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Copyright © 2012 Pearson Education, Inc. All rights reserved. Chapter 4 Multiple Regression Models
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.1 General Form of a Multiple Regression Model
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 3
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.2 Model Assumptions
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.3 A First-Order Model with Quantitative Predictors
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 6
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 7
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 8 Figure 4.1 Graphs of E(y) = 1+ 2x 1 = x 2 for x 2 = 0,1,2
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.4 Fitting the Model: The Method of Least Squares
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 10
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 11 Figure 4.2 MINITAB side-by-side scatterplots for the data of Table 4.1
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 12 Figure 4.3 SAS regression output for the auction price model, Example 4.1
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.5 Estimation of 2, the Variance of
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 14
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.6 Testing the Utility of a Model: The Analysis of Variance F-Test
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 16
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 17 Figure 4.4 Rejection region for the global F-test
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 18 Figure 4.5 MINITAB regression printout for grandfather clock model
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.7 Inferences About the Individual Parameters
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 20
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 21
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 22 Figure 4.6 SAS regression output for the auction price model, Example 4.4
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Multiple Coefficients of Determination: R 2 and R 2 Section 4.8 a
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 24 Figure 4.7 A portion of the SPSS regression output for the auction price model
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.9 Using the Model for Estimation and Prediction
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 26 Figure 4.8 MINITAB printout with 95% confidence intervals for grandfather clock model
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.10 An Interaction Model with Quantitative Predictors
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 28 Figure 4.9 Graphs of 1 + 2x 1 – x 2 + x 1 x 2 for x 2 = 0,1,2
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 29
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 30 Figure 4.10 Examples of no- interaction and interaction models
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 31 Figure 4.11 MINITAB regression printout for grandfather clock model with interaction
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.11 A Quadratic (Second-Order) Model with a Quantitative Predictor
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 33 Figure 4.12 Graphs for two quadratic models
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 34
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 35
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 36 Figure 4.13 SPSS scatterplot for data of Example 4.7
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 37 Figure 4.14 SPSS output for quadratic model of Example 4.7
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 38 Figure 4.15 MINITAB graph of least squares fit for the quadratic model
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 39 Figure 4.16 Potential misuse of quadratic model
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.12 More Complex Multiple Regression Models (Optional)
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 41
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 42
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 43
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 44 Figure 4.17 Graph of E(y) = 1 + 7x 1 - 10x 2 + 5x 1 x 2 – + 3
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 45
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 46
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 47 Figure 4.18 SAS multiple regression output for Example 4.8
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 48
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 49
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 50
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 51 Figure 4.19 MINITAB multiple regression output for Example 4.9
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 52
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 53 Figure 4.20 MINITAB multiple regression output for Example 4.10
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 54
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 55
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.13 A Test for Comparing Nested Models
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 57
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 58 Figure 4.21 Rejection region for the F-test Ho: 4 = 5 = 0
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 59 Figure 4.22 SAS output for complete model, Example 4.11
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 60 Figure 4.23 SAS output for reduced model, Example 4.11
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Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 4.14 A Complete Example
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 62 Figure 4.24 SAS output for complete second-order model for road cost
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 63 Figure 4.25 SAS output for reduced model for road cost
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 64 Figure 4.26 Plot of the least squares lines for the reduced model
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Copyright © 2012 Pearson Education, Inc. All rights reserved. 4- 65 Figure 4.27 SAS output showing prediction intervals for reduced model
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