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Thursday, December 27, 2012

Regression

Introduction Ultimate goal of the regression project: cast a model that can appropriately explain the relationship in the midst of dependent variable Y and sovereign variables X1~X8 I brook 8 nonsymbiotic variables and 8*22784 observations. All variables be continuous. Methods of analysis 1.Build a preliminary linear relationship model to settle the p value of F-test and T-test According to the result, the p-value of the F test is very small, then reject the null hypothesis of that all the variables and coefficients are zero. 2.Check the multicollinearity to see whether there are correlation among fissiparous variables From the correlation table, all the numbers are much adpressed to 0. So I can assume there is no correlation between the free lance variable. Besides, from the scatterplot, the plots dont depict any clear tendency between each independent variable. And the VIF make a further confirmation that there is no multicollinearity among independent variables. 3. remodel the model by removing some meaningless variables or adding cross relationship between independent variables wasting disease Stepwise to select most significant independent variables. afterward running this method, I get X2, X3 and X7 as significant independent variables.
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And in this pervert, I use X2, X3 and X7 to rebuild the model. 4.Check whether there is violation of the regression assumption Use Residual Plot to apprehend the constant variance assumption and the assumption of correct structural form. And use Normal Plot to check the normality assumption. In the current model, the residual plot and normal plot record that the model is not so good. So I contract to transform Y or X to rebuild the model. 5.Rebuild the model by transforming dependent variable or independent variables under the new assumption I try several duty period of Y and some transformation of X. Every time I transform Y, I need to go back to step 1 to check p value of F test, T-ratio, and R-Sqaure, and... If you extremity to get a full essay, order it on our website: Ordercustompaper.com

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