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Interpretation in Multiple Regression - Duke University

Interpretation in Multiple and Adjusted of parameter combinations of parameter estimates variance-covariance matrix standard errors of combinations standard error for the meanWe will use the final model from last time to illustrate these concepts. Summaries of themodel - least squares estimates with standard errors given below in parentheses: logit proportion log duration I .14 = with 44 degrees of freedomR-squared = :TheR-squaredvaluemeansthat61% ,theadjustedR-squaredisoftenusedtosummar izethefitasit takes into account the the number of variables in the model. Adjusted R-squared = 1 - Mean Square Error /Total Mean SquarewhereMeanSquareErroris 2fromtheregressionmodelandtheTotalmeansq uareisthesamplevarianceoftheresponse(sY2 2isagoodestimateifalltheregressioncoeffi cients are 0). For this example,Adjusted R-squared = 1 - ^2/ = :theinterceptinamultipleregressionmodeli sthemeanfortheresponsewhenall of the explanatory variables take on the value ,thismeansthatthedummyvariableI=0(code=1 ,whichwasthequeenbumblebees)andlog(durat ion)=0, ,withvisitsof1second,weare95%confidentth atthemeanlogit(proportionofpollenremoved )isbetween is based on 44 degrees of freedom; qt(.)

1.93))] Note: while this is the interpretation of the intercept, we are extrapolating. Regression Coefficients: Typically the coefficient of a variable is interpreted as the change in the response based on a 1-unit change in the corresponding explanatory variable keeping all other variables held constant. In some problems, keeping all other

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