Chapter 9 Special Topics in Regression Optional Copyright

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Chapter 9 Special Topics in Regression (Optional) Copyright © 2012 Pearson Education, Inc. All

Chapter 9 Special Topics in Regression (Optional) Copyright © 2012 Pearson Education, Inc. All rights reserved.

Section 9. 1 Introduction Copyright © 2012 Pearson Education, Inc. All rights reserved.

Section 9. 1 Introduction Copyright © 2012 Pearson Education, Inc. All rights reserved.

Section 9. 2 Piecewise Linear Regression Copyright © 2012 Pearson Education, Inc. All rights

Section 9. 2 Piecewise Linear Regression Copyright © 2012 Pearson Education, Inc. All rights reserved.

Figure 9. 1 Relationship between compressive strength (y) and water/cement ratio (x) Copyright ©

Figure 9. 1 Relationship between compressive strength (y) and water/cement ratio (x) Copyright © 2012 Pearson Education, Inc. All rights reserved. 4

Figure 9. 2 Slopes and y-intercepts for piecewise linear regression Copyright © 2012 Pearson

Figure 9. 2 Slopes and y-intercepts for piecewise linear regression Copyright © 2012 Pearson Education, Inc. All rights reserved. 5

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Copyright © 2012 Pearson Education, Inc. All rights reserved. 6

Figure 9. 3 SAS piecewise linear regression printout Copyright © 2012 Pearson Education, Inc.

Figure 9. 3 SAS piecewise linear regression printout Copyright © 2012 Pearson Education, Inc. All rights reserved. 7

Copyright © 2012 Pearson Education, Inc. All rights reserved. continued on next slide 8

Copyright © 2012 Pearson Education, Inc. All rights reserved. continued on next slide 8

Copyright © 2012 Pearson Education, Inc. All rights reserved. continued on next slide 9

Copyright © 2012 Pearson Education, Inc. All rights reserved. continued on next slide 9

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Copyright © 2012 Pearson Education, Inc. All rights reserved. 10

Figure 9. 4 MINITAB graph of reading scores Copyright © 2012 Pearson Education, Inc.

Figure 9. 4 MINITAB graph of reading scores Copyright © 2012 Pearson Education, Inc. All rights reserved. 11

Figure 9. 5 MINITAB analysis of straight-line model for reading score Copyright © 2012

Figure 9. 5 MINITAB analysis of straight-line model for reading score Copyright © 2012 Pearson Education, Inc. All rights reserved. 12

Figure 9. 6 MINITAB graph of reading scores, with quadratic model results Copyright ©

Figure 9. 6 MINITAB graph of reading scores, with quadratic model results Copyright © 2012 Pearson Education, Inc. All rights reserved. 13

Figure 9. 7 SAS analysis of piecewise linear model for reading score Copyright ©

Figure 9. 7 SAS analysis of piecewise linear model for reading score Copyright © 2012 Pearson Education, Inc. All rights reserved. 14

Figure 9. 8 MINITAB graph of predicting reading scores using piecewise regression Copyright ©

Figure 9. 8 MINITAB graph of predicting reading scores using piecewise regression Copyright © 2012 Pearson Education, Inc. All rights reserved. 15

Section 9. 3 Inverse Prediction Copyright © 2012 Pearson Education, Inc. All rights reserved.

Section 9. 3 Inverse Prediction Copyright © 2012 Pearson Education, Inc. All rights reserved.

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Copyright © 2012 Pearson Education, Inc. All rights reserved. 17

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Copyright © 2012 Pearson Education, Inc. All rights reserved. 18

Figure 9. 9 MINITAB analysis of straight-line model, Example 9. 3 Copyright © 2012

Figure 9. 9 MINITAB analysis of straight-line model, Example 9. 3 Copyright © 2012 Pearson Education, Inc. All rights reserved. 19

Figure 9. 10 MINITAB scatterplot of data and least squares line, Example 9. 3

Figure 9. 10 MINITAB scatterplot of data and least squares line, Example 9. 3 Copyright © 2012 Pearson Education, Inc. All rights reserved. 20

Section 9. 4 Weighted Least Squares Copyright © 2012 Pearson Education, Inc. All rights

Section 9. 4 Weighted Least Squares Copyright © 2012 Pearson Education, Inc. All rights reserved.

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Copyright © 2012 Pearson Education, Inc. All rights reserved. 22

Figure 9. 11 MINITAB printout of straight-line model, Example 9. 4 Copyright © 2012

Figure 9. 11 MINITAB printout of straight-line model, Example 9. 4 Copyright © 2012 Pearson Education, Inc. All rights reserved. 23

Figure 9. 12 MINITAB plot of residuals against road length, x Copyright © 2012

Figure 9. 12 MINITAB plot of residuals against road length, x Copyright © 2012 Pearson Education, Inc. All rights reserved. 24

Copyright © 2012 Pearson Education, Inc. All rights reserved. 25

Copyright © 2012 Pearson Education, Inc. All rights reserved. 25

Figure 9. 13 MINITAB printout of weighted least squares fit, Example 9. 4 Copyright

Figure 9. 13 MINITAB printout of weighted least squares fit, Example 9. 4 Copyright © 2012 Pearson Education, Inc. All rights reserved. 26

Figure 9. 14 MINITAB plot of weight residuals against road length, x Copyright ©

Figure 9. 14 MINITAB plot of weight residuals against road length, x Copyright © 2012 Pearson Education, Inc. All rights reserved. 27

Section 9. 5 Modeling Qualitative Dependent Variables Copyright © 2012 Pearson Education, Inc. All

Section 9. 5 Modeling Qualitative Dependent Variables Copyright © 2012 Pearson Education, Inc. All rights reserved.

Section 9. 6 Logistic Regression Copyright © 2012 Pearson Education, Inc. All rights reserved.

Section 9. 6 Logistic Regression Copyright © 2012 Pearson Education, Inc. All rights reserved.

Figure 9. 15 Graph of E(y) for the logistic model Copyright © 2012 Pearson

Figure 9. 15 Graph of E(y) for the logistic model Copyright © 2012 Pearson Education, Inc. All rights reserved. 30

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Copyright © 2012 Pearson Education, Inc. All rights reserved. 31

Figure 9. 16 Several chi-square probability distributions Copyright © 2012 Pearson Education, Inc. All

Figure 9. 16 Several chi-square probability distributions Copyright © 2012 Pearson Education, Inc. All rights reserved. 32

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Copyright © 2012 Pearson Education, Inc. All rights reserved. 33

Figure 9. 17 SAS printout of logistic regression on bid status Copyright © 2012

Figure 9. 17 SAS printout of logistic regression on bid status Copyright © 2012 Pearson Education, Inc. All rights reserved. continued on next slide 34

Figure 9. 17 SAS printout of logistic regression on bid status (cont’d) Copyright ©

Figure 9. 17 SAS printout of logistic regression on bid status (cont’d) Copyright © 2012 Pearson Education, Inc. All rights reserved. continued on next slide 35

Figure 9. 17 SAS printout of logistic regression on bid status (cont’d) Copyright ©

Figure 9. 17 SAS printout of logistic regression on bid status (cont’d) Copyright © 2012 Pearson Education, Inc. All rights reserved. 36

Copyright © 2012 Pearson Education, Inc. All rights reserved. 37

Copyright © 2012 Pearson Education, Inc. All rights reserved. 37

Figure 9. 18 SAS analysis of complete second-order logistic model, Example 9. 6 Copyright

Figure 9. 18 SAS analysis of complete second-order logistic model, Example 9. 6 Copyright © 2012 Pearson Education, Inc. All rights reserved. 38

Section 9. 7 Ridge Regression Copyright © 2012 Pearson Education, Inc. All rights reserved.

Section 9. 7 Ridge Regression Copyright © 2012 Pearson Education, Inc. All rights reserved.

Figure 9. 19 Sampling distributions of two estimators of a regression coefficient b Copyright

Figure 9. 19 Sampling distributions of two estimators of a regression coefficient b Copyright © 2012 Pearson Education, Inc. All rights reserved. 40

Figure 9. 20 Ridge trace of b coefficients of a model with three independent

Figure 9. 20 Ridge trace of b coefficients of a model with three independent variables Copyright © 2012 Pearson Education, Inc. All rights reserved. 41

Figure 9. 21 SAS regression printout for model of carbon monoxide content, Example 9.

Figure 9. 21 SAS regression printout for model of carbon monoxide content, Example 9. 7 Copyright © 2012 Pearson Education, Inc. All rights reserved. 42

Figure 9. 22 SAS ridge trace for model of carbon monoxide content Copyright ©

Figure 9. 22 SAS ridge trace for model of carbon monoxide content Copyright © 2012 Pearson Education, Inc. All rights reserved. 43

Figure 9. 23 a SAS listing of VIFs for ridge regression of carbon monoxide

Figure 9. 23 a SAS listing of VIFs for ridge regression of carbon monoxide content Copyright © 2012 Pearson Education, Inc. All rights reserved. 44

Figure 9. 23 b SAS listing of ridge beta estimates and root MSE for

Figure 9. 23 b SAS listing of ridge beta estimates and root MSE for carbon monoxide content model Copyright © 2012 Pearson Education, Inc. All rights reserved. 45

Section 9. 8 Robust Regression Copyright © 2012 Pearson Education, Inc. All rights reserved.

Section 9. 8 Robust Regression Copyright © 2012 Pearson Education, Inc. All rights reserved.

Figure 9. 24 Probability distribution of e : normal versus heavy-tailed Copyright © 2012

Figure 9. 24 Probability distribution of e : normal versus heavy-tailed Copyright © 2012 Pearson Education, Inc. All rights reserved. 47

Figure 9. 25 SAS least squares regression printout for fast-food sales model Copyright ©

Figure 9. 25 SAS least squares regression printout for fast-food sales model Copyright © 2012 Pearson Education, Inc. All rights reserved. 48

Section 9. 9 Nonparametric Regression Models Copyright © 2012 Pearson Education, Inc. All rights

Section 9. 9 Nonparametric Regression Models Copyright © 2012 Pearson Education, Inc. All rights reserved.

Figure 9. 26 SAS robust regression printout for fast-food sales model Copyright © 2012

Figure 9. 26 SAS robust regression printout for fast-food sales model Copyright © 2012 Pearson Education, Inc. All rights reserved. continued on next slide 50

Figure 9. 26 SAS robust regression printout for fast-food sales model (cont’d) Copyright ©

Figure 9. 26 SAS robust regression printout for fast-food sales model (cont’d) Copyright © 2012 Pearson Education, Inc. All rights reserved. 51

Figure 9. 27 Scatterplot of data for MS patients Copyright © 2012 Pearson Education,

Figure 9. 27 Scatterplot of data for MS patients Copyright © 2012 Pearson Education, Inc. All rights reserved. 52