国外大学的英文线性回归讲义linearregression.ppt

Keller: Stats for Mgmt Econ, 7th Ed Copyright ? 2006 Brooks/Cole, a division of Thomson Learning, Inc. Chapter 17 Simple Linear Regression and Correlation Linear Regression Analysis… Regression analysis is used to predict the value of one variable (the dependent variable) on the basis of other variables (the independent variables). Dependent variable: denoted Y Independent variables: denoted X1, X2, …, Xk If we only have ONE independent variable, the model is which is referred to as simple linear regression. We would be interested in estimating β0 and β1 from the data we collect. Linear Regression Analysis Variables: X = Independent Variable (we provide this) Y = Dependent Variable (we observe this) Parameters: β0 = Y-Intercept β1 = Slope ε ~ Normal Random Variable (με = 0, σε = ???) [Noise] Effect of Larger Values of σε Theoretical Linear Model 1. Building the Model – Collect Data Test 2 Grade = β0 +β1*(Test 1 Grade) From Data: Estimate β0 Estimate β1 Estimate σε Linear Regression Analysis… Correlation Analysis… “-1 ? 1” If we are interested only in determining whether a relationship exists, we employ correlation analysis. Example: Student’s height and weight. Correlation Analysis… “-1 ? 1” If the correlation coefficient is close to +1 that means you have a strong positive relationship. If the correlation coefficient is close to -1 that means you have a strong negative relationship. If the correlation coefficient is close to 0 that means you have no correlation. WE HAVE THE ABILITY TO TEST THE HYPOTHESIS H0: ? = 0 Regression: Model Types… X=size of house, Y=cost of house Deterministic Model: an equation or set of equations that allow us to fully determine the value of the dependent variable from the values of the independent variables. y = $25,000 + (75$/ft2)(x) Area of a circle: A = ?*r2 Probabilistic Model: a method used to capture the randomness that is part of a real-life process.