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Multiple Regression 多元回归.ppt


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Polynomial example
Orthogonal polynomials
Statistical power for regression
Multiple Regression Week 6 (Wednesday)
Lect 6W
Constructing polynomial fits
Two approaches for constructing polynomial fits
Simply create squared, cubed versions of X
Center first: Create squared, cubed versions of (X-C)
Xc=(X-`X)
Xc and Xc2 will have little or no correlation
Both approach yield identical fits
Centered polynomials are easier to interpret.
Lect 6W
Example from Cohen
Interest in minor subject as a function of credits in minor
Lect 6W
Interpreting polynomial regression
Suppose we have the model
Y=b0+b1X1+b2X2+e
b1 is interpreted as the effect of X1 when X2 is adjusted
Suppose X1=W, X2=W2
What does it mean to "hold constant" X2 in this context?
When the zero point is interpretable
Linear term is slope at point 0
Quadratic is acceleration at point 0
Cubic is change in acceleration at point 0
Lect 6W
Orthogonal Polynomials
In experiments, one might have three or four levels of treatment with equal spacing.
0, 1, 2
0, 1, 2, 3
These levels can be used with polynomial models to fit
Linear, quadratic or cubic trends
We would simply construct squared and cubic forms.
Lect 6W
Making polynomials orthogonal
The linear, quadratic and cubic trends are all going up in the same way.
The curve for the quadratic is like the o

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