This document discusses linear regression analysis. It explains that regression is used to predict the value of the dependent variable Y given the independent variable X, while correlation measures the strength of association between two variables without implying causation. The key aspects of a simple linear regression model are the intercept (留) and slope (硫). Hypothesis testing involves ANOVA to test the overall model and t-tests to test individual parameters. Assumptions that must be checked include independent and normally distributed residuals, equal variance of residuals, and a linear relationship between X and Y. Transforming variables can help satisfy assumptions when they are not met.
Convert to study guideBETA
Transform any presentation into a summarized study guide, highlighting the most important points and key insights.
2. When do we use regression? Dont use it to determine the strength of association between to variables. Do use it if you want to predict the value of Y given X . X 1 X 2 Korelasi X Y Regresi
3. Regression or correlation? Correlation : degree of association between two variables X and Y; no causal relationship assumed ! Regression : to predict the value of the dependent variable if the independent variable were changed; causal relationship assumed !
4. Model regresi sederhana Semua model regresi sederhana terdiri dari 2 parameter; intersep ( 留 ) dan slope ( 硫 ). Model taksiran Tiap psg pengamatan memenuhi 硫 = Y X (slope) sisaan X X Y (intercept) i X i Y i Observed Expected
5. Dugaan slope 硫 adalah b yaitu : Dugaan intersp 留 adalah a yaitu : Koefisien Regression dan correlation correlation r adalah : sehingga, b = r jk X dan Y memiliki varians sama and if b = 0 maka r = 0.
6. Hypothesis testing : testing model parameters Uji Serentak (ANOVA) F = MS R / MS e > F 1,,n - 2 Uji Parsial Uji tiap hypothesis dgn t -test: Note: hipotesis 2-arah ! Y Y H 01 : = 0 Y = 0 X Y H 02 : b = 0 X Y Observed Expected
7. Asumsi Residual Residuals are independent and normally distributed. The variance of the residuals is equal for all X (homoscedasticity). The relationship between Y and X is linear. There is no measurement error on X (Model I regression).
8. Pemeriksaan asumsi residual Analisis residual I: independence Plot residuals vs dugaan, lihat bentuk polanya. Lakukan ACF plot. Estimate Residual
9. Pemeriksaan asumsi residual Plot residuals against estimates; look for patterns. Do normal probability plot. Check with Lilliefors test. Analisis residual II: NORMALITY NEDs Residual Normal Non-normal Residual Estimate
10. Plot residuals against estimates; look for patterns. Check with Levenes test by grouping Y s into several classes. Pemeriksaan asumsi residual Analisis residual III: homokedastisitas Estimate Residual Group 1 Group 2 Group 3 Residual Estimate
11. Plot residuals against estimates; look for patterns. Pemeriksaan asumsi residual Analisis residual IV: linieritas Residual X Y Estimate
12. Apa yang harus dilakukan jika aasumsi tidak terpenuhi ? Try transforming the data, but remember: (1) for some data, no transformation will work; (2) finding an appropriate transformation may not be easy. Use non-linear regression.