Multiple regression — definition?
Predicts an outcome using multiple predictors.
Residuals — role?
Measure prediction errors for individual observations.
Multiple Regression Model
Predicts outcome as linear function of predictors.
Regression predictors
Variables used to predict response.
Residual
Observed minus predicted value.
Sum of squared errors
Total squared residuals measure prediction error.
Coefficient of determination
Proportion of variance explained by model.
Total sum of squares
Variance of outcome around null prediction.
ANOVA via regression
Partitioning variance to test predictor significance.
Answer 11 questions on Mastering Multiple Regression and ANOVA.
1. What does a multiple regression model express about a numerical outcome?
2. In a regression with two predictors, what geometric form represents the fitted model?
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