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Lecture11-UniversityofCentralFlorida
Lecture Examples
Topic 7: Models with Two or More Quantitative Independent Variables
We only discuss several models with two quantitative independent variables. Let y be the response variable and x1 and x2 be two independent quantitative variables. The three most commonly used two variables models are as follows:
First-Order Model with Two Independent Variables:
Assumptions:
1) E(() = 0;
2) Var(() = (2;
3) The error for each observation comes from a normal population;
4) Error terms are independent.
Unknown Parameters:
(0??y-intercept?
?1??Change in E(y) for a one-unit increase in x1 when x2 is held fixed
?2: Change in E(y) for a one-unit increase in x2 when x1 is held fixed
Interaction Second-Order Model with Two Independent Variables:
Assumptions:
1) E(() = 0;
2) Var(() = (2;
3) The error for each observation comes from a normal population;
4) Error terms are independent.
Unknown Parameters:
(0??y-intercept?
(1 + (3x2: Change in E(y) for one-unit increase in x1?when x2 is held fixed
(2 + (3x1: Change in E(y) for one-unit increase in x2 when x1 is held fixed
(3: Controls the rate of twist in the surface
Complete Second-Order Model with Two Independent Variables:
Assumptions:
1) E(() = 0;
2) Var(() = (2;
3) The error for each observation comes from a normal population;
4) Error terms are independent.
Unknown Parameters:
(0??y-intercept
?1??Changing ?1 causes the surface to shift along the x1 axis
?2: Changing ?2 causes the surface to shift along the x2 axis
(3: Controls the rotation of the surface
(4 and (5: Signs and values of these parameters control the type of surface and the rates of curvature
Example 12.13:
A study was conducted to investigate the variables that affect the violence assault (y). The independent variables include temperature (x1) and time period of day (in 8 three-hour interval) (x2).
(a) Identify the type (quantitative or qualitative) of each independent variable.
(b) Write down th
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