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1. Representation of
Some Phenomenon
Non-Math/Stats Model
2. Types
- Deterministic Models (no randomness)
Probabilistic
Models
Probabilistic
Models
Simple
Simple Multiple
Simple Multiple
Linear
Simple Multiple
Non-
Linear
Linear
Simple Multiple
Non-
Linear Linear
Linear
Simple Multiple
Non- Non-
Linear Linear
Linear Linear
Simple Multiple
Non- Non-
Linear Linear
Linear Linear
Yi 0 1X i i
Dependent Independent
(Response) (Explanatory) Variable
Variable (e.g., Years s. serocon.)
(e.g., CD+ c.)
Population & Sample
Regression Models
EPI 809/Spring 2008 32
Population & Sample
Regression Models
Population
Unknown
Relationship
Yi 0 1X i i
EPI 809/Spring 2008 33
Population & Sample
Regression Models
Population Random Sample
Unknown
Relationship
Yi 0 1X i i
EPI 809/Spring 2008 34
Population & Sample
Regression Models
Population Random Sample
Unknown
Yi 0 1X i i
Relationship
Yi 0 1X i i
EPI 809/Spring 2008 35
Population Linear Regression
Model
Y Yi 0 1X i i Observed
value
i = Random error
E Y 0 1 X i
X
Observed value
EPI 809/Spring 2008 36
Sample Linear Regression
Model
Y
Yi 0 1X i i
^i = Random
error
Unsampled
observation
Yi 0 1X i
X
Observed value
EPI 809/Spring 2008 37
Estimating Parameters:
Least Squares Method
Y
60
40
20
0 X
0 20 40 60
Y
60
40
20
0 X
0 20 40 60
Slope changed
Y
60
40
20
0 X
0 20 40 60
Intercept unchanged
EPI 809/Spring 2008 41
Thinking Challenge
How would you draw a line through the
points? How do you determine which line
‘fits best’?
Slope unchanged
Y
60
40
20
0 X
0 20 40 60
Intercept changed
EPI 809/Spring 2008 42
Thinking Challenge
How would you draw a line through the
points? How do you determine which line
‘fits best’?
Slope changed
Y
60
40
20
0 X
0 20 40 60
Intercept changed
EPI 809/Spring 2008 43
Least Squares
1. ‘Best Fit’ Means Difference Between
Actual Y Values & Predicted Y Values Are
a Minimum. But Positive Differences Off-
Set Negative ones
ˆ
n n
Yi Yˆi
2
2
i
i 1 i 1
ˆ
n n
Yi Yˆi
2
2
i
i 1 i 1
i 1
Y Y2 0 1X 2 2
^4
^2
^1 ^3
Yi 0 1X i
X
EPI 809/Spring 2008 47
Coefficient Equations
Prediction equation
yˆi ˆ0 ˆ1xi
Sample slope
SS xy xi x yi y
ˆ1
SS xx i x x 2
Sample Y - intercept
ˆ0 y ˆ1x
EPI 809/Spring 2008 48
Derivation of Parameters (1)
Least Squares (L-S):
Minimize squared error
n n
yi 0 1 xi
2 2
i
i 1 i 1
yi 0 1 xi
2 2
0 i
0 0
2 ny n0 n1 x
ˆ0 y ˆ1x
EPI 809/Spring 2008 49
Derivation of Parameters (1)
Least Squares (L-S):
Minimize squared error
i2 yi 0 1 xi
2
0
1 1
2 xi yi 0 1 xi
2 xi yi y 1 x 1 xi
1 xi xi x xi yi y
1 xi x xi x xi x yi y
ˆ SS xy
1
SS xx
Birthweight
4
3
2
1
0
0 1 2 3 4 5 6
Estriol level
n n
X i Yi
n
i 1 1510
i 1
X Y
i i 37
n
ˆ1 i 1
5 0.70
n
2
15
2
i X 55
n
5
i 1
X i
2
i 1 n
Parameter Estimates
Parameter Standard
Variable DF Estimate Error t Value Pr > |t|
^0 ^
1
M. Yield (lb.)
10
8
6
4
2
0
0 5 10 15
Food intake (lb.)
n n
X i Yi
n
X Y i 1 i 1
218
32 24
i i
n
ˆ1 i 1
4 0.65
n
2
32
2
i X 296
n
4
i 1
X i
2
i 1 n
2. Y-Intercept (0)
^
Average Milk yield (Y) Is Expected to Be 0.8
lb. When Food intake (X) Is 0