Aula 5 (Módulo II)

27 Março 2023, 08:00 • Elsa Maria Félix Gonçalves

The principle of parsimony and the partial F test to compare a model and one of its submodels: the general result; alternative (equivalent) expressions for the hypotheses and the test statistic; justification of the right-tailed rejection region. An example.

Stepwise search algorithms. Akaike Information Criterion and respective Interpretation. The adjusted R^2 and respective Interpretation. The leaps algorithm.

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.

Nota: Esta aula foi leccionada na terça-feira, dia 04/04/2023, das 11h-13h.