(PRE)(消减错误的比例)精选.ppt

Inference for Simple Regression Social Research Methods 2109 6507 Spring 2006 March 15, 16, 2006 Regression Equation Equation of a regression line: (y_hat) = α +βx y = α +βx + ε y = dependent variable x = independent variable β = slope = predicted change in y with a one unit change in x α= intercept = predicted value of y when x is 0 y_hat = predicted value of dependent variable 補充: Proportional Reduction of Error (PRE)(消減錯誤的比例) PRE measures compare the errors of predictions under different prediction rules; contrasts a na?ve to sophisticated rule R2 is a PRE measure Na?ve rule = predict y_bar Sophisticated rule = predict y_hat R2 measures reduction in predictive error from using regression predictions as contrasted to predicting the mean of y Example: SPSS Regression Procedures and Output To get a scatterplot (): 統計圖(G) → 散佈圖(S) →簡單 →定義（選x及y） To get a correlation coefficient: 分析(A) → 相關(C) → 雙變量 To perform simple regression 分析(A) → 迴歸方法(R) → 線性(L) （選x及y）（還可選擇儲存預測值及殘差） SPSS Example: Infant mortality vs. Female Literacy, 1995 UN Data Example: correlation between infant mortality and female literacy Regression: infant mortality vs. female literacy, 1995 UN Data Diagnosis: a residual plot Global test--F檢定: 檢定迴歸方程式有無解釋能力 (β= 0) The regression model (迴歸模型) Note: the slope and intercept of the regression line are statistics (i.e., from the sample data). To do inference, we have to think of α and β as estimates of unknown parameters. Regression as conditional means Ways to think about regression: Straight-line description of association Prediction Conditional means (條件平均數) Conditional mean: a mean computed conditional on the value of another variable Regression line predicts the conditional mean of y given x Assumptions for regression inference Think about there as being a population or “true” regression line Assumptions: For any fixed value of x, the response (y) varies according to a normal distribution. Repeated responses y are independent of each other. μy