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Topic 7

Section outline

  • Topic 7

    Topics:
    • Models and matrix algebra in linear regression.
    • Testing, confidence intervals and prediction intervals in regression.
    • Regression diagnostics.
    Read: The rest of Sec. 10.3. Furthermore, Sec. 10.4, 10.5, 10.6 and 10.7 (omit the part about PRESS Residuals in 10.7).

    Location: Niels Jernes Vej 14, room 3-119

    Remarks:

    • Residuals can be plotted against the fitted values (this is the first choice), against explanatory variables (to check if a linear term is enough), against variables you don't consider important (just to be sure), in the order they occur (this is the index plot). But NEVER EVER plot residuals against the response variable!

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