Chapter 4
Multiple
Regression
Models
Copyright © 2012 Pearson Education, Inc. All rights reserved.
Section 4.1
General
Form of a
Multiple
Regression
Model
Copyright © 2012 Pearson Education, Inc. All rights reserved.
Copyright © 2012 Pearson Education, Inc.
4- 3
Section 4.2
Model
Assumptions
Copyright © 2012 Pearson Education, Inc. All rights reserved.
Section 4.3
A First-Order
Model with
Quantitative
Predictors
Copyright © 2012 Pearson Education, Inc. All rights reserved.
Copyright © 2012 Pearson Education, Inc.
4- 6
Copyright © 2012 Pearson Education, Inc.
4- 7
Figure 4.1 Graphs of
E(y) = 1+ 2x1 = x2 for x2 = 0,1,2
Copyright © 2012 Pearson Education, Inc.
4- 8
Section 4.4
Fitting the
Model: The
Method of
Least Squares
Copyright © 2012 Pearson Education, Inc. All rights reserved.
Copyright © 2012 Pearson Education, Inc.
4- 10
Figure 4.2 MINITAB side-by-side
scatterplots for the data of Table 4.1
Copyright © 2012 Pearson Education, Inc.
4- 11
Figure 4.3 SAS regression output for
the auction price model, Example 4.1
Copyright © 2012 Pearson Education, Inc.
4- 12
Section 4.5
Estimation of
σ 2, the
Variance of ε
Copyright © 2012 Pearson Education, Inc. All rights reserved.
Copyright © 2012 Pearson Education, Inc.
4- 14
Section 4.6
Testing the
Utility of a
Model:
The Analysis
of Variance
F-Test
Copyright © 2012 Pearson Education, Inc. All rights reserved.
Copyright © 2012 Pearson Education, Inc.
4- 16
Figure 4.4 Rejection region for the
global F-test
Copyright © 2012 Pearson Education, Inc.
4- 17
Figure 4.5 MINITAB regression
printout for grandfather clock model
Copyright © 2012 Pearson Education, Inc.
4- 18
Section 4.7
Inferences
About the
Individual β
Parameters
Copyright © 2012 Pearson Education, Inc. All rights reserved.
Copyright © 2012 Pearson Education, Inc.
4- 20
Copyright © 2012 Pearson Education, Inc.
4- 21
Figure 4.6 SAS regression output for
the auction price model, Example 4.4
Copyright © 2012 Pearson Education, Inc.
4- 22
Section 4.8
Multiple
Coefficients of
Determination:
2
2
R and R a
Copyright © 2012 Pearson Education, Inc. All rights reserved.
Figure 4.7 A portion of the SPSS
regression output for the auction price
model
Copyright © 2012 Pearson Education, Inc.
4- 24
Section 4.9
Using the
Model for
Estimation
and Prediction
Copyright © 2012 Pearson Education, Inc. All rights reserved.