张俊妮《概率统计》北大光华-lecture24.pptVIP

Armand’s Pizza Parlors Is model appropriate? An important step in determining whether the assumed model is appropriate involves testing for the significance of the relationship. E.g. Minitab Results for the Armand Example Question How well does the estimated regression equation fit the data? Some Visual Inspection Total Sum of Squares The sum of squared deviations obtained by using the sample mean to estimate the value of quarterly sales for each restaurant in the sample. Total sum of squares: Sum of Squares Due to Error Let denote the estimated value of the dependent variable using the linear regression model. is called the i th residual (残差). Sum of squares due to error: Sum of Squares Due to Regression Measures how much the values on the estimated regression line deviate from . Note that the mean of is also . Sum of squares due to regression: Minitab Results for the Armand Example Point Estimation 1 Point Estimation 2 Interval Estimation 1 Interval Estimation 2 Question Which interval is wider? Confidence interval or prediction interval? Confidence Interval Prediction Interval Suppose that we want to predict a new Y value, which is independent of the observed data (x1,Y1),…,(xn,Yn), when we knew the corresponding value of . Point prediction: Prediction Interval Prediction Results from Minitab 新观测值的预测值 新观 拟合值 测值 拟合值 标准误 95% 置信区间 95% 预测区间 1 110.00 4.95 (98.58, 121.42) (76.13, 143.87) 新观测值的自变量值 新观 Student 测值 Population 1 10.0 Confidence Interval and Prediction Interval * * Lecture 24 Simple Linear Regression (continued) 202 26 10 149 22 9 169 20 8 157 20 7 137 16 6 117 12 5 118 8 4 88 8 3 105 6 2 58 2 1 Quarterly Sales (1000 Yuan) Student Population (1000s) Restaurant No. The Least Squares Line Interpretation of the Regression Coefficients E(Y|x)=b0+b1x b0: the expected value of Y when x=0. Sometimes this does not make s