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." . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
