9.

Confidence interval
for mean value of Y
given x

REGRESSION
1. Prediction Equation

A (1 - )100% confidence

yi 0 1 xi

12. Adjusted R2

SSE /(n k 1)
SST /(n 1)
n 1
RA2 1 (1 R 2 )
n (k 1)

interval for E(Y X ) :

2. Sample Slope

SS xy

SS xx

x x y y
x x
i

SSx= x - ( x) /n
SSxy= xy- x* y/n
3. Sample Y Intercept

0 y 1 x

SSR
SSE
R
1
SST
SST
2

Yi Y
n k 1

of determination
R 2 Unadjusted coefficient
of determination
n number of observations

Se

nSS xx
Se
SS xx

Estimate Parameter
Est. std. error of estimate

1 1

S8.e ( 1Confidence
)
Interval

of
and
1
0SS
x
1
Se

1 t( / 2,n 2 ) S e ( 1 )

0 t ( / 2 , n 2 ) S e ( 0 )

k no. of explanatory variables

interval for Y is :

Yi t / s S e 1

1 (Xi X )

n
SS x

Y is the estimate of Y, n is
the sample size and Se is the

t( n 2 )

10. Prediction interval

for a randomly
chosen value of Y
given x

7. Test Statistic

R 2A The adjusted coefficient

of independent variable.

6. Standard Error of 0 and

1

t( n 2 )

Here Y is the E(Y X).

where Xs are observed values

5. Std. Error of Estimate

S ( 1 )

1 ( X i X )2

n
SS X

A (1 - )100% prediction

4. Coeff. Of Determination

S (0 )

Yi t / 2 S e

Se

RA2 1

standard error of Y
11. Coeff. of Correlation

r R2

SS XY
SS XX SSYY

13. Variance Inflation

Factor
1
14.
VIF(X )
1 R 2j

R 2j is the coefficient of
determination for the
regression of X j as
dependent variable

If VIF > 4, it is co
linearity
14. Tolerance Factor: 1Rj2
15. Beta Weights

Beta i
(for simple regression only)
Forward Regression
Fdefaultin > 3.84
Pin < 0.05
Backward Regression
Fout < 2.71
Pout > 0.10

Sx
Sy

Sx Std dev of X
S y Std dev of Y
16. Partial F Test

Fr ,n ( k 1)

( SSER SSEF ) / r
MSE F

SSER - sum of squares of

error of reduced model
SSEF - sum of squares of
error of full model
r no. of variables
dropped from full model.
17. For Multiple
Regression:
A (1-) 100% PI (Prediction
Interval) for value of Y given
values of Xi:

19. Mahalanobis
Distance (for SLR)
Mi = [(Xi X)/ Sx]2
Outlier if value >10
Or can refer chi-sq table
20. Cooks Distance (for
simple linear
regression)
Di =
j (Yj Yj(i))2/k x MSE
Cut-off: > 1 or 4/(n-k-1)

A (1-) 100% CI (Confidence

Interval) for the conditional
mean of Y given values of Xi:

18. Outliers
Measure

Potential Outliers

21. Relationship
between F and R2
F = (R2/1- R2) x
((n-(k+1))/k)
PARTIAL CORRELATION
Correlation between y1 and x2,
when the influence of x3 is
removed from both y1 and x2.

r12,3
Standardized
residual,
Studentized
residual

> 3 (3 sigma level)

Mahalanobis
distance

> Critical chi-square value

with df = number of
explanatory variables
(Outliers in independent
variable)

Cooks distance

> 1 implies potential outlier

Leverage
values

> 2(k+1)/n, then the point

is influential (k is the
number of independent
variables and n is the
sample size)

SDFBeta

> 2/n

SDFFit

2 (k 1) n

r12 r13r23
(1 r132 )(1 r232 )

Semi-partial (or part) correlation

sr12,3 is the correlation between y1
and x2 when influence of x3 is
partialled out of x2 (not on y1).

sr12,3

r12 r13r23
1 r232

Square of part correlation =

unique contribution of the
2
explanatory variable to R
(coefficient of multiple
determination).