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Class 6 Outline

Class 6 Outline. Quiz Recap and questions Multiple linear regression Regression tool Goodness of fit measures Statistical tests Residual analysis Lab period. Multiple Regression. Goodness of fit measures Standard error, CV R 2 and Adjusted R 2 Statistical tests

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Class 6 Outline

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  1. Class 6 Outline • Quiz • Recap and questions • Multiple linear regression • Regression tool • Goodness of fit measures • Statistical tests • Residual analysis • Lab period

  2. Multiple Regression • Goodness of fit measures • Standard error, CV • R2 and Adjusted R2 • Statistical tests • Overall regression: F test • Individual variables: t tests • Residual analysis plots • Residuals vs. each x • Nonlinearity • Heteroscedasticity • Lagged residuals • autocorrelation

  3. Lab Period: Final Exam, Fall 2001 • Download and save the exam Excel files from the Class 6 folder. • Do 1(a) as stated, assessing the significance of the overall model. Do the individual coefficients pass tests of significance? • Do 1(b) and 1(c) as stated. • Construct residual plots vs. each x variable and vs. time. Also display a lagged residual plot. Check for evidence of nonlinearity, heteroscedasticity and autocorrelation.

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