线性复回归模式.ppt

統計學Statistics 多元回歸及模型 Multiple Regression Model Building 講題綱要 二次多項式多元迴歸--The quadratic regression model 虛擬變數的引用--Dummy variables 資料轉換的應用--Using transformation in regression models 自變數間共線性問題--Collinearity 迴歸模型的建立與探討--Model building 多元迴歸模型的綜合考量-- Pitfalls in multiple regression and ethical considerations 線性複迴歸模式 1. 某個變數和其它變數之間的線性關係 母體複迴歸模式 樣本複迴歸模式 估計係數之詮釋 1. 第k個斜率係數(slope, ?k) 在所有其它X變數固定下, Xk改變一個單位時, 平均Y改變?k的量 Example: If ?1 = 2, then Sales (Y) Is Expected to Increase by 2 for Each 1 Unit Increase in Advertising (X1), Given the Number of Sales (X2) fixed 2. Y-截距(?0) 在所有Xk = 0時, 平均之Y值 二次多項式多元迴歸The Quadratic Regression Model The relationship between one response variable and one or more explanatory variables is a quadratic polynomial function It is useful when scatter diagram indicates a non-linear relationship Quadratic model: 二次多項式多元迴歸模型Quadratic Regression Model 二次項模型的檢定Testing for Significance: Quadratic Model Testing for overall relationship Similar to test for linear model F test statistic = Testing the quadratic effect Compare quadratic model with the linear model Hypotheses (No 2nd order polynomial term) (2nd order polynomial term is needed) 廣告大小與回應範例1 你在銘傳時報的廣告部門工作. 你想找出廣告大小(公分平方) 對讀者回應次數的效應(單位百次). 廣告大小與回應範例1： 殘差分析Residual Analysis 廣告大小與回應範例1： t Test for Quadratic Model Testing the quadratic effect Compare quadratic model in size with the linear model Hypotheses (No quadratic term in size) (Quadratic term is needed in size) 廣告大小與回應範例1結論： 使用 PHStat做詳盡的解說 PHStat | regression | multiple regression … EXCEL spreadsheet for the 廣告與回應1. 廣告大小與回應範例2 你在銘傳時報的廣告部門工作. 你想找出廣告大小(公分平方) 對讀者回應次數的效應(單位百次). 廣告大小與回應範例2:殘差分析Residual Analysis 廣告大小與回應範例2: t Test for Quadratic Model Testing the quadratic effect Compare quadratic model in size with the linear model Hypotheses (No quadratic term in size) (Quadrati