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1、LinearRegressionAnalysis:ApplicationsandAssumptionsSecondEditionJohnP.HoffmannDepartmentofSociologyBrighamYoungUniversityDedicatedtoLynnM.Hoffmann,aRemarkableWomanEditorialAssistants:WadeJacobson,KristinaBeacomProductionEditor:JohnP.HoffmannElectronicComposition:KarenSp
2、ence,KristinaBeacom,AmandaCooperElectronicProduction:AdobeAcrobatProfessionalCopyright©2010Allrightsreserved.Nopartofthematerialprotectedbythiscopyrightnoticemaybereproducedorutilizedinanyformorbyanymeans,electronicormechanical,includingphotocopying,recording,oranyinfor
3、mationstorageandretrievalsystem,withoutwrittenpermissionfromthecopyrightowner.Toobtainpermission(s)tousematerialfromthiswork,pleasesubmitawrittenrequesttoJohnP.Hoffmann,DepartmentofSociology,2039JFSB,BrighamYoungUniversity,Provo,UT,84602;faxyourrequestto(801)422-0625;or
4、emailyourrequesttoJohn_Hoffmann@byu.edu.PrintedintheUnitedStatesofAmericaContentsPrefacetothesecondeditioniii1AReviewofSomeElementaryStatisticalConcepts12SimpleLinearRegressionAnalysis233MultipleLinearRegressionAnalysis454TheANOVATableandGoodness-of-FitStatistics635Comp
5、aringLinearRegressionModels736DummyVariablesinLinearRegressionModels817SpecificationErrorsinLinearRegressionModels998MeasurementErrorsinLinearRegressionModels1199CollinearityandMulticollinearity13710NonlinearAssociationsandInteractionTerms15111HeteroscedasticityandAutoc
6、orrelation18512InfluentialObservations:LeveragePointsandOutliers21513ABriefIntroductiontoLogisticRegression22914Conclusions249AppendixA:DataManagement257AppendixB:Formulas269PrefacetotheSecondEditionRarelydoesadaygobythatwearenotexposedtodataofonesortoranother.Wefindrep
7、ortsofstudiesinnewspapers,magazines,andon-linethatshowgraphsandchartsofdatacollectedfrompeople,animals,orevenabstractentitiessuchascities,counties,orcountries.Lifeexpectancies,crimerates,pollutionlevels,unemploymentrates,satisfactionsurveys,electionresults,andnumerousot
8、herphenomenaarepresentedwithoverwhelmingfrequencyandinpainfuldetail.Understandingstatistics–oratleastbeingable
