Class 7, Module II

23 Março 2021, 14:30 Jorge Filipe Campinos Landerset Cadima

Online class on Monday, March 29, 14h30-17h00
[Slides 222-277] Diagnostic tools for linear regression models: again the leverages; Cook's distances and influence. The adjusted R^2 Discussion, examples and R commands. Some final comments. The Analysis of Variance (ANOVA) context of the linear model: motivating examples, terminology and notation. The one-way ANOVA: the model; the role of the indicator (dummy) variables; the need for a restriction to avoid an excess number of parameters and a brief discussion of alternatives. The one way ANOVA model and the F test for the existence of factor effects. Special formulas that arise in a one-way ANOVA context, for fitted values, residuals, Sums of Squares, Mean Squares. A discussion fo the F test statistic. Examples and R commands. Specificities in model-checking.