4.1 Multiple Linear Regression Model

When the dependent variable Y is influenced by more than one independent variable, we use Multiple Linear Regression.

MLR Model

Ŷ = a + b₁X₁ + b₂X₂ + ... + bkXk

Where:

Ŷ = predicted value of dependent variable

a = intercept (constant)

b₁, b₂, ..., bk = partial regression coefficients

X₁, X₂, ..., Xk = independent variables

For two independent variables (most common in exam):

Ŷ = a + b₁X₁ + b₂X₂


4.2 Partial Regression Coefficients

In MLR, b₁ and b₂ are called partial regression coefficients. b₁ represents the change in Y per unit change in X₁, keeping X₂ constant. Similarly for b₂.

4.3 Normal Equations for Two Independent Variables

Normal Equations (MLR with two predictors)

ΣY  = na + b₁ΣX₁ + b₂ΣX₂

ΣX₁Y = aΣX₁ + b₁ΣX₁² + b₂ΣX₁X₂

ΣX₂Y = aΣX₂ + b₁ΣX₁X₂ + b₂ΣX₂²

Solve these three equations simultaneously to find a, b₁, and b₂.