note14 - STAT5044 Regression and Anova Inyoung Kim Outline...

Info iconThis preview shows pages 1–6. Sign up to view the full content.

View Full Document Right Arrow Icon

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

View Full DocumentRight Arrow Icon

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

View Full DocumentRight Arrow Icon

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

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: STAT5044: Regression and Anova Inyoung Kim Outline 1 One regression model using data from two sources 2 Segmented regression Data from two sources Example Female salary Y i = α + α 1 x i + σε i , j=1,...,n Male salary Y j = γ + γ 1 x j + σε j , j=n+1,n+2,...,n+m and { ε i } , i=1,...,n and { ε j } , j=1,...,m, are N(0,1) Main Question: How to make one model using these two models? Case1: same slope between two models Consider the simplest case when slopes are same. Y i = α + α 1 x i + σε i Y j = γ + α 1 x i + σε i Question1: How to write the two regression as one Case1 Model Y 1 Y 2 . . . Y n Y n + 1 . . . Y n + M = 1 x 1 . . . . . . . . . 1 x n 1 x n + 1 1 . . . . . . . . . 1 x n + m 1 α α 1 γ- α y j = α + α 1 x j +( γ- α )+ ε j = [ 1 n + m x 1 x 2 ] β + ε j x 2 : indicator variable,...
View Full Document

This note was uploaded on 01/02/2012 for the course STAT 5044` taught by Professor Staff during the Fall '11 term at Virginia Tech.

Page1 / 12

note14 - STAT5044 Regression and Anova Inyoung Kim Outline...

This preview shows document pages 1 - 6. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online