When fitting polynomial regression models, we often subtract from each x value to produce a centered regressor
Question:
When fitting polynomial regression models, we often subtract from each x value to produce a “centered’’
regressor . This reduces the effects of dependencies among the model terms and often leads to more accurate estimates of the regression coefficients. Using the data from Exercise 12-72, fit the model
(a) Use the results to estimate the coefficients in the uncentered model . Predict y when
. Suppose that we use a standardized variable
, where sx is the standard deviation of x, in constructing a polynomial regression model. Fit the model
.
(b) What value of y do you predict when ?
(c) Estimate the regression coefficients in the unstandardized model .
(d) What can you say about the relationship between SSE and R2 for the standardized and unstandardized models?
(e) Suppose that is used in the model along with . Fit the model and comment on the relationship between SSE and R2 in the standardized model and the unstandardized model.
Step by Step Answer:
Applied Statistics And Probability For Engineers
ISBN: 9780470053041
5th Edition
Authors: Douglas C. Montgomery, George C. Runger