Chapter 12
Multiple Linear
Regression and
Certain
Nonlinear
Regression
Models
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Section 12.1
Introduction
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Section 12.2
Estimating the
Coefficients
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Table 12.1 Data for Example 12.1
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 4
Table 12.2 Data for Example 12.3
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 5
Section 12.3
Linear
Regression Model
Using Matrices
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Table 12.3 Data for Example 12.4
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 7
Section 12.4
Properties of the
Least Squares
Estimators
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Theorem 12.1
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 9
Section 12.5
Inferences in
Multiple Linear
Regression
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Figure 12.1 SAS printout for data
in Example 12.4
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 11
Section 12.6
Choice of a Fitted
Model through
Hypothesis
Testing
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Section 12.7
Special Cases of
Orthogonality
(Optional)
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Table 12.4 Analysis of Variances
for Orthogonal Variables
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 14
Table 12.5 Data for Example 12.8
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 15
Table 12.6 Analysis of Variance
for Grain Radius Data
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 16
Section 12.8
Categorical or
Indicator
Variables
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Figure 12.2 Case of three
categories
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 18
Table 12.7 Data for Example 12.9
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 19
Figure 12.3 SAS printout for
Example 12.9
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 20
Figure 12.4 Nonparallelism on
categorical variables
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 21
Section 12.9
Sequential
Methods for
Model Selection
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.
Table 12.8 Data Relating to Infant
Length
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 23
Table 12.9 t-Values for the
Regression Data of Table 12.8
Copyright © 2010 Pearson AddisonWesley. All rights reserved.
12 - 24
Section 12.10
Study of
Residuals and
Violation of
Assumptions
(Model Checking)
Copyright © 2010 Pearson Addison-Wesley. All rights reserved.