《商务与经济统计》-精选课件.ppt

? 2011 Pearson Education, Inc Statistics for Business and Economics Chapter 10 Simple Linear Regression Contents 10.1 Probabilistic Models 10.2 Fitting the Model: The Least Squares Approach 10.3 Model Assumptions 10.4 Assessing the Utility of the Model: Making Inferences about the Slope ?1 Contents 10.5 The Coefficients of Correlation and Determination 10.6 Using the Model for Estimation and Prediction 10.7 A Complete Example Learning Objectives Introduce the straight-line (simple linear regression) model as a means of relating one quantitative variable to another quantitative variable Introduce the correlation coefficient as a means of relating one quantitative variable to another quantitative variable Learning Objectives Assess how well the simple linear regression model fits the sample data Employ the simple linear regression model for predicting the value of one variable from a specified value of another variable 10.1 Probabilistic Models Models Representation of some phenomenon Mathematical model is a mathematical expression of some phenomenon Often describe relationships between variables Types Deterministic models Probabilistic models Deterministic Models Hypothesize exact relationships Suitable when prediction error is negligible Example: force is exactly mass times acceleration F = m·a Probabilistic Models Hypothesize two components Deterministic Random error Example: sales volume (y) is 10 times advertising spending (x) + random error y = 10x + ? Random error may be due to factors other than advertising General Form of Probabilistic Models y = Deterministic component + Random error where y is the variable of interest. We always assume that the mean value of the random error equals 0. This is equivalent to assuming that the mean value of y, E(y), equals the deterministic component of the model; that is, E(y) = Deterministic component A First-Order (Straight Line) Probabilistic Model y = ?0 + ?1x +? where y = Dependent or response variable (v