This preview shows page 1. Sign up to view the full content.
Unformatted text preview: t of Regression Coeﬃcients
Prediction (Forecasting)
Dummy Variables An Example:
For the determinants of house price example, we are
interested in testing if age of the house, number of bathrooms
and lot size have any additional predictive value. That is,
H0 : βAge = βBath = βLot = 0.
The following ANOVA was obtained for the reduced model,
Source
Regression
Residual
Total SS
64367.055
15102.787
79469.843 df
2
48
50 MS
32183.528
314.641 F
102.286 Test the hypothesis and make conclusions.
In R, we use the command anova(full,reduced).
Chapter 11: Regression and Correlation Methods Stat 491: Biostatistics Sig.
0.000 Introduction
Least Square Estimates of the Parameters
Inference about the Parameters
Prediction
Assessing Adequacy of Fit
Correlation
Multiple Regression Introduction
Inferences in Multiple Regression
Tests for Subset of Regression Coeﬃcients
Prediction (Forecasting)
Dummy Variables Partial Correlation Coeﬃcient
The partial correlation between y and xj ,denoted by
rxj y ·x1 ,x2 ,...,xj −1 ,xj +1 ,...,xk , is the correlation between y and xj
after the linear eﬀects of the other x s is taken out of both y
and xj .
It is a measure of the strength of linear relation between y
and xj after eliminating (adjusting for) their linear association
with the other x s.
It is calculated as the correlation between
ey ·x1 ,x2 ,...,xj −1 ,xj +1 ,...,xk and exj ·x1 ,x2 ,...,xj −1 ,xj +1 ,...,xk where
ey ·x1 ,x2 ,...,xj −1 ,xj +1 ,...,xk = y − µy x1 ,x2 ,...,xj −1 ,xj +1 ,...,xk .
ˆ
Similar relation exists between the slope and the partial slope.
Chapter 11: Regression and Correlation Methods Stat 491: Biostatistics Introduction
Least Square Estimates of the Parameters
Inference about the Parameters
Prediction
Assessing Adequacy of Fit
Correlation
Multiple Regression Introduction
Inferences in Multiple Regression
Tests for Subset of Regression Coeﬃcients
Prediction (Forecasting)
Dummy Variables Expected Value of y and Individual Value of y
Let xn+...
View
Full
Document
This note was uploaded on 02/03/2014 for the course STAT 491 taught by Professor Solomonharrar during the Fall '12 term at Montana.
 Fall '12
 SolomonHarrar
 Statistics, Biostatistics, Correlation

Click to edit the document details