Multiple Regression

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Description and Tags

Statistics

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5 Terms

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An extension of two-variable regression to include one response variable and multiple predictors

Multiple Regression

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Estimate of the ith level ofa cateorical predictor in multiple regression

βi coefficient

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Correlation among predictor variables which can complicate model estimations

Collinearity

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R2 = 1 - Var(e)/Var(y)

R-squared Equation

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Correction for bias in R-squared due to number of predictors; Radj2 = 1 - [se2/(n-k-1)]/[sy2/(n-1)]

Adjusted R-squared