×

### Let's log you in.

or

Don't have a StudySoup account? Create one here!

×

or

by: Dorris Borer

6

0

7

# ENGRAPPLICOFSTATISTIC ESE302

Dorris Borer
Penn
GPA 3.84

Staff

These notes were just uploaded, and will be ready to view shortly.

Either way, we'll remind you when they're ready :)

Get a free preview of these Notes, just enter your email below.

×
Unlock Preview

COURSE
PROF.
Staff
TYPE
Class Notes
PAGES
7
WORDS
KARMA
25 ?

## Popular in Electrical Engineering

This 7 page Class Notes was uploaded by Dorris Borer on Monday September 28, 2015. The Class Notes belongs to ESE302 at University of Pennsylvania taught by Staff in Fall. Since its upload, it has received 6 views. For similar materials see /class/215455/ese302-university-of-pennsylvania in Electrical Engineering at University of Pennsylvania.

×

## Reviews for ENGRAPPLICOFSTATISTIC

×

×

### What is Karma?

#### You can buy or earn more Karma at anytime and redeem it for class notes, study guides, flashcards, and more!

Date Created: 09/28/15
SYSTEMS 302 LECTURE 22 0 MULTICOLINEARITY PROBLEM 0 Correlation Analysis 0 Variance In ation Factors 0 STEPWISE REGRESSION 0 Forward Method 0 Mixed Method 0 ADDITIONAL DIAGONOSTICS 0 Heteroscedasticity 0 Autocorrelation 0 PROJECT DUE DATE Tuesday May 12 STUDENT PERFORMANCE PROBLEM It is sometimes argued by students and even professors that nal exams are unnecessary because they have little effect in changing students grades This claim can be tested by constructing a regression which predicts nal exam performance from midtermexam performance DATA Grading records have been obtained for a representative course with 29 students where a single midterm and nal exam were given This data includes the nal exam score E midterm exam score M 1 and average homework score H 1 for each student 1 1 29 ANALYSIS Consider the following two regressions E 280 81Ml 81 i1n F 2180 181Mi182Hi 8i 7 i1 n MULTICOLINEARITY PROBLEM 0 PERFECT M ULTICOLINEARITY 3 A Vertical Plane Regression Line 39 x 9 O COEFFICIENT INSTABILITY Regression Line 3 SYSTEMS 302 LECTURE 24 0 AUTOCORRELATION PROBLEM o DurbinWatson Test 0 TwoStage Regression Approach 0 AuxiliaryVariable Approach 0 REGRESSION OUTLIERS 0 Cook s Distance 0 For next time o Logistic Regression Notes SALES FORCASTING PROBLEM One of the oldest economic laws is that increased income leads to increased expenditures This time honored relation can be tested for the US by regressing retail sales against per capita income for a number of years DATA In a study of T 15 years data was collected from 1965 to 1980 on per capita retail sales SALESI t1T per capita income PCIt t 1 T and the unemployment rate UR t 1T the US ANALYSIS Consider the two regression models SALESI 80 81PCIt 8 t1T SALESI 80 BIPCIt BZUR et t1T GENERAL TWOSTAGE ESTIlVIATION MULTIVARIATE LINEAR MODEL k 1 y 0 Z x 5 tLT 2 Efzpatilaf t2T STEP 1 Do a multiple regression to estimate 1 If Pvalne in Dnrbin Watson test is small say lt 05 continue STEP 2 Set 3 equal to the Antocorrelation value in JMPIN STEP 3 Estimate the transformed variables 3 Etzyf yH t2T 4 wix 3xy1 t2T i1k STEP 4 D0 multiple regression to estimate new linear model 5 2a0zl iwnu t1T STEP 5 Use yw k from Step 4 to estimate 1 k in 1 and use 640 from Step 4 plus p in Step 2 to estimate o in 1 by 6 o 6 01 COOK S DMEASURE FOR OUTLIERS Given a regression of Y on x1xk using data set yjx1xgj 1n if sis the root mean square error and if A Y regression prediction of E Y1 x1xg if 139 regression prediction of E Y1 x1 xkj with the 1397quot h It data pomt yix1ixkl removed then Cook s Distance Measure for point 1 is de ned by aquot i kDf 2419 19112 Data point 1 is then considered to be a statistical outlier whenever the following Rule of Thumb holds DZ n wn

×

×

### BOOM! Enjoy Your Free Notes!

×

Looks like you've already subscribed to StudySoup, you won't need to purchase another subscription to get this material. To access this material simply click 'View Full Document'

## Why people love StudySoup

Steve Martinelli UC Los Angeles

#### "There's no way I would have passed my Organic Chemistry class this semester without the notes and study guides I got from StudySoup."

Amaris Trozzo George Washington University

#### "I made \$350 in just two days after posting my first study guide."

Jim McGreen Ohio University

Forbes

#### "Their 'Elite Notetakers' are making over \$1,200/month in sales by creating high quality content that helps their classmates in a time of need."

Become an Elite Notetaker and start selling your notes online!
×

### Refund Policy

#### STUDYSOUP CANCELLATION POLICY

All subscriptions to StudySoup are paid in full at the time of subscribing. To change your credit card information or to cancel your subscription, go to "Edit Settings". All credit card information will be available there. If you should decide to cancel your subscription, it will continue to be valid until the next payment period, as all payments for the current period were made in advance. For special circumstances, please email support@studysoup.com

#### STUDYSOUP REFUND POLICY

StudySoup has more than 1 million course-specific study resources to help students study smarter. If you’re having trouble finding what you’re looking for, our customer support team can help you find what you need! Feel free to contact them here: support@studysoup.com

Recurring Subscriptions: If you have canceled your recurring subscription on the day of renewal and have not downloaded any documents, you may request a refund by submitting an email to support@studysoup.com