Statistics 350 Lecture 23. Today Today: Exam next day Good Chapter 7 questions: 7.1, 7.2, 7.3, 7.28, 7.29.

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Presentation transcript:

Statistics 350 Lecture 23

Today Today: Exam next day Good Chapter 7 questions: 7.1, 7.2, 7.3, 7.28, 7.29

Some stuff from office hours Deriving the least squares estimator for  Useful result: Why useful?

Some stuff from office hours Mistakes in book:

Some stuff from office hours Test for lack of fit: Full model and reduced model terminology?

Some stuff from office hours How to estimate variance of mean response for multiple linear regression model? Prediction Variance?

Some stuff from office hours Sums of squares…what will I have available?

Some stuff from office hours How do I compute the extra sums of squares?

Examples from Chapter a Show that SSR(X 1, X 2, X 3, X 4 )=SSR(X 2, X 3 ) + SSR(X 1 | X 2, X 3 ) + SSR(X 4 | X 1, X 2, X 3 )

Examples from Chapter b For the multiple linear regression model with 5 variables, what is the relevant extra sum of squares for testing whether or not  5 =0 ?