# Class_10_03 - Statistical Data Mining ORIE 474 Fall 2007 Tatiyana Apanasovich Regression(II Hypothesis Tests in Multiple Linear Regression Tests on

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Statistical Data Mining ORIE 474 Fall 2007 Tatiyana Apanasovich 10/03/07 Regression (II)

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Hypothesis Tests in Multiple Linear Regression Tests on Individual Regression Coefficients and Subsets of Coefficients The hypotheses for testing the significance of any individual regression coefficient:
Hypothesis Tests in Multiple Linear Regression Tests on Individual Regression Coefficients and Subsets of Coefficients The test statistic is Reject H 0 if |t 0 | > t α /2,n-p . This is called a partial or marginal test

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Hypothesis Tests in Multiple Linear Regression Example 12-4
Hypothesis Tests in Multiple Linear Regression Example 12-4

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12-2 Hypothesis Tests in Multiple Linear Regression Example 12-5
12-2 Hypothesis Tests in Multiple Linear Regression Example 12-5

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Confidence Intervals in Multiple Linear Regression Confidence Intervals on Individual Regression Coefficients Definition
Confidence Intervals in Multiple Linear Regression Example 12-6

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Regression
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## This note was uploaded on 12/23/2009 for the course ORIE 474 at Cornell University (Engineering School).

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Class_10_03 - Statistical Data Mining ORIE 474 Fall 2007 Tatiyana Apanasovich Regression(II Hypothesis Tests in Multiple Linear Regression Tests on

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