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    10 Regression Multiple

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    Ahmed Hossam
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    10 Regression Multiple

    Uploaded by

    Ahmed Hossam
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    10-Regression-multiple

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    Download as pptx, pdf, or txt
    4 views18 pages

    10 Regression Multiple

    Uploaded by

    Ahmed Hossam
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    Copyright:

    © All Rights Reserved
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    Download as pptx, pdf, or txt
    of 18

    Multiple Regression

    The Multiple Regression Equation:


    ŷ  a  b1 x1  b2 x 2

    ŷ : dependent var.
    x1, x2 : independent var.
    To find constants a, b1, b2 :

    Find “ b1, b2 ” by solve 2 equations:


    (y-y) (x1-x1) = b1(x1-x1)2 + b2(x1-x1) (x2-x2)
    (y-y) (x2-x2) = b1(x1-x1) (x2-x2) + b2(x2-x2)2

    Find “a” by equation.

    a  y  b1 x1  b2 x 2
    y  x1  x2
    n n n
    Test the significant of the Model “F” test:

    (1) SST =  (y - y)2


    (2) SSR = b1 [ (y – y) (x1 – x1)] + b2 [(y – y) (x2 – x2)]
    (3) SSE = SST – SSR
    (4) ANOVA Table:
    Source of Sum of Degrees of Mean Sum F-ratio
    variation Squares Freedom of Squares Fc
    S.S D.F M.S.S

    Regression (R) SSR 2 MSSR =SSR


    2 MSSR

    MSSE = SSE MSSE
    Error (E) SSE n-3
    n-3
    Total (T) SST n–1

    (5) Ftable (Critical value) = F (2, n-3, )


    (6) Compare between Fc and Ft :

    Fc > Ft Fc < Ft
    Model is valid for Model is not valid for
    predicting (y) predicting (y)
    • The standard error of estimate : S yx x= MSSE
    1 2

    • The determination coefficient R2 = SSR


    SST
    means : The independent variables x1 and x2 explain
    % of the variability in the dependent variable (y).

    • The coefficient of correlation (r) = R2


    Example
    Y 1 1 2 2 3 3
    X1 10 8 6 5 4 3
    X2 2 4 6 5 7 6
    4X5 (5)2 5X6 4X6 (6)2 (4)2
    1 2 3 4 5 6 7 8 9 10 11 12

    Y-Y X1-X1 X2-X2 (Y-Y) (X1-X1) (Y-Y) (X2-X2)2 (Y-Y)2


    Y X1 X2 Y-2 X1-6 X2-5 (X1-X1)
    (X1-X1)2
    (X2-X2) (X2-X2)

    1 10 2 -1 4 -3 -4 16 -12 3 9 1
    1 8 4 -1 2 -1 -2 4 -2 1 1 1
    2 6 6 0 0 1 0 0 0 0 1 0
    2 5 5 0 -1 0 0 1 0 0 0 0
    3 4 7 1 -2 2 -2 4 -4 2 4 1
    3 3 6 1 -3 1 -3 9 -3 1 1 1
    12 36 30 Zero Zero Zero -11 34 -21 7 16 4
    Y= = 2 x 1= = 6
    x 2= = 5
    Find b1, b2 by solve 2 equations
    (Y-Y) (X1-X1)= b1 (X1-X1)2+ b2 (X1-X1) (X2-X2)
    (Y-Y) (X2-X2)= b1 (X1-X1) (X2-X2) + b2 (X2-X2)2
    -11= 34 b1 – 21 b2 1 X21
    7= -21 b1 + 16 b2 2 X34
    -231= 714 b1 – 441 b2
    238= -714 b1 + 544 b2
    7= 103 b2
    b2 = = 0.07
    7 = -21 b1 + 1.12
    7 – 1.12 = -21 b1
    5.88 = -21 b1
    b1= = -0.28
    Find “a”
    a = y – b 1 X 1 – b2 X 2
    = 2 – (- 0.28) (6) – (0.07) (5)
    = 2 + 1.68 – 0.35 = 3.33
    The Regression Equation:
    ^
    Y = a + b 1 X 1 + b2 X 2

    ^
    Y= 3.33 – 0.28 X1 + 0.07 X2
    “F” Test:

    1) S.S.R= b1 (Y –Y ) (X1-X1) + b2 (Y-Y) (X2-X2)


    = -0.28 (-11) + 0.07 (7)
    = 3.57
    2) S.S.T= (Y-Y)2 = 4
    3) S.S.E= S.S.T – S.S.R
    = 4 – 3.57= 0.43
    4) ANOVA Table:

    analysis of variance
    1 2 3 4 5
    Source of S.S D.F M.S.S Fc
    variation
    R 3.57 2 ÷
    1.79
    n-3 12.45
    E 0.43 6-3 ÷ 0.14 ÷
    3
    T 4
    5) Ft (2 ,3) = 9.55

    Column Row
    6) Fc > Ft
    12.45 9.55
    The Regression equation is Significant
    can be used for Prediction.
    Estimate Y when X1=5 & X2 = 10

    Y = 3.33 – 0.28 (5) + 0.07 (10) = 2.63


    R2123= == 0.89
    89% of The Total Variation in (Y) is explained by
    The Variation in X1 & X2 and 11% by The other
    Wise.

    r123= = = 0.94 Strong


    Standard error of estimate:
    SY X X =
    1 2

    = = 0.378
    Exercises
    a- Find Multiple Regression equation
    b- Test of significance of Regression equation.
    c- Estimate (y) when x1 = 10 & x2 = 15
    d- Find coefficient of determination (R2) and
    coefficient of Correlation (R) .
    1 48 40 31 22 19 Y

    9 8 6 5 2 X1

    12 14 16 18 20 X2

    2 5 4 3 2 1 Y

    8 7 5 4 2 X1

    3 4 5 7 10 X2

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