidence intervals for regressions Verifying assumptions visually Confidence Intervals for Regressions Regression is done from a single sample (size n) Different sample might give different results True model is y = ?0 + ?1x Parameters b0 and b1 are really means taken from a population sample Calculating Intervalsfor Regression Parameters Standard deviations of parameters: Confidence intervals are bi t sbi where t has n - 2 degrees of freedom Example of Regression Confidence Intervals Recall se = 0.13, n = 5, ?x2 = 264, = 6.8 So Using a 90% confidence level, t0.95;3 = 2.353 Regression Confidence Example, cont’d Thus, b0 interval is Not significant at 90% And b1 is Significant at 90% (and would survive even 99.9% test) Confidence Intervalsfor Nonlinear Regressions For nonlinear fits using exponential transformations: Confidence intervals apply to transformed parameters Not valid to perform inverse transformation on intervals Confidence Intervalsfor Predictions Previous confidence intervals are for parameters How certain can we be that the parameters are correct? Purpose of regression is prediction How accurate are the predictions? Regression gives mean of predicted response, based on sample we took Predicting m Samples Standard deviation for mean of future sample of m observations at xp is Note deviation drops as m ??? Variance minimal at x = Use t-quantiles with n–2 DOF for interval Example of Confidenceof Predictions Using previous equation, what is predicted time for a single run of 8 loops? Time = 0.35 + 0.29(8) = 2.67 Standard deviation of errors se = 0.13 90% interval is then Multiple linear regression – more than one predictor variable Cate