One cannot test both the model and its coefficients using the same data. Suggest yu split data in half at random before proceeding.
Rich Ulrich <[EMAIL PROTECTED]> wrote:
On 22 Feb 2004 19:23:44 -0800, [EMAIL PROTECTED] (chokie) wrote:
> I have a qns, let say an original Regesssion to is be estimated as
> follows:
>
> Y = B + b1x1 + b2x2
>
> Then, if diagnostic test suggests that the relationship between Y and
> x1 is nonlinear, add a variable X3 (which is square of X1).
>
> Y = B + b1x1 + b2x2 + b3(x1*x1)
>
>
> Qns: how to interpret X1 since it has both a linear and nonlinear
> relationship
[ snip, rest]
Was the non-linear shape evident from plotting the raw data?
The fitted regression equation gives you a new, theoretical set of
points to plot. Before you accept the 'statistical improvement' as
truly being an improvement, you should make sure that the
equation still makes sense.
- I read a published example once that was! totally incompetent,
and it was intended to *illustrate* using a squared component!
- the 'fit' line passed through several points near zero,
arched high where there were no points at all, and descended
steeply to pass through one high x-value. The residuals were
pretty small. The fitted line had no useful meaning, except
that it was a 'line with small residuals'.
So, make sure the fit makes sense for your question, if
you want more than 'small residuals'.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
"Taxes are the price we pay for civilization."
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