Ch16 Multiple Regression and Correlation 商务统计学概论(英文第四版) Introduction to Business Statistics教学文稿.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 ? 2002 The Wadsworth Group 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 ? 2002 The Wadsworth Group 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 ? 2002 The Wadsworth Group 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 ? 2002 The Wadsworth Group Approximating a Prediction Interval for an Individual y Value A reasonable estimate for interval bou