回归分析和变异数分析概论.pptVIP

Regression Analysis ANOVA 定義 Regress The act of reasoning backward Regression A functional relationship between two or more correlated variables that is often empirically determined from data and is used esp. to predict values of one variable when given values of the others. Example 1 適合度檢定 Example 1 適合度檢定 Key Concepts and Formulas I. A Linear Probabilistic Model 1. When the data exhibit a linear relationship, the appropriate  model is y = a + b x + e . 2. The random error e has a normal distribution with mean 0  and variance s 2. II. Method of Least Squares 1. Estimates a and b, for a and b, are chosen to minimize SSE, The sum of the squared deviations about the regression line, 2. The least squares estimates are b = Sxy / Sxx and III. Analysis of Variance 1. Total SS = SSR + SSE, where Total SS = Syy and  SSR = (Sxy)2 / Sxx. 2. The best estimate of s 2 is MSE = SSE / (n - 2). IV. Testing, Estimation, and Prediction 1. A test for the significance of the linear regression—H0 : b = 0can be implemented using one of the two test statistics: 2. The strength of the relationship between x and y can be  measured using which gets closer to 1 as the relationship gets stronger. 3. Use residual plots to check for nonnormality, inequality of  variances, and an incorrectly fit model. 4. Confidence intervals can be constructed to estimate the  intercept a and slope b of the regression line and to estimate  the average value of y, E( y ), for a given value of x. 5. Prediction intervals can be constructed to predict a particular  observation, y, for a given value of x. For a given x,  prediction intervals are always wider than confidence  intervals. V. Correlation Analysis 1. Use the correlation coefficient to measure the relationship  between x and y when both variables are random: 2. The sign of r indicates the direction of the relationship; r near  0 indicates no linear relationshi