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Chapter 9 Linear Regression
How does the value of one variable depend on that of another one? ,[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],8.1 Statistical Description of Linear Regression
[object Object],[object Object],[object Object],[object Object],[object Object]
What is regression in statistics? To find out the track of the means 100 120 140 160 180 200 220 100 120 140 160 180 200 220 Father ’ s height ( cm ) Son’s height (cm)
[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
8.1.2 Regression coefficient and its calculation ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Example 8.1  Calculate the regression equation of the height of son  Y  on the height of father  X  .
 
8.2 Statistical Inference on Regression   8.2.1  Hypothesis tests ,[object Object],[object Object],[object Object],[object Object],[object Object]
Statistic Standard deviation of regression coefficient Standard deviation of residual
For Example 8.1 p  <0.001 .  Reject  ---- the regression of the son’s height on the father’s height is statistically significant. :     =0,  :     ≠0
8.2.1.2 Analysis of variance   ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
For Example 8.1 ,[object Object],[object Object],[object Object],[object Object],[object Object]
8.2.2  Determination coefficient   For Example 8.1 Determination coefficient:  Contribution of regression by % ,[object Object],[object Object],[object Object]
In practice, it is suggested to report the value of determination coefficient after an analysis of regression to describe how good the regression is.  ,[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object]
8.3.3  On the basic assumptions    ----  LINE ,[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object]
Summary  Regression and Correlation   ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object]
 

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Chapter 9 Regression

  • 1. Chapter 9 Linear Regression
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  • 5. What is regression in statistics? To find out the track of the means 100 120 140 160 180 200 220 100 120 140 160 180 200 220 Father ’ s height ( cm ) Son’s height (cm)
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  • 9. Example 8.1 Calculate the regression equation of the height of son Y on the height of father X .
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  • 12. Statistic Standard deviation of regression coefficient Standard deviation of residual
  • 13. For Example 8.1 p <0.001 . Reject ---- the regression of the son’s height on the father’s height is statistically significant. :  =0, :  ≠0
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