Class Meeting 24

Class Meeting 24 - CHEN 3010 Applied Data Analysis Class...

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1 CHEN 3010 Applied Data Analysis Class Meeting #24 Tuesday, Nov. 23rd Today's Topics Reading for Tuesday (after Thanksgiving) : pages 317-331 Hypothesis Testing and Confidence Intervals in General Linear Regression Minitab Regression Tools – Stepwise Regression Cook’s distance measure, Variance Inflation Factors, C p, Adjusted R 2 , S Homework #10, due on Tuesday November 30 th
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2 Statistical Properties of Least Squares Estimators 1 TT ˆ  = ⋅⋅  β XX Xy Estimated model parameters ˆ Ε ββ unbiased Uncertainty of the estimated model parameters 22 2 0 01 0k 2 01 1 1k 2 1k k ˆ ˆ Cov σγ γ γσ γγ σ  = β  Diagonal elements are parameter variances Off-diagonal elements represent interaction between parameters
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3 ( ) ( ) T 1 T2 e ˆ ˆˆ ˆ Cov Εσ  = ⋅−   β ββ X X Estimating the parameter covariance matrix ( ) ( ) n 2 i 2 i1 E e e SS ˆ n k1 n σ = = = −+ The uncertainty in the residuals is transmitted through to uncertainty in the parameters through the matrix
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This note was uploaded on 10/11/2011 for the course CHEN 3010 taught by Professor Kompala,dh during the Spring '08 term at Colorado.

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Class Meeting 24 - CHEN 3010 Applied Data Analysis Class...

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