Linear Regression

Description

Regression Mind Map on Linear Regression, created by Keith Walker on 14/04/2013.
Keith Walker
Mind Map by Keith Walker, updated more than 1 year ago
Keith Walker
Created by Keith Walker over 11 years ago
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Resource summary

Linear Regression
  1. Assumptions
    1. Linear relationship between x and y
      1. Observations are independant
        1. Residuals are Normally Distributed
          1. residuals have same variability
            1. x variable measured without error.
            2. Examining b or the slope. ie Null that the true slope is zero. Reject if p<.05
              1. ANOVA F-ratio (explained & unexplained mean squares)
                1. b/SE(b) which follows t-distribution on n-2 dof
                2. Y = a + bx
                  1. Y = dependant varible
                    1. a = intercept ( value of Y when x = 0)
                      1. b = slope ∑(x-x͞) (y-y͞) / ∑(x-x͞)²
                        1. explanatory variable
                        2. When we are interested in predicting y from a change in x; or predicting an explanatory variabel from a dependant one.
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