商务与经济统计(原书第14版)Ch16.pptxVIP

Statistics for Business and Economics (14e)Metric VersionAnderson, Sweeney, Williams, Camm, Cochran, Fry, Ohlmann? 2020 Cengage Learning? 2020 Cengage. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part, except for use as permitted in a license distributed with a certain product or service or otherwise on a password-protected website or school-approved learning management system for classroom use.1 Chapter 16 - Regression Analysis: Model Building16.1 – General Linear Model16.2 – Determining When to Add or Delete Variables16.3 – Analysis of a Larger Problem 16.4 – Variable Selection Procedures16.5 – Multiple Regression Approach to Experimental Design16.6 – Autocorrelation and the Durbin-Watson Test2 General Linear Model (1 of 2)??3 General Linear Model (2 of 2)?4 Modeling Curvilinear Relationships?5 Interaction??6 Transformations Involving the Dependent Variable?7 Nonlinear Models That Are Intrinsically Linear?We can transform this nonlinear model to a linear model by taking the logarithm of both sides.8 Determining When to Add or Delete Variables (1 of 2)?9 Determining When to Add or Delete Variables (2 of 2)?10 Variable Selection Procedures?11 Variable Selection: Stepwise Regression (1 of 2)?12 Variable Selection: Stepwise Regression (2 of 2)13 Variable Selection: Forward Selection (1 of 2)This procedure is similar to stepwise regression, but does not permit a variable to be deleted.It adds variables one at a time as long as a significant reduction in the error sum of squares (SSE) can be achieved.14 Variable Selection: Forward Selection (2 of 2)15 Variable Selection: Backward Elimination (1 of 2)This procedure begins with a model that includes all the independent variables the modeler wants considered.It then attempts to delete one variable at a time by determining whether the least significant variable currently in the model can be removed because its p-value is less than the user-specified or default val