商务与经济统计习题答案（第8版，中文版）SBE8-SM15.docVIP

15 - PAGEXXX 15 - PAGEXXX 15 - PAGE 1 Chapter 15 Multiple Regression Learning Objectives 1. Understand how multiple regression analysis can be used to develop relationships involving one dependent variable and several independent variables. 2. Be able to interpret the coefficients in a multiple regression analysis. 3. Know the assumptions necessary to conduct statistical tests involving the hypothesized regression model. 4. Understand the role of computer packages in performing multiple regression analysis. 5. Be able to interpret and use computer output to develop the estimated regression equation. 6. Be able to determine how good a fit is provided by the estimated regression equation. 7. Be able to test for the significance of the regression equation. 8. Understand how multicollinearity affects multiple regression analysis. 9. Know how residual analysis can be used to make a judgement as to the appropriateness of the model, identify outliers, and determine which observations are influential. Chapter 15 Multiple Regression Solutions: 1. a. b1 = .5906 is an estimate of the change in y corresponding to a 1 unit change in x1 when x2 is held constant. b2 = .4980 is an estimate of the change in y corresponding to a 1 unit change in x2 when x1 is held constant. 2. a. The estimated regression equation is = 45.06 + 1.94x1 An estimate of y when x1 = 45 is = 45.06 + 1.94(45) = 132.36 b. The estimated regression equation is = 85.22 + 4.32x2 An estimate of y when x2 = 15 is = 85.22 + 4.32(15) = 150.02 c. The estimated regression equation is = -18.37 + 2.01x1 + 4.74x2 An estimate of y when x1 = 45 and x2 = 15 is = -18.37 + 2.01(45) + 4.74(15) = 143.18 3. a. b1 = 3.8 is an estimate of the change in y corresponding to a 1 unit change in x1 when x2, x3, and x4 are held constant. b2 = -2.3 is an estimate of the change in y corresponding to a 1 unit change in x2 when x1, x3, and x4 are held constant. b3 = 7.6 is an estimat