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Regression Analysis for Social Sciences By Alexander von Eye, Christof Schuster.pdf

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文档介绍:Regression Analysis
for Social Sciences
This Page Intentionally Left Blank
Regression Analysis
for Social Sciences
Alexander von Eye
Department of Psychology
Michigan State University
East Lansing, Michigan
Christof Schuster
Institute for Social Research
University of Michigan
Ann Arbor, Michigan
Academic Press
San Diego London Boston New York Sydney Tokyo Toronto
This book is printed on acid-free paper. (~
Copyright
9 1998 by ACADEMIC PRESS
All Rights Reserved.
No part of this publication may be reproduced or transmitted in any form or by any
means, electronic or mechanical, including photocopy, recording, or any information
storage and retrieval system, without permission in writing from the publisher.
Academic Press
a division of Harcourt Brace & Company
525 B Street, Suite 1900, San Diego, California 92101-4495, USA

Academic Press Limited
24-28 Oval Road, London NW1 7DX, UK
/ap/
Library of Congress Card Catalog Number: 98-84465
International Standard Book Number: 0-12-724955-9
PRINTED IN THE UNITED STATES OF AMERICA
98 99 00 01 02 03 BB 9 8 7 6 5 4 3 2 1
Contents
Preface xi
1 INTRODUCTION 1
2 SIMPLE LINEAR REGRESSION 7
Linear Functions and Estimation .............. 7
Parameter Estimation .................... 12
Criteria for Parameter Estimation ......... 12
Least Squares Parameter Estimators ........ 17
The Goodness of Fit of the Regression Model ... 25
Interpreting Regression Parameters ............. 26
Interpreting the Intercept Parameter ........ 27
Interpreting the Slope Parameter .......... 27
Interpolation and Extrapolation ............... 28
Testing Regression Hypotheses ............... 29
Null Hypothesis: Slope Parameter Equals Zero . . 31
Data Example .................... 33
Null Hypothesis: Slope Parameter Constant .... 34
Null Hypothesis 2: Two Slope Parameters are E