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lecture9_2 - Is The Relationship Really Linear? How About...

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Is The Relationship Really Linear? How About Residuals? Influential Observations Example STA113 Regression Diagnostics Artin Armagan Department of Statistical Science November 18, 2009 Armagan
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Is The Relationship Really Linear? How About Residuals? Influential Observations Example Outline 1 Is The Relationship Really Linear? Test For Lack of Fit Correcting The Violation of the Linearity Assumption 2 How About Residuals? Summary Constant Variance of the Residuals Normality of Residuals Independence of the Disturbances 3 Influential Observations What to do with unusual observations 4 Example Armagan
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Is The Relationship Really Linear? How About Residuals? Influential Observations Example Test For Lack of Fit Correcting The Violation of the Linearity Assumption Example - Telemarketing (Applied Regression Analysis by Dielman) 20 25 30 CALLS Armagan
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Is The Relationship Really Linear? How About Residuals? Influential Observations Example Test For Lack of Fit Correcting The Violation of the Linearity Assumption Example - Telemarketing 10 15 20 25 30 20 25 30 MONTHS CALLS 10 15 20 25 30 -3 -2 -1 0 1 2 3 MONTHS RESIDUALS Armagan
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Is The Relationship Really Linear? How About Residuals? Influential Observations Example Test For Lack of Fit Correcting The Violation of the Linearity Assumption Example - Telemarketing H 0 : The relationship is linear H a : The relationship is not linear Armagan
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Is The Relationship Really Linear? How About Residuals? Influential Observations Example Test For Lack of Fit Correcting The Violation of the Linearity Assumption How About a Curve? Armagan
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Is The Relationship Really Linear? How About Residuals? Influential Observations Example Test For Lack of Fit Correcting The Violation of the Linearity Assumption How About a Curve? 10 15 20 25 30 20 25 30 MONTHS CALLS 10 15 20 25 30 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 MONTHS RESIDUALS Armagan
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Is The Relationship Really Linear? How About Residuals? Influential Observations Example Summary Constant Variance of the Residuals Normality of Residuals Independence of the Disturbances What Do We Look for? a. The expected value of the residuals is zero: E ( e i ) = 0. b. The residuals have constant variance σ 2 e . c. The residuals are normally distributed. d. The residuals are independent. Armagan
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Is The Relationship Really Linear? How About Residuals? Influential Observations Example Summary Constant Variance of the Residuals Normality of Residuals Independence of the Disturbances Example - FOC Sales (Applied Regression Analysis by Dielman) ●●●
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This note was uploaded on 01/17/2010 for the course STA 113 taught by Professor Staff during the Fall '08 term at Duke.

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lecture9_2 - Is The Relationship Really Linear? How About...

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