topic08b

topic08b - --Coefficient of Correlation: YY S SST = XX XY S...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Topic 8b Linear Regression Measures of Variation 8.3 Assumptions of Linear Regession Model: Linearity (X and mean value of Y have linear relationship) Indepedence of Error ( ε 1 , ε 2 …are independent) Normality of Error ( ε 1, ε 2…are normal) Equal variance (the variance of ε 1, ε 2…are the same) 8.4 Decomposition of Variation of Dependent Variable: SST=SSR+SSE 8.5 Measures of Variation : - Coefficient of determination - Standard Error of Estimation
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: --Coefficient of Correlation: YY S SST = XX XY S S SSR 2 = XX XY YY S S S SSE 2 − = ( ) ( ) ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ ∑ ∑ ∑ ∑ − = − = − = − = − = − − = n Y Y Y Y S n X X X X S n Y X Y X Y Y X X S i i i YY i i i XX i i i i i i XY 2 2 2 2 2 2 ) ( ) ( 1 r r 2 2 2 ≤ ≤ = = YY XX XY S S S SST SSR 2 ) ˆ ( 2 1 2 − − = − = ∑ = n Y Y n SSE s n i i i 1 r 1-r ≤ ≤ = YY XX XY S S S...
View Full Document

This note was uploaded on 09/15/2008 for the course ISMT 111 taught by Professor Wanxuhu during the Fall '08 term at HKUST.

Ask a homework question - tutors are online