英文商务统计学ppt课件第十三章_Ch13

BusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc.Chap13-1Chapter13MultipleRegressionBusinessStatistics:AFirstCourseFifthEditionBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-2LearningObjectivesInthischapter,youlearn:HowtodevelopamultipleregressionmodelHowtointerprettheregressioncoefficientsHowtodeterminewhichindependentvariablestoincludeintheregressionmodelHowtodeterminewhichindependentvariablesaremoreimportantinpredictingadependentvariableHowtousecategoricalvariablesinaregressionmodelBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-3TheMultipleRegressionModelIdea:Examinethelinearrelationshipbetween1dependent(Y)&2ormoreindependentvariables(Xi)ikik2i21i10iεXβXβXββYMultipleRegressionModelwithkIndependentVariables:Y-interceptPopulationslopesRandomErrorBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-4MultipleRegressionEquationThecoefficientsofthemultipleregressionmodelareestimatedusingsampledatakik2i21i10iXbXbXbbYˆEstimated(orpredicted)valueofYEstimatedslopecoefficientsMultipleregressionequationwithkindependentvariables:EstimatedinterceptInthischapterwewilluseExcelorMinitabtoobtaintheregressionslopecoefficientsandotherregressionsummarymeasures.BusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-5TwovariablemodelYX1X222110XbXbbYˆMultipleRegressionEquation(continued)BusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-6Example:2IndependentVariablesAdistributoroffrozendessertpieswantstoevaluatefactorsthoughttoinfluencedemandDependentvariable:Piesales(unitsperweek)Independentvariables:Price(in$)Advertising($100’s)Dataarecollectedfor15weeksBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-7PieSalesExampleSales=b0+b1(Price)+b2(Advertising)WeekPieSalesPrice($)Advertising($100s)13505.503.324607.503.333508.003.044308.004.553506.803.063807.504.074304.503.084706.403.794507.003.5104905.004.0113407.203.5123007.903.2134405.904.0144505.003.5153007.002.7Multipleregressionequation:BusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-8ExcelMultipleRegressionOutputRegressionStatisticsMultipleR0.72213RSquare0.52148AdjustedRSquare0.44172StandardError47.46341Observations15ANOVAdfSSMSFSignificanceFRegression229460.02714730.0136.538610.01201Residual1227033.3062252.776Total1456493.333CoefficientsStandardErrortStatP-valueLower95%Upper95%Intercept306.52619114.253892.682850.0199357.58835555.46404Price-24.9750910.83213-2.305650.03979-48.57626-1.37392Advertising74.1309625.967322.854780.0144917.55303130.70888ertising)74.131(Advce)24.975(Pri-306.526SalesBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-9MinitabMultipleRegressionOutputTheregressionequationisSales=307-25.0Price+74.1AdvertisingPredictorCoefSECoefTPConstant306.50114.302.680.020Price-24.9810.83-2.310.040Advertising74.1325.972.850.014S=47.4634R-Sq=52.1%R-Sq(adj)=44.2%AnalysisofVarianceSourceDFSSMSFPRegression229460147306.540.012ResidualError12270332253Total1456493ertising)74.131(Advce)24.975(Pri-306.526SalesBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-10TheMultipleRegressionEquationertising)74.131(Advce)24.975(Pri-306.526Salesb1=-24.975:saleswilldecrease,onaverage,by24.975piesperweekforeach$1increaseinsellingprice,netoftheeffectsofchangesduetoadvertisingb2=74.131:saleswillincrease,onaverage,by74.131piesperweekforeach$100increaseinadvertising,netoftheeffectsofchangesduetopricewhereSalesisinnumberofpiesperweekPriceisin$Advertisingisin$100’s.BusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-11UsingTheEquationtoMakePredictionsPredictsalesforaweekinwhichthesellingpriceis$5.50andadvertisingis$350:Predictedsalesis428.62pies428.62(3.5)74.131(5.50)24.975-306.526ertising)74.131(Advce)24.975(Pri-306.526SalesNotethatAdvertisingisin$100’s,so$350meansthatX2=3.5BusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-12PredictionsinExcelusingPHStatPHStat|regression|multipleregression…Checkthe“confidenceandpredictionintervalestimates”boxBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-13InputvaluesPredictionsinPHStat(continued)PredictedYvalueConfidenceintervalforthemeanvalueofY,giventheseXvaluesPredictionintervalforanindividualYvalue,giventheseXvaluesBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-14PredictionsinMinitabInputvaluesPredictedValuesforNewObservationsNewObsFitSEFit95%CI95%PI1428.617.2(391.1,466.1)(318.6,538.6)ValuesofPredictorsforNewObservationsNewObsPriceAdvertising15.503.50valueYPredictedˆConfidenceintervalforthemeanvalueofY,giventheseXvaluesPredictionintervalforanindividualYvalue,giventheseXvaluesBusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-15CoefficientofMultipleDeterminationReportstheproportionoftotalvariationinYexplainedbyallXvariablestakentogethersquaresofsumtotalsquaresofsumregressionSSTSSRr2BusinessStatistics:AFirstCourse,5e©2009Prentice-Hall,Inc..Chap13-16RegressionStatisticsMultipleR0.72213RSquare0.52148AdjustedR