Statistics_Regression_Analysis

See discussions, stats, and author profiles for this publication at:https://www.researchgate.net/publication/266497792A Second Course in Statistics: RegressionAnalysisArticle in Journal of the American Statistical Association · June 1997DOI: 10.2307/2965740CITATIONS371READS15,8982 authors:William M MendenhallUniversity of Florida842 PUBLICATIONS 24,199 CITATIONS SEE PROFILETerry SincichUniversity of South Florida24 PUBLICATIONS 1,664 CITATIONS SEE PROFILEAll content following this page was uploaded by Terry Sincich on 11 February 2015.The user has requested enhancement of the downloaded file. All in-text references underlined in blue are added to the original documentand are linked to publications on ResearchGate, letting you access and read them immediately.FIFTHEDITI0NASecondCourseinStatistics:RegressionAnalysisWILLIAMMENDENHALLUniversityofFloridaTERRYSINCICHUniversityofSouthFloridaPRENTICEHALLUpperSaddleRiver,NewJersey07458ContentsPrefacexiiCHAPTER!AReviewofBasicConcepts(Optional)11.1StatisticsandData21.2Populations,Samples,andRandomSampling61.3DescribingDataSetsGraphically101.4DescribingDataSetsNumerically191.5TheNormalProbabilityDistribution291.6SamplingDistributionsandtheCentralLimitTheorem351.7EstimatingaPopulationMean391.8TestingaHypothesisAboutaPopulationMean511.9InferencesAbouttheDifferenceBetweenTwoPopulationMeans591.10ComparingTwoPopulationVariances72CHAPTERLIntroductiontoRegressionAnalysis902.1ModelingaResponse912.2OverviewofRegressionAnalysis932.3RegressionApplications962.4CollectingtheDataforRegression973CHAPTER0SimpleLinearRegression1013.1Introduction1023.2TheStraight-LineProbabilisticModel1023.3FittingtheModel:TheMethodofLeastSquares1053.4ModelAssumptions1153.5AnEstimatorofcr21173.6AssessingtheUtilityoftheModel:MakingInferencesAbouttheSlope^1203.7TheCoefficientofCorrelation1273.8TheCoefficientofDetermination1333.9UsingtheModelforEstimationandPrediction1393.10SimpleLinearRegression:AnExampleUsingtheComputer1463.11RegressionThroughtheOrigin(Optional)1533.12ASummaryoftheStepstoFollowinaSimpleLinearRegressionAnalysis162ViCONTENTSCHAPTER4MultipleRegression1724.1TheGeneralLinearModel1734.2ModelAssumptions1744.3FittingtheModel:TheMethodofLeastSquares1754.4Estimationofa2,theVarianceofe1784.5InferencesAboutthe/3Parameters1804.6TheMultipleCoefficientofDetermination,R21914.7TestingtheUtilityofaModel:TheAnalysisofVarianceFTest1934.8UsingtheModelforEstimationandPrediction2044.9OtherLinearModels2114.10ATestforComparingNestedModels2334.11StepwiseRegression2424.12OtherVariableSelectionTechniques(Optional)2524.13MultipleRegression:ACompleteExample2574.14ASummaryoftheStepstoFollowinaMultipleRegressionAnalysis262HAPTER5ModelBuilding2735.1Introduction:WhyModelBuildingIsImportant2745.2TheTwoTypesofIndependentVariables:QuantitativeandQualitative2755.3ModelswithaSingleQuantitativeIndependentVariable2775.4First-OrderModelswithTwoorMoreQuantitativeIndependentVariables2855.5Second-OrderModelswithTwoorMoreQuantitativeIndependentVariables2885.6CodingQuantitativeIndependentVariables(Optional)2965.7ModelswithOneQualitativeIndependentVariable3025.8ModelswithTwoQualitativeIndependentVariables3065.9ModelswithThreeorMoreQualitativeIndependentVariables3195.10ModelswithBothQuantitativeandQualitativeIndependentVariables3225.11ModelBuilding:AnExample335CHAPTERDSomeRegressionPitfalls3476.1Introduction3486.2ObservationalDataVersusDesignedExperiments3486.3DeviatingfromtheAssumptions3506.4ParameterEstimabilityandInterpretation3516.5Multicollinearity3556.6Extrapolation:PredictingOutsidetheExperimentalRegion3616.7DataTransformations363CONTENTSCHAPTER/ResidualAnalysis3777.1Introduction3787.2PlottingResidualsandDetectingLackofFit3787.3DetectingUnequalVariances3947.4CheckingtheNormalityAssumption4097.5DetectingOutliersandIdentifyingInfluentialObservations4147.6DetectingResidualCorrelation:TheDurbin—WatsonTest4308CHAPTER0SpecialTopicsinRegression(Optional)4518.1Introduction4528.2PiecewiseLinearRegression4528.3InversePrediction4578.4WeightedLeastSquares4658.5ModelingQualitativeDependentVariables4728.6LogisticRegression4768.7RidgeRegression4858.8RobustRegression4878.9ModelValidation4899CHAPTERuTimeSeriesModelingandForecasting4949.1WhatIsaTimeSeries?4959.2TimeSeriesComponents4959.3ForecastingUsingSmoothingTechniques(Optional)4979.4Forecasting:TheRegressionApproach5139.5AutocorrelationandAutoregressiveErrorModels5229.6OtherModelsforAutocorrelatedErrors(Optional)5279.7ConstructingTimeSeriesModels5289.8FittingTimeSeriesModelswithAutoregressiveErrors5339.9ForecastingwithTimeSeriesAutoregressiveModels5419.10SeasonalTimeSeriesModels:AnExample5489.11ForecastingUsingLaggedValuesoftheDependentVariable(Optional)551CHAPTERIUPrinciplesofExperimentalDesign55810.1Introduction55910.2ExperimentalDesignTerminology55910.3ControllingtheInformationinanExperiment562ViiiCONTENTS10.4Noise-ReducingDesigns56310.5Volume-IncreasingDesigns57010.6SelectingtheSampleSize57610.7TheImportanceofRandomization578CHAPTER11TheAnalysisofVarianceforDesignedExperiments58i11.1Introduction58211.2TheLogicBehindanAnalysisofVariance58211.3CompletelyRandomizedDesigns58411.4RandomizedBlockDesigns60311.5Two-FactorFactorialExperiments62111.6MoreComplexFactorialDesigns(Optional)64411.7Follow-UpAnalysis:Tukey'sMultipleComparisonsofMeans65411.8OtherMultipleComparisonsMethods(Optional)66411.9CheckingANOVAAssumptions673CASESTUDY1cModelingtheSalePricesofResidentialPropertiesinFourNeighborhoods69612.1TheProblem69712.2TheData69712.3TheModels69712.4ModelComparisons70012.5InterpretingthePredictionEquation704i12.6PredictingtheSalePriceofaProperty708112.7Conclusions711CASESTUDYloAnAnalysisofRainLevelsinCalifornia71213.1TheProblem71313.2TheData71313.3AModelforAverageAnnualPrecipitation71313.4AResidualAnalysisoftheModel71513.5AdjustmentstotheModel71813.6Conclusions721CASESTUDY14ReluctancetoTransmitBadNews:TheMUMEffect72214.1TheProblem723CONTENTSiX14.2TheDesign72314.3AnalysisofVarianceModelsandResults72414.4Follow-UpAnalysis72514.5Conclusions727CASESTUDYlOAnInvestigationofFactorsAffectingtheSalePriceofCondominiumUnitsSoldatPublicAuction72815.1TheProblem72915.2TheData73015.3TheModels73115.4TheRegressionAnalyses73315.5AnAnalysisoftheResidualsfromModel373315.6WhattheModel3RegressionAnalysisTellsUs74115.7ComparingtheMeanSalePriceforTwoTypesofUnits(Optional)74915.8Conclusions750CASESTUDY10ModelingDailyPeakElectricityDemands75316.1TheProblem75416.2TheData75416.3TheModels75516.4TheRegressionandAutoregressionAnalyses75916.5ForecastingDailyPeakElectricityDemand76316.6Conclusions765APPENDIXATheMechanicsofaMultipleRegressionAnalysis767A.1Introduction768A.2MatricesandMatrixMultiplication769A.3IdentityMatricesandMatrixInversion774A.4SolvingSystemsofSimultaneousLinearEquations779A.5TheLeastSquaresEquationsandTheirSolution782A.6CalculatingSSEands2788A.7StandardErrorsofEstimators,TestStatistics,andConfidenceIntervalsfor/30,plt...,&789A.8AConfidenceIntervalforaLinearFunctionofthe/3Parameters;AConfidenceIntervalforE(y)793A.9APredictionIntervalforSomeValueofytoBeObservedintheFuture799APPENDIXbAProcedureforInvertingaMatrix805CONTENTSAPPENDIX0UsefulStatisticalTablesenTable1NormalCurveAreas812Table2CriticalValuesforStudent'st813Table3CriticalValuesfortheFStatistic:Flo814Table4CriticalValuesfortheFStatistic:F05816Table5CriticalValuesfortheFStatistic:F025818Table6CriticalValuesfortheFStatistic:Fol820Table7RandomNumbers822Table8CriticalValuesfortheDurbin-WatsondStatistic(a=.05)825Table9CriticalValuesfortheDurbin-WatsondStatistic(a=.01)826Table10CriticalValuesforthex2Statistic827Table11PercentagePointsoftheStudentizedRange,q(p,v),Upper5%829Table12PercentagePointsoftheStudentizedRange,q(p,v),Upper1%831DAPPENDIXUSASTutorial833D.1Introduction834D.2CreatingaSASDataSet834D.3AccessinganExternalDataFile835D.4RelativeFrequencyDistributions,DescriptiveStatistics,Correlations,andPlots836D.5SimpleLinearRegression837D.6MultipleRegression838D.7StepwiseRegression839D.8ResidualAnalysisandRegressionDiagnostics840D.9LogisticRegression841D.10TimeSeriesForecastingModelsandDurbin-WatsonTest842D.11AnalysisofVariance842EAPPENDIXtSPSSTutorial844E.1Introduction845E.2CreatinganSPSSDataFile845E.3AccessinganExternalDataFile846E.4RelativeFrequencyDistributions,DescriptiveStatistics,Correlations,andPlots847E.5SimpleLinearRegression848E.6MultipleRegression849E.7StepwiseRegression850E.8ResidualAnalysisandRegressionDiagnostics850CONTENTSE.9LogisticRegression851E.10AnalysisofVariance852FAPPENDIXPMINITABTutorial854F.1Introduction855F.2CreatingaMINITABDataWorksheet855F.3AccessinganExternalDataFile856F.4RelativeFrequencyDistributions,DescriptiveStatistics,Correlations,andPlots857F.5SimpleLinearRegression858F.6MultipleRegression859F.7StepwiseRegression859F.8ResidualAnalysisandRegressionDiagnostics860F.9TimeSeriesSmoothingMethodsandDurbin—WatsonTest861F.10AnalysisofVariance862GAPPENDIXUASPTutorial864G.1Introduction865G.2HardwareRequirements865G.3GettingStarted865G.4TheMainMenu866G.5AlternativeCommandsMenu866G.6CreatingaDataMatrix868G.7AccessinganExternalDataFile869iG.8AnalyzingaDataMatrix8691G.9AvailableDocumentation869APPENDIXHDataSetSealedBidDataforFixedandCompetitiveHighwayConstructionContracts870APPENDIXIDataSetRealEstateAppraisalsandSalesDataforSevenNeighborhoodsinTampa,Florida874APPENDIXJDataSetCondominiumSalesData880AnswerstoOdd-NumberedExercises884Index895ViewpublicationstatsViewpublicationstats