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class_10_03 - Statistical Data Mining ORIE 474 Fall 2007...

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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:
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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
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Hypothesis Tests in Multiple Linear Regression Example 12-4
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12-2 Hypothesis Tests in Multiple Linear Regression Example 12-5
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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
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Confidence Intervals in Multiple Linear Regression Example 12-6
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Confidence Intervals in Multiple Linear Regression Confidence Interval on the Mean Response The mean response at a point x 0 is estimated by The variance of the estimated mean response is
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Confidence Intervals in Multiple Linear Regression Confidence Interval on the Mean Response Definition
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Confidence Intervals in Multiple Linear Regression Example 12-7
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Confidence Intervals in Multiple Linear Regression Example 12-7
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