Chapter 12
Chapter 12 (Part I) Simple Linear
Regression
Chapter Contents
12.1 Simple Linear and Logistic Regression
12.2 Estimating Model Parameters
12.3 Inference about Regression Coefficients
12.4 Ordinary Least Squares Formulas
12.5 Tests for Significance
12.5 Correlation
12.6 Assessing Model Adequacy
12-1
Some Examples in Economics and
Business
Human Resources: CEO’s salary and firm
performance.
Labor Economics: wage and demographic
characteristics
Real Estate: a real estate appraiser may
wish to relate the sale price of a home
from selected physical characteristics of
the building and taxes paid on the building.
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12-2
Objectives of Regression
Analysis
Quantify the relationship between a
response variable and a set of predictor
variables.
Predict the value of a future value of the
response given the knowledge of the
corresponding predictor variables.
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Chapter 10
Introduction
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Chapter 10
Introduction
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Chapter 12
12.1 Simple Linear and Logistic Regression
Visual Displays
• Begin the analysis of bivariate data (i.e., two variables) with a
scatter plot.
• A scatter plot 散点图
- displays each observed data pair (xi, yi) as a dot on an X/Y grid.
- indicates visually the strength of the relationship between the
two variables.
Sample Scatter Plot
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Chapter 10
12.1 Simple Linear and Logistic Regression
Example 11.1
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Chapter 10
12.1 Simple Linear and Logistic Regression
Example 11.1
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Chapter 10
12.1 Simple Linear and Logistic Regression
Example 11.1
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Chapter 10
12.1 Simple Linear and Logistic Regression
Example 11.1
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Chapter 10
12.1 Simple Linear and Logistic Regression
Example 11.1
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Simple Linear Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Simple Linear Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Simple Linear Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Simple Linear Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Simple Linear Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Logistic Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Logistic Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Logistic Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Logistic Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Logistic Regression Model
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Chapter 10
12.1 Simple Linear and Logistic Regression
The Logistic Regression Model
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Chapter 10
12.2 Estimating Model Parameters
The Fitness
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Chapter 10
12.2 Estimating Model Parameters
Example 11.1
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Chapter 10
12.2 Estimating Model Parameters
Example 11.1
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Chapter 10
12.2 Estimating Model Parameters
The OLS
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Chapter 10
12.2 Estimating Model Parameters
The OLS
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Chapter 10
12.2 Estimating Model Parameters
Example 12.5
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Chapter 10
12.2 Estimating Model Parameters
Example 12.5
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Chapter 10
12.2 Estimating Model Parameters
Example 12.5
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Chapter 10
12.2 Estimating Model Parameters
Example 12.5
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Chapter 10
12.2 Estimating Model Parameters
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Chapter 10
12.2 Estimating Model Parameters
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Chapter 10
12.2 Estimating Model Parameters
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Chapter 10
12.2 Estimating Model Parameters
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Chapter 10
12.2 Estimating Model Parameters
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Chapter 10
12.2 Estimating Model Parameters
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Chapter 10
12.2 Estimating Model Parameters
Terminology and Scope
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.11 (Example 12.5 Continued)
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.11 (Example 12.5 Continued)
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.11 (Example 12.5 Continued)
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.5
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Chapter 10
12.3 Inference about Regression Coefficients
Theorem
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Chapter 10
12.3 Inference about Regression Coefficients
Confidence Interval
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.12
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.12
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.12
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.12
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.12
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.12
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Chapter 10
12.3 Inference about Regression Coefficients
Hypotheses Testing
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.12
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Chapter 10
12.3 Inference about Regression Coefficients
ANOVA
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Chapter 10
12.3 Inference about Regression Coefficients
The equivalence between t test and F test in simple linear
regression
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Chapter 10
12.3 Inference about Regression Coefficients
Fitting the Logistic regression model
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Chapter 10
12.3 Inference about Regression Coefficients
Fitting the Logistic regression model
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.14
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.14
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Chapter 10
12.3 Inference about Regression Coefficients
Example 12.14
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12.3 Inference about Regression Coefficients
Example 12.14
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Chapter 10
Problem Formulation
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Chapter 10
Example 12.14
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Chapter 10
Example 12.14
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Chapter 10
Example 12.15 (Example 12.12 Continued)
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Chapter 10
Example 12.15
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Chapter 10
Example 12.14
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Chapter 10
Prediction
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Chapter 10
Example 12.14
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Chapter 10
12.5 Correlation
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Chapter 10
12.5 Correlation
Sample Correlation Coefficient
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Chapter 10
12.5 Correlation
Properties of r
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Chapter 10
12.5 Correlation
Population correlation coefficient
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Chapter 10
12.5 Correlation
The estimator
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Chapter 10
12.5 Correlation
Example 12.12
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Chapter 10
12.5 Correlation
The equivalence
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Chapter 10
12.6 Assessing Model Adequacy
Standardized residuals
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Chapter 10
12.6 Assessing Model Adequacy
Diagnostic Plots
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Chapter 10
12.6 Assessing Model Adequacy
Example 12.24 (Example 12.12 Continued)
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Chapter 10
12.6 Assessing Model Adequacy
Example 12.24 (Example 12.12 Continued)
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Chapter 10
12.6 Assessing Model Adequacy
Difficulties and Remedies
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Chapter 10
12.6 Assessing Model Adequacy
Difficulties and Remedies
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Chapter 10
12.6 Assessing Model Adequacy
Difficulties and Remedies
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