ppt课件-multiplelinearregression-universityoftoronto.pptVIP

Multiple Linear Regression * A method for analyzing the effects of several predictor variables concurrently. - Simultaneously - Stepwise Minimizing the squared deviations from a plane. We will begin be focusing on Simultaneous Regression. The regression coefficients for each predictor is estimated while holding the other predictor variables constant. Thus, The slope for a particular predictor variable may change with the presence of different co-predictors or when used as a solitary predictor. After testing bivariate assumptions, there may remain multivariate outliers. That is, outliers based on a combination of scores. For example being 6 feet tall will not make one an outlier, nor will being 120 pounds. Being 6 feet tall and being 120 lbs will make one an outlier. Distance: based on residuals, identifying outliers in the criterion Leverage: identifying outliers in the predictors (multivariate) Influence: combines distance and leverage to identify unusually influential observations. Cook”s D measures how much change there would be in the SS Slope would occur if that single observation was removed. (Is calculated for each observation). Tolerance: the degree to which a predictor can be predicted by the other predictors. Singular: occurs when a predictor is perfectly predictable from the other predictors. Standardized regression Coefficients This is sometimes related to the question of the relative importance of the predictors. Remember, slope is sensitive to units of measurement. Thus, larger units produce smaller values than will the same angle but in smaller units of measurement. For example, if x is measured in seconds, the value of the slope will be smaller than if x were measured in minutes. Standardized Coefficients (beta) measure the change in the criterion (now measured in standard deviations) that is produced by a one standard deviation change in the predictor. Determining which predictor is more important is not merely a matter of comparing the