利用Excel进行统计分析-Chapter15-Multiple Regression Model Building.ppt

Statistics for ManagersUsing Microsoft? Excel 5th Edition Chapter 15 Multiple Regression Model Building Learning Objectives In this chapter, you learn: To use quadratic terms in a regression model To use transformed variables in a regression model To measure the correlation among independent variables To build a regression model, using either the stepwise or best-subsets approach To avoid the pitfalls involved in developing a multiple regression model Nonlinear Relationships The relationship between the dependent variable and an independent variable may not be linear Can review the scatter plot to check for non-linear relationships Example: Quadratic model The second independent variable is the square of the first variable Quadratic Regression Model where: β0 = Y intercept β1 = regression coefficient for linear effect of X on Y β2 = regression coefficient for quadratic effect on Y εi = random error in Y for observation i Quadratic Regression Model Quadratic Regression Model Quadratic Regression Equation Test for Overall Relationship H0: β1 = β2 = 0 (no overall relationship between X and Y) H1: β1 and/or β2 ≠ 0 (there is a relationship between X and Y) F-test statistic = Testing for SignificanceQuadratic Effect Testing the Quadratic Effect Compare quadratic regression equation with the linear regression equation Testing for SignificanceQuadratic Effect Testing the Quadratic Effect Consider the quadratic regression equation Hypotheses (The quadratic term does not improve the model) (The quadratic term improves the model) Testing for SignificanceQuadratic Effect Testing the Quadratic Effect Hypotheses (The quadratic term does not improve the model) (The quadratic term improves the model) The test statistic is Testing for SignificanceQuadratic Effect Testing the Quadratic Effect If the t test for the quadratic effect is significant, keep the quadratic term in the model.