Neil W. Polhemus, CTO, StatPoint Technologies, Inc.

Regression Analysis Using

Statgraphics Centurion
Copyright 2011 by StatPoint Technologies, Inc.
Web site: www.statgraphics.com
Outline
Regression Models
Examples Single X
Simple regression
Nonlinear models
Calibration
Comparison of regression lines
Examples Multiple X
Regression model selection (stepwise, all possible)
Logistic regression
Poisson regression
2
Regression Model Setup
3
Dependent variable: Y
Independent variable(s): X
1
, X
2
, , X
k
Error term: c
Model: Y = f (X
1
, X
2
, , X
k
) + c
Types of Regression Models (#1)
4
Procedure Dependent variable Independent variables
Simple Regression continuous 1 continuous
Polynomial Regression continuous 1 continuous
Box-Cox Transformations continuous 1 continuous
Calibration Models continuous 1 continuous
Comparison of Regression
Lines
continuous 1 continuous and 1
categorical
Types of Regression Models (#2)
5
Procedure Dependent variable Independent variables
Multiple Regression continuous 2+ continuous
Regression Model Selection continuous 2+ continuous
Nonlinear Regression continuous 1+ continuous
Ridge Regression continuous 2+ continuous
Partial Least Squares continuous 2+ continuous
General Linear Models 1+ continuous 2+ continuous or categorical
variables
Types of Regression Models (#3)
6
Procedure Dependent variable Independent variables
Logistic Regression proportions 1+ continuous or categorical
Probit Analysis proportions 1+ continuous or categorical
Poisson Regression counts 1+ continuous or categorical
Negative Binomial
Regression
counts 1+ continuous or categorical
Life Data - Parametric
Models
failure times 1+ continuous or categorical
Example 1: Stability study
7
Y: percent of available chlorine
X: number of weeks since production
Lower acceptable limit for Y: 0.40
X-Y Scatterplot with Smooth
8
Simple Regression
9
Analysis Options
10
Tables and Graphs
11
Analysis Window
12
Analysis Summary
13
Lack-of-Fit Test
14
Comparison of Alternative Models
15
Fitted Reciprocal-X Model
16
Plot of Fitted Model
chlorine = 0.368053 + 1.02553/weeks
0 10 20 30 40 50
weeks
0.38
0.4
0.42
0.44
0.46
0.48
0.5
c
h
l
o
r
i
n
e
Lower 95% Prediction Limit
17
Outlier Removal
18
Plot of Fitted Model
chlorine = 0.366628 + 1.02548/weeks
0 10 20 30 40 50
weeks
0.38
0.4
0.42
0.44
0.46
0.48
0.5
c
h
l
o
r
i
n
e
Example 2: Nonlinear Regression
19
Draper and Smith in Applied Regression Analysis suggest fitting
a model of the form
Y = a + (0.49-a)exp[-b(x-8)]
Since the model is nonlinear in the parameters, it requires a
search procedure to find the best solution.
Data Input Dialog Box
20
Initial Parameter Estimates
21
Analysis Options
22
Plot of Fitted Model
23
Plot of Fitted Model
0 10 20 30 40 50
weeks
0.38
0.4
0.42
0.44
0.46
0.48
0.5
c
h
l
o
r
i
n
e
chlorine = 0.390144+(0.49-0.390144)*exp(-0.101644*(weeks-8))
Example 3: Calibration
24
The general calibration problem is that
of determining the likely value of X
given an observed value of Y.
Typically: X = item characteristic, Y =
measured value
Step 1: Build a regression model using
samples with known values of X
(golden samples).
Step 2: For another sample with
unknown X, predict X from Y.
Data Input Dialog Box
25
Reverse Prediction
26
Plot of Fitted Model
27
Plot of Fitted Model
measured = -0.0896667 + 1.01433*known
0 2 4 6 8 10
known
0
2
4
6
8
10
12
m
e
a
s
u
r
e
d
5.85573 (5.59032,6.1215)
5.85
Example 4: Comparison of
Regression Lines
28
Y: amount of scrap produced
X: production line speed
Levels: line number
Data Input Dialog Box
29
Analysis Options
30
Plot of Fitted Model
31
Line
1
2
Plot of Fitted Model
100 140 180 220 260 300 340
Speed
140
240
340
440
540
S
c
r
a
p
Significance Tests
32
Parallel Slope Model
33
Example 5: Multiple Regression
34
Stepwise Regression
35
Analysis Options
36
Selected Variables
37
Residual Plot
38
All Possible Regressions
39
Analysis Options
40
Best Adjusted R-Squared Models
41
Example 6: Logistic Regression
42
Response variable may be in the form of proportions or binary (0/1).
Logistic Model
43
| | ) ... ( exp 1
1
) (
2 2 1 1 0 k k
X X X
Event P
| | | | + + + + +
=
k k
X X X
Event P
Event P
| | | | + + + + =
|
|
.
|

\
|

...
) ( 1
) (
log
2 2 1 1 0
Let P(Event) be the probability an event occurs at specified values of
the independent variables X.
(1)
(2)
Data Input - Proportions
44
Analysis Options
45
Plot of Fitted Model
46
0 20 40 60 80 100
Load
Plot of Fitted Model
with 95.0%confidence limits
0
0.2
0.4
0.6
0.8
1
F
a
i
l
u
r
e
s
/
S
p
e
c
i
m
e
n
s
Statistical Results
47
Data Input - Binary
48
Analysis Options
49
Analysis Summary
50
Example 7: Poisson Regression
51
Response variable is a count.
Poisson Model
52
Values of the response variable are assumed to follow a Poisson
distribution:
( )
k k
X X X | | | | + + + + = ... log
2 2 1 1 0
The rate parameter is related to the predictor variables through a log-
linear link function:
( )
! Y
e
Y p
Y

=
Data Input
53
Analysis Options
54
Statistical Results
55
Plot of Fitted Model
56
Thickness=170.0
Extraction=75.0
Height=55.0
0 10 20 30 40
Years
Plot of Fitted Model
with 95.0%confidence limits
0
1
2
3
4
5
I
n
j
u
r
i
e
s
References
Applied Logistic Regression (second edition) Hosmer and
Lemeshow, Wiley, 2000.
Applied Regression Analysis (third edition) Draper and
Smith, Wiley, 1998.
Applied Linear Statistical Models (fifth edition) Kutner et
al., McGraw-Hill, 2004.
Classical and Modern Regression with Applications (second
edition) Myers, Brookes-Cole, 1990.
57
More Information
Go to www.statgraphics.com
Or send e-mail to info@statgraphics.com
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