Lecture 14 Multiple Linear Regression and Logistic Regression Fall 2013 Prof. Yao Xie,
[email protected] H. Milton Stewart School of Industrial Systems & Engineering Georgia Tech H1 Outline • Multiple regression • Logistic regression H2 Simple linear regression Based on the scatter diagram, it is probably reasonable to assume that the mean of the random variable Y is related to X by the following simple linear regression model: Response Regressor or Predictor Yi = β0 + β1X i + εi i =1,2,!,n 2 ε i 0, εi ∼ Ν( σ ) Intercept Slope Random error where the slope and intercept of the line are called regression coefficients. • The case of simple linear regression considers a single regressor or predictor x and a dependent or response variable Y. H3 Multiple linear regression • Simple linear regression: one predictor variable x • Multiple linear regression: multiple predictor variables x1, x2, …, xk • Example: • simple linear regression property tax = a*house price + b • multiple linear regression property tax = a1*house price + a2*house size + b • Question: how to fit multiple linear regression model? H4 JWCL232_c12_449-512.qxd 1/15/10 10:06 PM Page 450 450 CHAPTER 12 MULTIPLE LINEAR REGRESSION 12-2 HYPOTHESIS TESTS IN MULTIPLE 12-4 PREDICTION OF NEW LINEAR REGRESSION OBSERVATIONS 12-2.1 Test for Significance of 12-5 MODEL ADEQUACY CHECKING Regression 12-5.1 Residual Analysis 12-2.2 Tests on Individual Regression 12-5.2 Influential Observations Coefficients and Subsets of Coefficients 12-6 ASPECTS OF MULTIPLE REGRESSION MODELING 12-3 CONFIDENCE