Regression回归分析.pdf

Regression Analysis (Spring, 2000)
By Wonjae
Purposes: a. Explaining the relationship between Y and X variables with a model
(Explain a variable Y in terms of Xs)
b. Estimating and testing the intensity of their relationship
c. Given a fixed x value, we can predict y value.
(How does a change of in X affect Y, ceteris paribus?)
(By constructing SRF, we can estimate PRF.)

OLS (ordinary least squares) method: A method to choose the SRF in such a way that
the sum of the residuals is as small as possible.
Cf. Think of ‘trigonometrical function’ and ‘the use of differentiation’

Steps of regression analysis:
1. Determine independent and dependent variables: Stare one dimension function model!
2. Look that the assumptions for dependent variables are satisfied: Residuals analysis!
a. Linearity (assumption 1)
b. Normality (assumption 3)— draw histogram for residuals (dependent variable) or
normal P-P plot
(Spss
statistics
regression
linear
plots
‘Histogram’, ‘Normal P-P plot of
regression standardized’)
c. Equal