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Group members :
2. Md. Abdul Hakim (GS 20474)
3. Eka Tarwaca Susila Putra (GS 21024)
4. Md. Kamal Uddin (GS 19021)
5. Muhd. Azlan bin Abd Ghani (GS 19339)
6. Md. Kausar Hossain (GS 20976)
Regression
- a technique use for the modeling and analysis of
numerical data consisting of value of dependent
variable (response variable) and of one or more
independent variables (explanatory variables).
Simple Multiple
Non- Non-
Linear Linear
Linear Linear
simple linear regression model:
A regression model that involves only one independent
variable.
The form can be express as
several assumptions:
n k
= ∑( yi - β0 - ∑βj xij )2
i=1 j =1
This function S must be with respect to β0, β1, ……….., βk.
The least-squaresd estimators of β0, β1, ……….., βk are estimated by
minimized this S function with respect to β0, β1, ……….., βk.
The techniques to determining the model accuracy:
H0 : ßi = ßio
H1 : ßi ≠ ßio
*If the significance level for the F-test is small (less than
0.05), then the hypothesis that there is no (linear)
relationship can be rejected, and the multiple correlation
coefficient can be called statistically significant. The F
statistic can be written as
Fo =
MSr MSr = Regression means square
MSres = Residual means square
MSres
Literature on Applications of OLS method :
Our ultimate goal is to estimate the unknown parameters from the model.
Summary of coefficients
t Sig.
Std. Error
Model of
Coefficients Coefficients
(Constant) 10.787 11.589 .931 .362
X1 .613 .161 3.809 .001
X2 -.073 .136 -.538 .596
X3 .320 .169 1.901 .040
X4 .082 .221 .369 .715
X5 .038 .147 .261 .796
X6 -.217 .178 -1.218 .236
ANOVA
Model Sum of
Squares df Mean Square F Sig.
Regression
3147.966 6 524.661 10.502 .000