# multiple regression formula

The mathematical representation of multiple linear regression is: Y = a + bX 1 + cX 2 + dX 3 + ϵ . The multiple regression equation explained above takes the following form: y = b 1 x 1 + b 2 x 2 + … + b n x n + c. Here, b i ’s (i=1,2…n) are the regression coefficients, which represent the value at which the criterion variable changes when the predictor variable changes. Thus, the coefficients are b0 = 1.75, b1 = 4.90 and b2 = 3.76. Price = 4.90 ∙ Color + 3.76 ∙ Quality + 1.75. Multiple regression is an extension of linear regression models that allow predictions of systems with multiple independent variables. The general mathematical equation for multiple regression is − y = a + b1x1 + b2x2 +...bnxn Following is the description of the parameters used − y is the response variable. In this video we detail how to calculate the coefficients for a multiple regression. In the regression equation, as we have already seen for simple linear regression, it is designated as an upper case Y pred. The regression statistics include the multiple correlation coefficient ("Multiple R") which shows the direction and strength of the correlation, from −1 to +1. (Price – 47.18) = 4.90 (Color – 6.00) + 3.76 (Quality – 4.27) or equivalently. Where: Y – Dependent variable; X 1, X 2, X 3 – Independent (explanatory) variables; a – Intercept; b, c, d – Slopes; ϵ – Residual (error) Multiple linear regression follows … As per the Effect size for multiple regression formula to find the effect size, divide the squared multiple correlation by the same value subtracted by 1. = Residual (or error) sum of squares + Regression (or explained) sum of squares. x1, x2, ...xn are the predictor variables. Like with linear regression, multiple logistic regression is an extension of simple logistic regression, which can be seen in the multiple logistic regression equation: where is the predicted probability of the outcome of interest, X 1 through X p are p distinct independent or predictor variables, b … For example: R 2 = 1 - Residual SS / Total SS (general formula for R 2) = 1 - 0.3950 / 1.6050 (from data in the ANOVA table) Multiple Linear Regression So far, we have seen the concept of simple linear regression where a single predictor variable X was used to model the response variable Y. Formula: F² = R² / (1 - R²) Using the means found in Figure 1, the regression line for Example 1 is. a, b1, b2...bn are the coefficients. Thus Σ i (y i - ybar) 2 = Σ i (y i - yhat i) 2 + Σ i (yhat i - ybar) 2 where yhat i is the value of y i predicted from the regression line and ybar is the sample mean of y. The variable that is the focus of a multiple regression design is the one being predicted. In many applications, there is more than one factor that inﬂuences the response. The coefficient of determination, "R Square," tells you what percentage (as a decimal) of the variation in the dependent variable is explained by the independent variables. It does this by simply adding more terms to the linear regression equation, with each term representing the impact of a different physical parameter. We create the regression model using the lm() function in R. The model determines the value of the coefficients using the input data.

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