Lesson 008, By Dr.

Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 1 of 81

Multiple Regression
MultipleRegression
Multiple

-
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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

1-8 Introduction

.

.
) (

)( .
Regression Equation

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Page 3 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Exact Approximate

)( .

.

Linear

Non
Non-Linear
Linear
.

.

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Page 4 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

SPSS

2-8

Assumptions & Regression

Models

( .

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Page 5 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

.Categorical

.


Discriminant analysis
y

Regression Models

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Page 6 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

)(
.1

.2

:
)( Standard or Simultaneous Regression

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Page 7 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

.
Hierachical Regression
g

)(






.
St
Stepwise
i Regression
R
i

)(
) (
.
Criteria
.
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Page 8 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

forward backward
.

:
F-Test
.

F-test
F test



FIN
PIN .

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:

F F
F-Test
Test
FOUT POUT .

:
.

.









:
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Page 10 of 81

.1

Math. Department, Faculty of Science, Mansoura University, Egypt

to

Lesson 008, By Dr. Abdelfatah Mustafa

cases

or

Ratio

independent variables
.

.








.
.






.2

Outliers

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Page 11 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Mahalanobis
.






SPSS

.
.3

Multicollinearity Singularity

.
.

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Page 12 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Correlation Matrix
Tolerances
.4

Normality

Linearity

Homoscedasticity Independence of
Residuals

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Page 13 of 81

)(i

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

)) ((ii
.
.




) (iii

.SPSS

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Page 14 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Years

Temper
ature

Sales

21

15

18

15

22

21

24

28

25

30

15

25

35

26

40

34

35

25

30

38

45

40

50

41

60

39

45

37

60

40

50

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Page 15 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

.
Regression.sav
sales, temp, years
.SPSS
SPSS
:

.1

Multiple Linear Regression

.2
2

Stepwise Regression

.3

Hierachical Regression

.4

Curve Linear Regression

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 16 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

3-8
MultipleLinearRegression

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Page 17 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

m X1,
.m =1
X2, , Xm 1

n







Y j = 0 + 1 X 1 j + 2 X 2 j + L + m 1 X mj + j , j = 1, 2, ..., n

Yj m
i= 1,
1 2 , m,
m j=1,
j=1 2,
Xij 2 , n
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Page 18 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Parameters j =j
1, 2, , m
j
:

.1

.2

.3

.4
4

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Page 19 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Least
Square
.
.

Yj = 0 + 1 X 1 j + 2 X 2 j + L + m 1 X mj , j = 1, 2, ..., n

j , j = 1, 2, ..., m 1

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 20 of 81

.(

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Page 21 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

SPSS
regression.sav
:

.1

Analyze Regression

.2

Linear

.3

Linear Regression

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 22 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Dependent Sales

.4

Independent temp,
temp years

.5
5

Method

.6

Enter

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 23 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Statistics
Regression: Statistics

.7

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 24 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

diagnostics Casewise Model fit, Estimates,

.8

Continue

Linear

.9

Plot .10
Regression: Plots

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 25 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

* ZPRED Y: * ZRESID .11

Continue
.13

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 26 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Save

.14
Regression: Save

Distances

.15

Mahalanobis
Continue

.16

.
Ok .17
.

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 27 of 81

:
Descriptive Statistics
.

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Page 28 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Correlations

.

Variables Entered/Removed

year, temp

.
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Page 29 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Model Summary
.1
1

R=0.912
R=0 912

.2

) (
%80 .

.3

Adjusted R Square
.

.4

Std. Error of the Estimate 6.42616

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Page 30 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:

ANOVA
: ) (
(
: )

ANOVA Sig. = 000

0.05

.
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Page 31 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Coefficients
.1
1

Unstandarized Coefficients

S l = 6.993 + 1.275 temp + 1.907 years

Page 32 of 81

.2

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Sig.
constant years
constant,

sig 0.05

0.05
sig. 0 05
i =0.016
0 016

.3

.
.

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Page 33 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Coefficient Correlations

.

:
Residuals Statistics

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 34 of 81

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Page 35 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:

(
)

.
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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 36 of 81

:

.
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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 37 of 81

mah_1
Chi-Square Mahalanobis
n-1 = 2
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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 38 of 81

chi-Square = 13.8 0.001

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 39 of 81

4-8
Stepwise Regression
StepwiseRegression

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Page 40 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

.

.

.

)
(.....
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Page 41 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

) (
.

.
:

.1

.2

.3

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Page 42 of 81

.4

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

.5

) Coefficient of Determination (
F
.6

F
) (.

:
.1

.2

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 43 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

SPSS

: regression.sav
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Lesson 008, By Dr. Abdelfatah Mustafa

Page 44 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Analyze

.1

Regression
Linear
Linear

.2
.3

regression

Sales

.4

Dependent
temp, year
Independent
Method

.5

Stepwise
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Lesson 008, By Dr. Abdelfatah Mustafa

Page 45 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Statistics

.6

Regression: Statistics
Model fit,
fit Estimates,
Estimates

.7
7

diagnostics Casewise

Continue

.8

Plot
Pl t

.9
9
Linear
Regression: Plots
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Lesson 008, By Dr. Abdelfatah Mustafa

Page 46 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

* ZPRED

Y:

* ZRESID
.11
X:
Histogram Standardized Residual Plots .12
Histogram,
12
Normal probability plot
Continue

C ti

.13
13

Linear


Save

.14
14
Regression: Save
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Lesson 008, By Dr. Abdelfatah Mustafa

Page 47 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Distances

.15

Mahalanobis
Continue

.16
16

Ok .17
.

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 48 of 81

Variables Entered/removed

temp
.

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Page 49 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Model Summary
) (
80% .

:
ANOVA
0.05


Sig.
g = 0.00

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Page 50 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Coefficients

S l = 11.271
Sales
2 1 + 1.600 temp

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 51 of 81

Excluded Variables

:
.

Residuals Statistics

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 52 of 81

:

.
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Page 53 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:

)(
.
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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 54 of 81

:


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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 55 of 81

5-8
Hierachical Regression

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Page 56 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

regression.sav

:
.1

Analyze

Regression
.2
.3

Linear

Regression

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Linear

Lesson 008, By Dr. Abdelfatah Mustafa

Page 57 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Sales

.4

D
Dependent
d t

temp

Independent(s)
Block 2 of 2 previous
Next

.5
5

years

.6

Independent

.7

Previous
Next
Method

.8
8

Enter
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Lesson 008, By Dr. Abdelfatah Mustafa

Page 58 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Statistics

.9

Regression: Statistics
Model fit, Estimates,
diagnostics, R

.10

Casewise

Squared Change

Continue

.11

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Lesson 008, By Dr. Abdelfatah Mustafa

Linear

Page 59 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Plot .12
R
Regression:
i
Pl t
Plots

* ZPRED Y: * ZRESID .13

Continue .15
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Lesson 008, By Dr. Abdelfatah Mustafa

Page 60 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Save

.16
Regression: Save

Distances

.17
17

Mahalanobis
Continue

.18

.
Ok

.19

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 61 of 81

:
Variables Entered/Removed

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Page 62 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
R

M d l Summary
Model
S

square Change, F, Sig. temp

:
ANOVA
.


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Page 63 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
)(

Coefficients

. :
.1
1

temp .

.2

Sales = 11.271 + 1.600 temp

Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 64 of 81

Excluded Variables

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 65 of 81

:
. Residual Statistics

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 66 of 81

:

.

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Page 67 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
)(
.

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 68 of 81

6-8
Curve
CurveLinearRegression
Linear Regression

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Page 69 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

....
....

SPSS

:
.1
1

C bi
Cubic
Quadratic
Q d i

Linear
Li

.2

Exponential

.3

Logarithmic

.4

Inverse Compound

.5

Logistic Power

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Page 70 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Regression.sav
SPSS
:
.1
.2

Analyze Regression

Curve

Estimation

.3

Curve Estimation
Sales Dependent years

Independent Variable

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 71 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Time

.4

Exponential

.5

I l d constant
Include
t t in
i Equation,
E
ti
Pl t Models
Plot
M d l

.6

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 72 of 81

Display ANOVA

.7

Save

.8

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 73 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Curve Estimation: Save

.9

Predicted Values, Residuals, Predicted Interval

Continue
C ti

.10
10

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 74 of 81

: Ok .10

CurveFit

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Page 75 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

:
Model Description
.

Case Processing Summary

.()

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 76 of 81

:
Variable Processing Summary
)
.(

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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 77 of 81

Sales: Exponential
Sales:Exponential

Model Summary
.

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Page 78 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

ANOVA

( .

:
Coefficients
.
0.23419 years

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sales =17.25 e

Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 79 of 81

:
.
regression.sav

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Lesson 008, By Dr. Abdelfatah Mustafa

Page 80 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

:
Fit_1
Fit_
1: Fit for SALES with YEARS from CURVEFIT, Mod_1 EXPONENTIAL
ERR_1
ERR_
1: Error for SALES with YEARS from CURVEFIT,

Mod_1

EXPONENTIAL
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Lesson 008, By Dr. Abdelfatah Mustafa

Page 81 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

LCL_1: 95% LCL for SALES with YEARS from CURVEFIT,,

Mod_1

EXPONENTIAL
UCL
UCL_1
UCL_
1: 95% UCL for SALES with YEARS from CURVEFIT,
CURVEFIT

Mod 1
Mod_1

EXPONENTIAL
.

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