第九篇 章 回归分析 教育统计分析(研究生) .pptVIP

第九章 多元回归分析;纲要;回归分析的目的;Example: Height vs Weight;Simple Regression How best to summarise the data?;Very good fit;回归方程有效性的检验 ;一元线性回归方程的方差分析 ; 经过推导，得到：;Testing for Significance: F Test显著性F检验;回归方程的方差分析表;Testing for Significance: t Test显著性t检验;决定系数;X的变异;For simple regression, R2 is the square of the correlation coefficient Reflects variance accounted for in data by the best-fit line Takes values between 0 (0%) and 1 (100%) Frequently expressed as percentage, rather than decimal;R2 = 0 (0% - randomly scattered points, no apparent relationship between X and Y) Implies that a best-fit line will be a very poor description of data;R2 = 1 (100% - points lie directly on the line - perfect relationship between X and Y) Implies that a best-fit line will be a very good description of data;Good fit ? R2 high High variance explained;例子;Establish equation for the best-fit line: y = b1x1 + b2x2 + b3x3 + a;For multiple regression, R2 will get larger every time another independent variable (regressor or predictor) is added to the model New regressor may only provide a tiny improvement in amount of variance in the data explained by the model Need to establish the value of each additional regressor in predicting the DV;R2是一个受自变量个数与样本规模之比（k:n）影响的系数，一般是1：10以上为好。当这个比值小于1：5时，R2倾向于高估实际的拟合的程度。 Takes into account the number of regressors in the model Calculated as: R2adj = 1 - (1-R2)(n-1)/(n-k-1) where: n = number of data points k = number of regressors Note that R2adj will always be smaller than R2;Effectiveness vs Efficiency Effectiveness: maximises R2 ie: maximises proportion of variance explained by model Efficiency: maximises increase in R2adj upon adding another regressor ie: if new regressor doesn’t add much to the variance explained, it’s not worth adding;Effectiveness 0 - 25% very poor and likely to be unacceptable 25 - 50% poor, but may be acceptable 50 - 75% good 75 - 90% very good 90% + likely that there is something wrong;Analysis of Varia