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Multiple Linear
Regression Analysis
Week 13
L1 Multiple Linear Regression
1
Lecture 3
Learning Outcomes:
At the end of the lesson, the student should be able to
Use the least squares method to estimate a multiple
linear model
Carry out tests to determine if the model obtained is an
adequate fit to the data
Carry out test for inferences on regression parameters
Find the CI for the slope
2
MULTIPLE LINEAR REGRESSION
an extension of a simple linear regression model
Y 0 1 x1 .... k x k
3
the dependent variable is related to k independent or
regressor variables
the multiple linear regression model can provide a rich variety
of functional relationships by allowing some of the input
variables xi to be functions of other input variables.
Hypotheses: H 0 : 1 2 3 .... k 0
H 1 : at least one j 0
MS R
Test statistic: F0
MS E
SSR SSE
where: MSR MSE
k n p
MS R
Rejection criteria: F0 f , k , n p
MS E
7
ANOVA Table for multiple linear regression
SSR
Regression SSR k MSR F = MSR/MSE
k
SSE
Error SSE n (k+1) MSE
n (k 1)
Total SST n1
8
Inferences on the model parameters in multiple regression.
Test statistic j j , 0
T0
se ( )j
Reject H0 if T0 t / 2 , n p
9
Example 1:
A set of experimental runs were made to determine a way of
predicting cooking time y at various levels of oven width x1, and
temperature x2. The data were recorded as follows:
y x1 x2
6.4 1.32 1.15
15.05 2.69 3.4 Carry out an analysis to
18.75 3.56 4.1 determine the regression
30.25 4.41 8.75 equation
44.86 5.35 14.82
48.94 6.3 15.15
51.55 7.12 15.32
61.5 8.87 18.18
100.44 9.8 35.19
111.42 10.65 40.4
Solution:
Y X1 X2 X1-square X2-square X1X2 X1Y X2Y
Analysis of Variance
Source DF SS MS F P
Regression(SSR) ? 10953.334 5476.667 13647.872 0.000
Residual Error (SSE) 7 2.809 0.401
Total ? 10956.143
Solution:
Using the computer for computations, the following results were
observed.
Regression Analysis: cooking time versus width, temperature
The regression equation is
Cooking time = 0.568 + 2.706 width + 2.051 temperature
Analysis of Variance
Source DF SS MS F
Regression 2 10953.334 5476.667 13647.872
Residual Error 7 2.809 0.401
Total 9 10956.143
Example 2 ( continued):
b) Test whether the regression explained by the model obtained in
part (a) is significant at the 0.01 level of significance.
Solution:
H 0 : 1 2 0
H 1 : 1 and 2 are not both zero
Source DF SS MS F
Regression 2 10953.334 5476.667 13647.872
Residual Error 7 2.809 0.401
Total 9 10956.143
f , k , n ( k 1) f 0.01, 2 , 7 9 .55
F 13647 .87 9 .55
Decision : Reject H 0, A linear model is fitted