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1、BusinessStatistics:AFirstCourseFifthEditionChapter13MultipleRegressionBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc.Chap13-1LearningObjectivesInthischapter,youlearn:¢Howtodevelopamultipleregressionmodel¢Howtointerprettheregressioncoefficients¢Howtodeterminewhichindependentvariablestoinc
2、ludeintheregressionmodel¢Howtodeterminewhichindependentvariablesaremoreimportantinpredictingadependentvariable¢HowtousecategoricalvariablesinaregressionmodelBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-2TheMultipleRegressionModelIdea:Examinethelinearrelationshipbetween1dependen
3、t(Y)&2ormoreindependentvariables(X)iMultipleRegressionModelwithkIndependentVariables:Y-interceptPopulationslopesRandomErrorY=β+βX+βX+⋅⋅⋅+βX+εi011i22ikkiiBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-3(continued)TwovariablemodelY1XlebriaarvofeXpo2SlXle2bariarvofeploSX1BusinessSta
4、tistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-4MultipleRegressionEquationnMultipleRegressionEquationTheequationthatdescribeshowthemeanvalueofYisrelatedtox1,x2,...xkis:Y-interceptPopulationslopesE(Yi
5、Xi)=E(Yi)=β0+β1x1i+β2x2i+...+βkxkiBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc.
6、.Chap13-5EstimatedMultipleRegressionEquationThecoefficientsofthemultipleregressionmodelareestimatedusingsampledataMultipleregressionequationwithkindependentvariables:EstimatedEstimated(orpredicted)EstimatedslopecoefficientsinterceptvalueofYYˆ=b+bX+bX+⋅⋅⋅+bXi011i22ikkiInthischapterwewilluseExcelorM
7、initabtoobtaintheregressionslopecoefficientsandotherregressionsummarymeasures.BusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-6EstimationProcessMultipleRegressionModelSampleData:xx...xyE(y)=β0+β1x1+β2x2+...+βpxp+ε12p....MultipleRegressionEquation....E(y)=β0+β1x1+β2x2+...+βpxpUnkno
8、wnparametersareβ0,β1,β2,...,βpEstimatedMultipleRegressionEquationb,b,b,...,byˆ=bb01++x1b2x2+...+bpxp012pprovideestimatesofSamplestatisticsareβ0,β1,β2,...,βpb0,b1,b2,...,bpBusinessStatistics:AFirstCourse,5e©2009Pr
