{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

3-2 Day 1 The role of r2 in regression

# 3-2 Day 1 The role of r2 in regression - 2 is the fraction...

This preview shows pages 1–7. Sign up to view the full content.

AP STATISTICS AP STATISTICS LESSON 3 – 3 (DAY 2) LESSON 3 – 3 (DAY 2) The role of r 2 in regression

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
Essential Question: Essential Question: How is the r How is the r 2 2 used to determine the used to determine the reliability of a linear regression line? reliability of a linear regression line? To calculate r 2 . To find the SST, the SSE and find the r 2 from them.
Definitions and Abbreviations Definitions and Abbreviations r 2 = coefficient of determination ( The proportion of the total sample variability that is explained by the least-squares regression of y on x. LSRL – Least squares regression line. SST – (Total Sum of Squares) SST = ∑ ( y – y ) 2 SSE – (Sum of squares of errors) SSE = ∑ ( y – ŷ) 2

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
Exercises Exercises Small r Small r 2 2 and Large r and Large r 2 2 Page 158 : Example 3.10 SMALL r 2 Page 160 : Example 3.11 LARGE r 2
r r 2 2 in Regression in Regression The coefficient of determination r

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 2 , is the fraction of the variation in the values of y that is explained by least-squares regression of y on x. r 2 = SST - SSE SST Facts about Least-squares Facts about Least-squares Regressions Regressions Fact 1: The distinction between explanatory and response variable is essential in regression. Fact 2: There is a close connection between correlation and the slope of the least-squares line. A change of one standard deviation of x corresponds to a change of r standard deviations in y. Facts of Regression Facts of Regression (continued) (continued) Fact 3. The least-squares regression line always passes through the point (x,y). Fact 4. The square of the correlation, r 2 , is the fraction of the variation in the values of y that is explained by the least-squares regression of y on x....
View Full Document

{[ snackBarMessage ]}

### Page1 / 7

3-2 Day 1 The role of r2 in regression - 2 is the fraction...

This preview shows document pages 1 - 7. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online