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Regression analysis is used to model the relationship between a response variable and one or more predictor variables. STATGRAPHICS Centurion provides a large number of procedures for fitting different types of regression models:

1. Simple Regression - fits linear and nonlinear models with one predictor. Includes both least squares and resistant methods.

2. Box-Cox Transformations - fits a linear model with one predictor, where the Y variable is transformed to achieve approximate normality.

3. Polynomial Regression - fits a polynomial model with one predictor.

4. Calibration Models - fits a linear model with one predictor and then solves for X given Y.

4. Multiple Regression - fits linear models with two or more predictors. Includes an option for forward or backward stepwise regression and a Box-Cox or Cochrane-Orcutt transformation.

5. Comparison of Regression Lines - fits regression lines for one predictor at each level of a second predictor. Tests for significant differences between the intercepts and slopes.

6. Regression Model Selection - fits all possible regression models for multiple predictor variables and ranks the models by the adjusted R-squared or Mallows' Cp statistic.

7. Ridge Regression - fits a multiple regression model using a method designed to handle correlated predictor variables.

8. Nonlinear Regression - fits a user-specified model involving one or more predictors.

9. Partial Least Squares - fits a multiple regression model using a method that allows more predictors than observations.

10. General Linear Models - fits linear models involving both quantitative and categorical predictors.

11. Life Data Regression - fits regression models for response variables that represent failure times. Allows for censoring and non-normal error distributions.

12. Regression Analysis for Proportions - fits logistic and probit models for binary response data.

13. Regression Analysis for Counts - fits Poisson and negative binomial regression models.

Simple Regression

The simplest regression models involve a single response variable Y and a single predictor variable X. STATGRAPHICS will fit a variety of functional forms, listing the models in decreasing order of R-squared. If outliers are suspected, resistant methods can be used to fit the models instead of least squares.

Comparison of Alternative Models

Model

R-Squared

Squared-Y reciprocal-X

87.75%

Reciprocal-X

87.11%

Square root-Y reciprocal-X

86.71%

S-curve model

86.27%

Double reciprocal

85.25%

Reciprocal-Y logarithmic-X

84.99%

Multiplicative

84.98%

Logarithmic-X

84.77%

Squared-Y logarithmic-X

84.36%

Reciprocal-Y square root-X

81.69%

Logarithmic-Y square root-X

81.21%

Square root-X

80.54%

Squared-Y square root-X

79.68%

Reciprocal-Y

76.73%

Exponential

75.87%

Square root-Y

75.37%

Logistic

75.08%

Log probit

75.03%

Linear

74.83%

Squared-Y

73.63%

Reciprocal-Y squared-X

64.37%

Logarithmic-Y squared-X

63.05%

Square root-Y squared-X

62.34%

Squared-X

61.60%

Double squared

60.04%

Box-Cox Transformations

When the response variable does not follow a normal distribution, it is sometimes possible to use the methods of Box and Cox to find a transformation that improves the fit. Their transformations are based on powers of Y. STATGRAPHICS will automatically determine the optimal power and fit an appropriate model.

Polynomial Regression

Another approach to fitting a nonlinear equation is to consider polynomial functions of X. For interpolative purposes, polynomials have the attractive property of being able to approximate many kinds of functions.

Calibration Models

In a typical calibration problem, a number of known samples are measured and an equation is fit relating the measurements to the reference values. The fitted equation is then used to predict the value of an unknown sample by generating an inverse prediction (predicting X from Y) after measuring the sample.

Multiple Regression

The Multiple Regression procedure fits a model relating a response variable Y to multiple predictor variables X1, X2, ... . The user may include all predictor variables in the fit or ask the program to use a stepwise regression to select a subset containing only significant predictors. At the same time, the Box-Cox method can be used to deal with non-normality and the Cochrane-Orcutt procedure to deal with autocorrelated residuals.

Comparison of Regression Lines

In some situations, it is necessary to compare several regression lines. STATGRAPHICS will fit parallel or non-parallel linear regressions for each level of a "BY" variable and perform statistical tests to determine whether the intercepts and/or slopes of the lines are significantly different.

Regression Model Selection

If the number of predictors is not excessive, it is possible to fit regression models involving all combinations of 1 predictor, 2 predictors, 3 predictors, etc, and sort the models according to a goodness-of fit statistic. In STATGRAPHICS, the Regression Model Selection procedure implements such a scheme, selecting the models which give the best values of the adjusted R-Squared or of Mallows' Cp statistic.

Ridge Regression

When the predictor variables are highly correlated amongst themselves, the coefficients of the resulting least squares fit may be very imprecise. By allowing a small amount of bias in the estimates, more reasonable coefficients may often be obtained. Ridge regression is one method to address these issues. Often, small amounts of bias lead to dramatic reductions in the variance of the estimated model coefficients.

Nonlinear Regression

Most least squares regression programs are designed to fit models that are linear in the coefficients. When the analyst wishes to fit an intrinsically nonlinear model, a numerical procedure must be used. The STATGRAPHICS Nonlinear Least Squares procedure used an algorithm due to Marquardt to fit any function entered by the user.

Partial Least Squares

Partial Least Squares is designed to construct a statistical model relating multiple independent variables X to multiple dependent variables Y. The procedure is most helpful when there are many predictors and the primary goal of the analysis is prediction of the response variables. Unlike other regression procedures, estimates can be derived even in the case where the number of predictor variables outnumbers the observations. PLS is widely used by chemical engineers and chemometricians for spectrometric calibration.

General Linear Models

The GLM procedure is useful when the predictors include both quantitative and categorical factors. When fitting a regression model, it provides the ability to create surface and contour plots easily.

Life Data Regression

To describe the impact of external variables on failure times, regression models may be fit. Unfortunately, standard least squares techniques do not work well for two reasons: the data are often censored, and the failure time distribution is rarely Gaussian. For this reason, STATGRAPHICS provides a special procedure that will fit life data regression models with censoring, assuming either an exponential, extreme value, logistic, loglogistic, lognormal, normal or Weibull distribution.

Regression Analysis for Proportions

When the response variable is a proportion or a binary value (0 or 1), standard regression techniques must be modified. STATGRAPHICS provides two important procedures for this situation: Logistic Regression and Probit Analysis. Both methods yield a prediction equation that is constrained to lie between 0 and 1.

Regression Analysis for Counts

For response variables that are counts, STATGRAPHICS provides two procedures: a Poisson Regression and a Negative Binomial Regression. Each fits a loglinear model involving both quantitative and categorical predictors.

 

 

 

 

 
 
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