Scribd
Upload
22 views18 pages

EDA Template

Uploaded by

Matthew Pomarejos
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
22 views18 pages

EDA Template

Uploaded by

Matthew Pomarejos
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 18

Multiple Linear Regression by

Hand

Step 1: Calculate X1 , X2 , X1y, X2y and X1X2.


2 2

Step 2: Calculate Regression Sums.

Step 3: Calculate b0, b1, and b2.

Step 4: Place b0, b1, and b2 in the estimated linear


regression equation.
Suppose we have the following dataset with one response variable y and two predictor
variables X1 and X2:

SUM Y= 725.82 X1= 206 X2= 8294


MEAN Ӯ= 29. 0328 X1= 8.24 X2= 331.76
Step 2: Calculate Regression Sums.

X12 X22 X1y X2y X1X2

Regression 698.56
Sums
Step 3: Calculate b0, b1, and b2.

The formula to calculate b1 is: [(Σx22)(Σx1y) – (Σx1x2)(Σx2y)] / [(Σx12) (Σx22) – (Σx1x2)2]

The formula to calculate b2 is: [(Σx12)(Σx2y) – (Σx1x2)(Σx1y)] / [(Σx12) (Σx22) – (Σx1x2)2]

The formula to calculate b0 is: Ӯ – b1ẋ1 – b2ẋ2


Estimator of
Variance
̂
Hypothesis Tests in Multiple Linear Regression
 Test for Significance of Regression
 The test is used to check if a linear statistical relationship exists between the
response variable and at least one of the predictor variables. The statements
for the hypotheses are:

The test for significance of regression is a generalization of the procedure used in


simple linear regression. The total sum of squares SST is partitioned into a sum of
squares due to the model or to regression and a sum of squares due to error, say,

SST = SSR + SSE


The test for H0 is carried out using the following statistic:

MSR - is the regression mean square


MSE - is the error mean square
alculate the statistic F0, the mean squares MSR and MSE must be known.
mean squares are obtained by dividing the sum of squares by their degrees of freedom.
We test for significance of regression (with α = 0.05) using the
wire bond pull strength data
Because f 0 > f 0.05,2,22 = 3.44, we reject the null hypothesis
and conclude that pull strength is linearly related to either wire
Prediction of New
Observations
A regression model can be used to predict new or future
observations on the response variable Y corresponding to
particular values of the independent variables, a point
estimate of the future observation Yo at the point xo1, xo2,
…, xok is ŷ0 = x′o𝛃
Notice that the prediction interval is wider than the confidence
interval on the mean response at the same point, calculated in
Example 12.8.
Model Adequacy
Checking
 Residual Analysis

- The residuals from the


multiple regression model,
defined by e = y − ŷ , play
an important role in judging
model adequacy.

The residuals for the model from Example 12.1 is shown in Figure 12.6. No
severe deviations from normality are obviously apparent, although the two
largest residuals (e15 = 5.84 and e17 = 4.33) do not fall extremely close to a
straight line drawn through the remaining residuals.
The standardized residuals
- are often more useful than the ordinary residuals when
assessing residual magnitude.

Many regression computer programs compute other types of


scaled residuals. One of the most popular are the studentized
residuals.
Influential Observations
When using multiple regression, we occasionally find that some
subset of the observations is unusually influential.

NOTE: A value of Di > 1 would


indicate that the point is
influential. Either component of
Di (or both) may contribute to a
large value.
Thank You
For
Listening

You might also like