Class 5, Module II

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

Online class on Monday March 22, from 14h30 to 17h00

Exercise 18: a)b)c)d) (partial) e) f) (just discussion). [Slides 156-182] The theory for inference on any linear combination of the model parameters. Three specific cases of interest: individual parameters, sum/difference of two parameters, the expected value of Y for given values of the predictors. Confidence intervals and hypotheses tests for the general result and for the specific cases. Examples and R commands. Confidence bands for the population regression line. Prediction intervals and bands for individual values of Y: examples and R command. A general result to compare linear models and submodels: Cochran's Theorem. The F goodness-of-fit test and a discussion of its proof. Alternative ways of writing the test hypotheses and the test statistic. Justification or the right-hand sided rejection region in the F test.