Learn about multiple regression and correlation in this 1 hour 30 minute lecture. Explore the proof of the Partial Correlation Coefficient Formula, including the variance calculation for two variables and the variance of residuals for three variables. Delve into the proof of the Multiple Correlation Coefficient formula and understand how the multiple regression equation in deviation form relates to standard deviations and correlation coefficients. Gain a deeper understanding of these statistical concepts through detailed explanations and mathematical proofs.
Overview
Syllabus
Proof of Partial Correlation Coefficient Formula.
(Lecture - 2) Variance (x1.2)=(S1)^2 (1-(r12)^2) when two variable x1 and x2 are involved.
variance(x1.23)=(S1.23)^2 =(S1)^2 ∆/∆11 (variance of residual when 3 variable involved).
Proof of Multiple Correlation Coefficient formula.
Multiple regression equation deviation form is = to mulitiple reg in term of S.D and corr.coeff..
Taught by
Statistics is Fun A.H
