Class 7 (Module II)

4 Abril 2022, 09:30 • Jorge Filipe Campinos Landerset Cadima

[Slides 201-222 + 227-242] Model validation. The distribution of the residuals, given the Linear Model. Standardized residuals. Residual plots and how to read them. Outliers. Other diagnostics: leverage and Cook distance. The adjusted R^2. Plots uding R and examples. Final warnings on linear regression. ANOVA: introduction and motivating examples. One-way ANOVA: terminology and notation; a model equation . The role of indicator (dummy) variables in viewing the one-way ANOVA model as a special case of the Linear Model. The model equation using vector/matrix notation. The problem of over-parametrisation and three possible solutions; the choice of restriction alfa_1=0 and its implications. The Null Hypothesis of the test for the existence of factor effects.
Warning: slides 189-200 and 223-226 were not lectured. The questions in exercise 19 e)f) correspond to these slides, and should therefore be ignored. All other exercises in the Linear Regression can now be solved.
Nota: Esta aula foi leccionada na segunda-feira, dia 11.4.22, das 9h45 às 12h25, na Sala S1, simultaneamente presencial e por zoom.