chapter 13: the simple linear regression model Flashcards
the simple linear regression model
the simple linear regression model assumes that the relationship between the dependent variable and independent variable can be approximated by a straight line
y: decedent variable
x: independent variable
what can we use to tentatively decide wether there is an approximate straight line relationship between x and y
scatter plot
scatter diagram
what is the the simple linear regression model formula
y = B0 + B1x + E
contains the mean level Uy
the y intercept B0
the slope B1
the error term E
what is the mean level of the simple linear regression model formula?
Uy = B0 + B1x
the line of means
the values of y can be represented by the mean level
the value changes in the straight line represented by Uy
the y intercept: B0
the slope: B1
the error term E
describes the effects on y of all factors other than the value of independent variable x
can be positive, negative or 0
what does it mean for the error term E to be 0?
there is no difference between the mean level Uy and and just y
what does it mean for the error term E to be bigger than 0?
the point will be above what is should be according to the Uy = B0 + B1x
it will be above than the corresponding x value
what does it mean for the error term E to be lower than 0?
the point will be below what is should be according to the Uy = B0 + B1x
it will be lower than the corresponding x value
what is the impact of B1 (the slope)
if B1 is positive, the regression line will go up
if B1 is negative, the regression line will go down
what are the regression parameters
the y intercept B0
the slope B1
true or false
we can reflect the changes made in the regression line as a change in the independent variable causing a change in the dependent variable
false
we can say the effect of the independent variable on the dependent variable
we can say that the two variables move together and that the independent variable contributes to information predicting the independent variable
the least square line
the best visual estimated regression line
y^ = b0 + b1x
y^: the predicted value of y
b0: point estimate of y intercept BO
b1: point estimate of slope of Uy B1
how is the predicted value of the dependent variable y found
yî = b0 + b1xi
b1 = SSxy / SSxx
b0 = y- - b1x-
what is the residual of an observation?
yi - y^
yi: the observed y
what is the experimental region
the range of previously observed population sizes
the point prediction of an individual value
the point prediction of an individual value of the dependent variable when the value of the independent variable is X0
here we predict the error term to be 0
simple coefficient of determination
a measure of potential selfness in the simple linear regression model
r^2 (r squared)
explained variation / total variation
r^2 always bigger than 0, but never bigger than 1
the closer it is to 1, the larger the proportion of the total variation that is explained by the simple linear regression model, the greater it can predict y
how do you calculate the error of prediction in the simple coefficient determination?
yi - y-
y- (mean y), only works if we are not considering changes to x
yi - y^ if we are considering the changes to x
what is the total variation?
the sum of squared prediction errors
this quantity measures the Toal amount of variation exhibited by the observed values of y
explained variation + unexplained variation
what is the unexplained variation
another name of the SSE
the sum of squared prediction errors when we use the predictor variable x
quantity that measures the amount of variation in the values of y that is not explained by the predictor variable
total variation- explained variation