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    An A Reg

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    Hilda Aprina
    This document discusses simple linear regression. It covers: 1) Estimating regression coefficients using the least squares method and calculating confidence intervals. 2) Hypothesis testing of the slope, intercept, and significance of predictors. 3) Predictions, ANOVA, correlation coefficients, and lack-of-fit tests. 4) Extending the methods to multiple linear regression by using matrix notation and estimating coefficients through least squares.

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    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd

    An A Reg

    Uploaded by

    Hilda Aprina
    30 views3 pages
    This document discusses simple linear regression. It covers: 1) Estimating regression coefficients using the least squares method and calculating confidence intervals. 2) Hypothesis testing of the slope, intercept, and significance of predictors. 3) Predictions, ANOVA, correlation coefficients, and lack-of-fit tests. 4) Extending the methods to multiple linear regression by using matrix notation and estimating coefficients through least squares.

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    An a Reg

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    This document discusses simple linear regression. It covers: 1) Estimating regression coefficients using the least squares method and calculating confidence intervals. 2) Hypothesis testing of the slope, intercept, and significance of predictors. 3) Predictions, ANOVA, correlation coefficients, and lack-of-fit tests. 4) Extending the methods to multiple linear regression by using matrix notation and estimating coefficients through least squares.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    30 views3 pages

    An A Reg

    Uploaded by

    Hilda Aprina
    This document discusses simple linear regression. It covers: 1) Estimating regression coefficients using the least squares method and calculating confidence intervals. 2) Hypothesis testing of the slope, intercept, and significance of predictors. 3) Predictions, ANOVA, correlation coefficients, and lack-of-fit tests. 4) Extending the methods to multiple linear regression by using matrix notation and estimating coefficients through least squares.

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    REGRESI LINIER SEDERHANA

    Least Square Estimator

    )(

    )
    (


    Penduga Interval (1-)100%

    )
    Penduga Interval (1-)100%







    Confidence Interval untuk
    2

    Uji Hipotesis untuk Slope
    H
    0
    : |
    1
    = |
    10
    v.s. H
    1
    : |
    1
    |
    10

    *) Jika
    2
    diketahui


    (n-2) MS
    E
    / o
    2
    berdistribusi _
    2
    n-2

    *) Jika
    2
    tidak diketahui


    Reject H
    0
    if |t
    0
    | > t
    o/2, n-2
    Uji Hipotesis untuk Intercept
    H
    0
    : |
    0
    = |
    00
    v.s. H
    1
    : |
    0
    |
    00

    *) Jika
    2
    tidak diketahui


    Reject H
    0
    if |t
    0
    | > t
    o/2, n-2
    Uji Signifikansi
    H
    0
    : |
    1
    = 0 v.s. H
    1
    : |
    1
    0


    Reject H
    0
    if |t
    0
    | > t
    o/2, n-2

    )
    (
    ()
    )


    (
    ()
    )


    Interval estimasi E(

    )
    (

    )
    Prediksi interval
    ()

    )
    (
    ()
    )
    Jika n->

    )

    Prediksi mean dari m observasi baru

    )
    (
    ()
    )
    ANOVA


    Statistic uji : F* =




    ) / , ( ~

    2
    1 1 xx
    S N o | |
    ) 1 , 0 ( ~
    /

    2
    10 1
    0
    N
    S
    Z
    xx
    o
    | |
    =
    2
    1
    10 1 10 1
    0
    ~
    )

    =
    n
    xx E
    t
    se S MS
    t
    |
    | | | |
    2
    0
    00 0
    2
    00 0
    0
    ~
    )

    ) / / 1 (

    =
    +

    =
    n
    xx E
    t
    se
    S x n MS
    t
    |
    | | | |
    2
    1
    1
    0
    ~
    )

    =
    n
    t
    se
    t
    |
    |

    + =
    i
    i i
    i
    i i
    y y y y y y
    2 2 2
    ) ( ) ( ) (


    = = =
    = =
    i xx i
    i
    xx
    i
    i
    i i
    i
    i i
    S
    x x
    S
    c
    y Var c y c Var Var
    2
    2
    2
    2
    2 2
    2
    1
    ) (
    ) ( ) ( )

    (
    o o
    o
    |
    )
    1
    ( )

    (
    2
    2
    0
    xx
    S
    x
    n
    Var + =o |
    SS
    T
    = SS
    R
    + SS
    Res
    SoV Sum of
    Square
    DoF Mean
    Square

    F
    0
    Reg
    Res
    Total


    SST-


    SST
    1
    n-2
    n-1
    MSreg
    MSres
    MSreg/
    Msres

    SSR =

    ) , SST =


    Tolak Ho jika F* > F (1-; 1,n-2)
    Koefisian Korelasi

    (

    )(

    )
    [(

    *(

    )(

    )+


    Koefisien Determinasi


    Lack Of Fit
    Model :

    ()

    vs

    : ()




    SSE = SSPE + SSLE
    Sumber
    Variasi
    SS df MS F*
    Reg
    Error
    Lack Of Fit
    Pure Error
    Total
    SSR
    SSE
    SSLF
    SSPE
    SST
    1
    n-2
    c-2
    n-c
    n-1
    MSR
    MSE
    MSLF
    MSPE




    SSR = (


    , SSE = (



    SSLF = (


    , SSPE = (



    SST = (



    Tolak

    jika F* > F(1- ; c-2,n-c)


    REGRESI LINIER BERGANDA

    ()

    ()


    Bentuk Matrik :


    E(Y) = X ,

    () =


    Pendugaan parameter dg metode Least Square
    b = ()


    Penduga Y dan Residual

    , e = Y-

    ()

    ( ) ()

    () ( )
    Korelasi Berganda

    = korelasi X1 dan X2 bersama2 dgn Y

    = korelasi Y dengan X1
    Uji Signifikansi Koefisien Korelasi Berganda

    R : koefisien korelasi ganda
    k : banyaknya variabel independen
    n : banyaknya anggota sampel
    Bandingkan dengan tabel F; dengan db
    pembilang = k d
    an db penyebut = n k -1.
    Korelasi Parsial


    Korelasi parsial antara Xp dengan Y, dimana Xq
    dianggap tetap.
    Uji Signifikansi Korelasi Parsial
    Digunakan rumus t; dengan db = n 1


    r
    p
    : korelasi parsial
    Jika t
    0
    > t tabel, hipotesis alternatif diterima
    T T
    R
    SS
    SS
    SS
    SS
    R r
    s Re 2 2
    1 = = =
    ( ) ( ) ( )
    2 2 2
    1 1 1 1 1 1
    j j j
    n n n
    c c c
    ij ij ij j j ij
    j i j i j i

    Y Y Y Y Y Y
    = = = = = =
    = +

    ) 1 /( ) 1 (
    /
    2
    2
    0

    =
    k n R
    k R
    F
    2
    0
    1
    3
    p
    p
    r
    n r
    t

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