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Chapter 7 Multiple Linear Regression Prediction

The document discusses multiple linear regression models. Multiple linear regression allows for analysis of situations with more than one explanatory variable and their influence on a response variable. It fits a regression plane in three-dimensional space to look at the independent effect of each variable while adjusting for other variables. The least squares function and normal equations are provided to derive the least squares estimates of the regression coefficients as the solution to minimize the sum of squared errors. A matrix approach expresses the multiple linear regression model in matrix notation to efficiently calculate the vector of least squares estimators.

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Laa Ilahaillalloohu Muhammadurrosulullooh Subhanalloh
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128 views23 pages

Chapter 7 Multiple Linear Regression Prediction

The document discusses multiple linear regression models. Multiple linear regression allows for analysis of situations with more than one explanatory variable and their influence on a response variable. It fits a regression plane in three-dimensional space to look at the independent effect of each variable while adjusting for other variables. The least squares function and normal equations are provided to derive the least squares estimates of the regression coefficients as the solution to minimize the sum of squared errors. A matrix approach expresses the multiple linear regression model in matrix notation to efficiently calculate the vector of least squares estimators.

Uploaded by

Laa Ilahaillalloohu Muhammadurrosulullooh Subhanalloh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Multiple Linear Regression

Arif Muntasa

Multiple Linear Regression Models

Many applications of regression analysis involve

situations in which there are more than one variable. A regression model that contains more than one variable is called a multiple regression model.

The General Idea


Multiple regression simultaneously considers the influence of multiple explanatory variables on a response variable Y The intent is to look at the independent effect of each variable while adjusting out the influence of potential confounders

Regression Modeling
A simple regression model (one independent variable) fits a regression line in 2dimensional space

A multiple regression model with two explanatory variables fits a regression plane in 3-dimensional space

Multiple Linear Regression Models

Figure 12-2 (a) Three-dimensional plot of the regression model E(Y) = 50 + 10x1 + 7x2 + 5x1x2. (b) The contour plot

Multiple Linear Regression Models

Multiple Linear Regression Models


The least squares function is given by

The least squares estimates must satisfy

Multiple Linear Regression Models


The least squares normal Equations are

The solution to the normal Equations are the least squares estimators of the regression coefficients.

Multiple Linear Regression Models

Multiple Linear Regression Models

Multiple Linear Regression Models

Multiple Linear Regression Models

Matrix Approach to Multiple Linear Regression


Suppose the model relating the regressors to the response is

In matrix notation this model can be written as

Matrix Approach to Multiple Linear Regression

where

Matrix Approach to Multiple Linear Regression

We wish to find the vector of least squares estimators that minimizes:

The resulting least squares estimate is

Matrix Approach to Multiple Linear Regression

Multiple Linear Regression Solution

Xy can be computed

Estimator can be calculated

X11=2 and X12=50

Value y1=9.95
e1 y1 y1 9.95 8.38 1.57

Error Rate Results of Model

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