G89.2229 Multiple Regression Week 11 Wednesday

Aug 20, 2012

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G89.2229 Multiple Regression Week 11 Wednesday

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1. G89.2229 Lect 11W Logistic Regression Review Maximum Likelihood Estimates Probit Regression and Example Model Fit G89.2229 Multiple Regression Week 11 (Wednesday)

2. G89.2229 Lect 11W Logistic Regression Review Additive probability models are often not ideal. p is bounded by [0,1]. Log odds of p [w(p)] has nice properties. Unbounded, with w(p)=0 for p=.5. Important equations

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g89.2229 multiple regression week 14 monday

G89.2229 Lect 14M. Overview of Course. For some outcome Y and explanatory variables X'=[X1 X2 ... Xp],We considered E(Y | X)To be modeled descriptivelyAs a structural modelAdditive models for E(Y | X)Main effects linear modelsAdditive polynomial modelsLinear models with interactions. G89.2229 Lect 14M.

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G89.2229 Multiple Regression Week 7 Wednesday

G89.2229 Lect 7W. Representing Interaction in the Regression Equation. If we believe that the effect of X1 varies as a function of level of a second variable, X2, we can build a simple multiplicative interactive effect.Y=b0 b1X1 b2X2 b3(X1*X2) eThis multiplicative term creates a curved surface in

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G89.2229 Lect 4M. Suppression. Sometimes the semipartial effect for X1 (i.e. b1) in Y = b0 b1X1 b2X2 e is larger in absolute magnitude than the bivariate effect in Y = b0 b1X1 eThis has been called suppressionExample:X1 is stressY is distressX2 is copingClassic pattern is when one of

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G89.2229 Lect 3W. The geometry of E(Y|X1 X2) = b0 b1X1 b2X2. E(Y|X1 X2)= b0 b1X1 b2X2 describes a plane.For every change in either X1 or X2, E(Y|X1 X2) changes linearlyThe distribution of X1 and X2 does not affect the form of the plane itself, but it does affect the estimates of b0, b1, an

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G89.2229 Multiple Regression Week 6 Wednesday

G89.2229 Lect 6W. Constructing polynomial fits. Two approaches for constructing polynomial fitsSimply create squared, cubed versions of XCenter first: Create squared, cubed versions of (X-C)Xc=(X-`X)Xc and Xc2 will have little or no correlationBoth approach yield identical fitsCentered polynom

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Multiple Regression. W&W, Chapter 13, 15(3-4). Introduction. Multiple regression is an extension of bivariate regression to take into account more than one independent variable. The most simple multivariate model can be written as: Y =  0 +  1 X 1 +  2 X 2 + 

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G89.2229 Multiple Regression Week 11 Monday

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