PDB_Stat_100_Lecture_25_Printable

PDB_Stat_100_Lecture_25_Printable - STA 100 Lecture 25 Paul...

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Unformatted text preview: STA 100 Lecture 25 Paul Baines Department of Statistics University of California, Davis March 7th, 2011 Admin for the Day I Final project due Friday, 3pm I Office Hours project questions please! I Office hours Monday 9.30-11.30am, 3.00-4.30pm I Office hours Tuesday 11.00-12.00pm References for Today: Rosner, Ch 11 (7th Ed.) References for Wednesday: Rosner, Ch 11 (7th Ed.) Testing Regression Parameters We assumed that the the response was a linear function of the explanatory variable. Did we need the intercept? Did we need the slope? Would a simpler model have been ok? We need to be able to test whether the regression parameters are necessary i.e., is = 0? Testing Model Parameters Recall that our linear model is: Y i = + X i + i , i iid N ( , 2 ) . Two simpler models would be: Y i = X i + i , i iid N ( , 2 ) , [ = ] (1) Y i = + i , i iid N ( , 2 ) , [ = ] (2) We can test the hypothesis that = 0 or the hypothesis that = 0, and see if a simpler model would suffice. Testing the Slope 1. H : = 0 vs . H 1 : 6 = 0 2. Test statistic: t = SE ( ) = / s xx where s xx = n i =1 ( x i- x ) 2 . 3. Reference distribution: under H , the test statistic t follows a t- distribution with n- 2 degrees of freedom. 4. The p- value as usual is p = P ( | t n- 2 | > t ) 5. Decide to reject or not depending on the value of p 6. Interpret the meaning for your example Testing the Slope: Brain-Body Example 1. H : = 0 , vs . H 1 : 6 = 0 2. Test statisic: t = SE ( ) = . 43580 . 08751 = 4 . 980 . The estimate, standard error and test statistic are given in columns 1, 2 and 3 of the R output. 3. Reference distribution: under H , the test statistic t follows a t- distribution with 25 degrees of freedom. 4. The p- value is p = P ( | t n- 2 | > t ) = 0 . 0000392. The p- value is listed in column 4 of the R output . 5. Reject H since p < = 0 . 05. 6. The log-brain and log-body weights of animals appear to have a linear relationship (log-body weight is a statistically significant explanatory variable). Doing Linear Regression For the brain-body weight example we get: > RegModel.2 <- lm(log(brain)~log(body), data=animals) > summary(RegModel.2) [snipped] Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.99064 0.47051 6.356 1.18e-06 *** log(body) 0.43580 0.08751 4.980 3.93e-05 ***--- Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1 [snipped] I The asterisks in the last column make it easy to see whether or not each variable is necessary or not. I No asterisk (or dot) means that you can probably do without that variable (not much evidence it is not equal to zero)....
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This note was uploaded on 03/09/2011 for the course STAT 100 taught by Professor drake during the Spring '10 term at UC Davis.

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PDB_Stat_100_Lecture_25_Printable - STA 100 Lecture 25 Paul...

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