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Theory Week 9

Multiple linear regression models have two or more predictors compared to simple linear regression which has one. It is more efficient to use matrix formulations to define and analyze multiple regression models due to the potential for many predictors. Multiple regression assumptions and model checking procedures are similar to simple regression but involve considering the distribution of errors across all predictor values simultaneously.

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33 views1 page

Theory Week 9

Multiple linear regression models have two or more predictors compared to simple linear regression which has one. It is more efficient to use matrix formulations to define and analyze multiple regression models due to the potential for many predictors. Multiple regression assumptions and model checking procedures are similar to simple regression but involve considering the distribution of errors across all predictor values simultaneously.

Uploaded by

SergioLópez
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 DOCX, PDF, TXT or read online on Scribd
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We move from the simple linear regression model with one predictor to the multiple linear

regression model with two or more predictors. That is, we use the adjective "simple" to denote
that our model has only predictor, and we use the adjective "multiple" to indicate that our
model has at least two predictors.
In the multiple regression setting, because of the potentially large number of predictors, it is
more efficient to use matrices to define the regression model and the subsequent analyses. This
lesson considers some of the more important multiple regression formulas in matrix form.
Considerations
The models have similar "LINE" assumptions. The only real difference is that whereas in
simple linear regression we think of the distribution of errors at a fixed value of the single
predictor, with multiple linear regression we have to think of the distribution of errors at a fixed
set of values for all the predictors. All of the model checking procedures we learned earlier are
useful in the multiple linear regression framework, although the process becomes more
involved since we now have multiple predictors.
The use and interpretation of r2 (which we'll denote R2 in the context of multiple linear
regression) remains the same. However, with multiple linear regression we can also make use
of an "adjusted" R2 value, which is useful for model building purposes.
With a minor generalization of the degrees of freedom, we use t-tests and t-intervals for the
regression slope coefficients to assess whether a predictor is significantly linearly related to the
response, after controlling for the effects of all the opther predictors in the model.
With a minor generalization of the degrees of freedom, we use prediction intervals for
predicting an individual response and confidence intervals for estimating the mean response.

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