Presentation is loading. Please wait.

Presentation is loading. Please wait.

Adequacy of Linear Regression Models

Similar presentations


Presentation on theme: "Adequacy of Linear Regression Models"— Presentation transcript:

1 Adequacy of Linear Regression Models
Transforming Numerical Methods Education for STEM Undergraduates 4/8/2019 1

2 Data

3 Is this adequate? Straight Line Model

4 Quality of Fitted Data Does the model describe the data adequately?
How well does the model predict the response variable predictably?

5 Linear Regression Models
Limit our discussion to adequacy of straight-line regression models

6 Four checks Plot the data and the model.
Find standard error of estimate. Calculate the coefficient of determination. Check if the model meets the assumption of random errors.

7 1. Plot the data and the model

8 Data and model T (F) α (μin/in/F) -340 2.45 -260 3.58 -180 4.52 -100
5.28 -20 5.86 60 6.36

9 2. Find the standard error of estimate

10 Standard error of estimate

11 Standard Error of Estimate
-340 -260 -180 -100 -20 60 2.45 3.58 4.52 5.28 5.86 6.36 2.7357 3.5114 4.2871 5.0629 5.8386 6.6143

12 Standard Error of Estimate

13 Standard Error of Estimate

14 Scaled Residuals 95% of the scaled residuals need to be in [-2,2]

15 Scaled Residuals Ti αi Residual Scaled Residual -340 -260 -180 -100 -20 60 2.45 3.58 4.52 5.28 5.86 6.36

16 3. Find the coefficient of determination

17 Coefficient of determination

18 Sum of square of residuals between data and mean
y x

19 Sum of square of residuals between observed and predicted
y x

20 Calculation of St -340 -260 -180 -100 -20 60 2.45 3.58 4.52 5.28 5.86 6.36 1.1850 1.6850

21 Calculation of Sr -340 -260 -180 -100 -20 60 2.45 3.58 4.52 5.28 5.86
6.36 2.7357 3.5114 4.2871 5.0629 5.8386 6.6143

22 Coefficient of determination

23 Limits of Coefficient of Determination

24 Correlation coefficient
How do you know if r is positive or negative ?

25 What does a particular value of |r| mean?
0.8 to Very strong relationship  0.6 to Strong relationship  0.4 to Moderate relationship  0.2 to Weak relationship  0.0 to Weak or no relationship 

26 Final Exam Grade

27 Final Exam Grade vs Pre-Req GPA

28 4. Model meets assumption of random errors

29 Model meets assumption of random errors
Residuals are negative as well as positive Variation of residuals as a function of the independent variable is random Residuals follow a normal distribution There is no autocorrelation between the data points.

30 Therm exp coeff vs temperature
α 60 6.36 40 6.24 20 6.12 6.00 -20 5.86 -40 5.72 -60 5.58 -80 5.43 T α -100 5.28 -120 5.09 -140 4.91 -160 4.72 -180 4.52 -200 4.30 -220 4.08 -240 3.83 T α -280 3.33 -300 3.07 -320 2.76 -340 2.45

31 Data and model

32 Plot of Residuals

33 Histograms of Residuals

34 END

35 What polynomial model to choose if one needs to be chosen?

36 Which model to choose?

37 Optimum Polynomial: Wrong Criterion

38 Optimum Polynomial of Regression

39 END

40 Effect of an Outlier

41 Effect of Outlier

42 Effect of Outlier


Download ppt "Adequacy of Linear Regression Models"

Similar presentations


Ads by Google