Chapter 13 Multiple Regression 商务统计 教材课程.pptVIP

;Chapter 13 Multiple Regression; The equation that describes how the dependent variable y is related to the independent variables x1, x2, . . . xp and an error term is called the multiple regression model.; The equation that describes how the mean value of y is related to x1, x2, . . . xp is called the multiple regression equation.; A simple random sample is used to compute sample statistics b0, b1, b2, . . . , bp that are used as the point estimators of the parameters b0, b1, b2, . . . , bp.; The years of experience, score on the aptitude test, and corresponding annual salary ($1000s) for a sample of 20 programmers is shown on the next slide.;4 7 1 5 8 10 0 1 6 6; Suppose we believe that salary (y) is related to the years of experience (x1) and the score on the programmer aptitude test (x2) by the following regression model: ;Solving for the Estimates of ?0, ?1, ?2;Excel Worksheet (showing partial data entered);Excel’s Regression Dialog Box;Excel’s Regression Equation Output;Estimated Regression Equation;Interpreting the Coefficients; Salary is expected to increase by $1,404 for each additional year of experience (when the variable score on programmer attitude test is held constant).; Salary is expected to increase by $251 for each additional point scored on the programmer aptitude test (when the variable years of experience is held constant).;Multiple Coefficient of Determination;Excel’s ANOVA Output;Multiple Coefficient of Determination;Adjusted Multiple Coefficient of Determination;Excel’s Regression Statistics; The variance of ? , denoted by ??2, is the same for all values of the independent variables.; In simple linear regression, the F and t tests provide the same conclusion.;Testing for Significance: F Test; A separate t test is conducted for each of the independent variables in the model.;Testing for Significance: F Test;F Test for Overall Significance;Excel’s ANOVA Output;F Test for Overall Significance;Testing fo