Transcription of Chapter 3 Multiple Linear Regression Model The linear model
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Chapter 3 Multiple Linear Regression Model The linear model
Regression Analysis | Chapter 3 | Multiple Linear Regression Model | Shalabh, IIT Kanpur 1 1 1 Chapter 3 Multiple Linear Regression Model We consider the problem of Regression when the study variable depends on more than one explanatory or independent variables, called a Multiple Linear Regression Model . This Model generalizes the simple Linear Regression in two ways. It allows the mean function ()Ey to depend on more than one explanatory variables and to have shapes other than straight lines, although it does not allow for arbitrary shapes. The Linear Model : Let y denotes the dependent (or study) variable that is linearly related to k independent (or explanatory) variables 12, ,..,kXXX through the parameters 12, ,..,k and we write 11 2 This is called the Multiple Linear Regression Model .
Regression Analysis | Chapter 3 | Multiple Linear Regression Model | Shalabh, IIT Kanpur 2 iii) 2 yXX 01 2 is linear in parameters 01 2,and but it is nonlinear is variables X.So it is a linear model iv) 1 0 2 y X is nonlinear in the parameters and variables both.
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