Chapter 16 Multiple Regression and Correlation 商务统计学概论(英文第四版) 教学课件.pptVIP

Chapter 16Multiple Regression and Correlation to accompany Introduction to Business Statistics fourth edition, by Ronald M. Weiers Presentation by Priscilla Chaffe-Stengel Donald N. Stengel ? 2002 The Wadsworth Group Chapter 16 Learning Objectives Obtain and interpret the multiple regression equation Make estimates using the regression model: Point value of the dependent variable, y Intervals: Confidence interval for the conditional mean of y Prediction interval for an individual y observation Conduct and interpret hypothesis tests on the Coefficient of multiple determination Partial regression coefficients Chapter 16 - Key Terms Partial regression coefficients Multiple standard error of the estimate Conditional mean of y Individual y observation Coefficient of multiple determination Coefficient of partial determination Global F-test Standard deviation of bi The Multiple Regression Model Probabilistic Model yi = b0 + b1x1i + b2x2i + ... + bkxki + ei where yi = a value of the dependent variable, y b0 = the y-intercept x1i, x2i, ... , xki = individual values of the independent variables, x1, x2, ... , xk b1, b2 ,... , bk = the partial regression coefficients for the independent variables, x1, x2, ... , xk ei = random error, the residual The Multiple Regression Model Sample Regression Equation = b0 + b1x1i + b2x2i + ... + bkxki where = the predicted value of the dependent variable, y, given the values of x1, x2, ... , xk b0 = the y-intercept x1i, x2i, ... , xki = individual values of the independent variables, x1, x2, ... , xk b1, b2, ... , bk = the partial regression coefficients for the independent variables, x1, x2, ... , xk The Amount of Scatter in the Data The multiple standard error of the estimate where yi = each observed value of y in the data set = the value of y that would have been estimated fro