Class Meeting 23

Class Meeting 23 - CHEN 3010 Applied Data Analysis Class...

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1 CHEN 3010 Applied Data Analysis Class Meeting #23 Thursday, Nov. 18 th Today's Topics Homework #9 due now Reading for Tuesday: pages 286-301 Homework #10 will be posted today, due Tuesday November 30 th or Thursday December 2 nd ? General Linear Regression Multiple Regression & Polynomial Regression
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2 Choice of Models Model y=f(x 1 ,x 2 ,…) Empirical Model Fundamental Model (based on conservation laws and constitutive equations) Algebraic Differential equation Partial differential equation Linear Nonlinear Polynomial Other Transformable to linear Other
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3 Model Building Techniques models based on fundamental knowledge are generally preferred and better empirical models raise the issue: how many terms to include in the model? for example: 222 0 1 1 2 2 3 3 11 1 22 2 33 3 12 1 2 13 1 3 23 2 3 y xxx x x x xx ββ β βββ = ++ + + + + + quadratic response surface model in 3 independent variables model has 10 terms if we consider all sub-models (with various terms removed) there is a total of 1024 possible models that implies we need some sort of strategy
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4 Model Building choose several models that are good candidates to fit the pattern of the data carry out regression calculations to fit the models to the data use statistical "goodness of fit" measures and analysis of residuals to determine which model is best and which models are adequate apply the principle of parsimony:
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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 23 - CHEN 3010 Applied Data Analysis Class...

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