ppt课件-regressionreview-coloradocollege.pptVIP

Regression Review Population Vs. Sample Regression Line Residual and Standard Error of Regression Interpretation of intercept slope T-test, F-test and Coefficient of determination Non-normality of error, Multicollinearity, Heteroscedasticity and Autocorrelation Dummy variables Non-linear relationships Population Vs. Sample Regression y = b0 + b1x1+ b2x2 + …+ bkxk + e The population regression line is said to be the true relationship between the X’s and Y. It cannot be observed due to the size of the population and the presence of the random error term Sample Regression line y = b0 + b1x