4: Multi-factor Regression
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- 4422
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A multi-factor regression model is a generalization of the simple one- factor regression model discussed in Chapter 3. It has n factors with the form:
y = a0 + a1x1 + a2x2 + ...anxn,
where the xi values are the inputs to the system, the ai coefficients are the model parameters computed from the measured data, and y is the output value predicted by the model. Everything we learned in Chapter 3 for one- factor models also applies to the multi-factor models. To develop this type of multi-factor regression model, we must also learn how to select specific predictors to include in the model