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Formula Sheet - Regression

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45 views2 pages

Formula Sheet - Regression

Uploaded by

snsiimbangalore
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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SIMPLE LINEAR REGRESSION

1. Prediction Equation 12. Adjusted

2. Sample Slope 8. Confidence Interval for 0


1

= The adjusted coefficient of


determination
9. Confidence Interval for
= Unadjusted coefficient of
Mean value of Y given x
determination
A 100% confidence
= Number of observations
interval for E(Y|X):
= Number of explanatory
variables

13. Variance Inflation Factor


Here is the E(Y|X)
3. Sample Y Intercept

is the coefficient of
10. Prediction Interval for a
4. Coefficient of determination for the regression
random value of Y given x
Determination of as the dependent variable
A 100% prediction interval and all other as independent
for Y is: variables

If VIF >10, Multicollinearity is


5. Standard Error of Estimate suspected

where
14. Tolerance Factor

is the observed value of


6. Standard Error of 0 and independent variable,
1 15. Beta weights
is the estimate of Y,
(Standardized Beta)
is the sample size, and
is the standard error

11. Coefficient of Correlation = Standard deviation of X


(for simple regression)
= Standard deviation of Y

7. Test statistic for Forward Regression

Backward Regression
ANOVA TABLE
Degrees of
Source of Variation Sum of Squares Mean Square F Statistic
Freedom
Regression SSR k
Error SSE n-(k+1)
Total SST n-1

16. Partial F Test


17. F Test (Overall significance of the model)

= Sum of squared errors for reduced model

= Sum of squared errors for full model

= Number of variables dropped from the full model /


or added to the reduced model

MULTIPLE LINEAR REGRESSION


18. Prediction Interval 21. Semi-partial correlation 22. Omitted variable bias
A 100% PI (Prediction (Part correlation) Actual relationship
Interval) for value of a randomly Correlation between and ,
chosen , given values of : when the influence of is
removed from (but not out of Fitted model
):

19. Confidence Interval Then


A 100% CI (Confidence
Interval) for a conditional mean of Square of part correlation of an
, given values of : explanatory variable = unique
contribution of the explanatory
variable to
20. Partial correlation When this variable is added
Correlation between and ,
when the influence of is
removed from both and :

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