1. Introduction to Regression Lecture 6.2
Review of indicator variables
More on mammals
Review of course
Annual Examination, 2008
Diploma in Statistics
Introduction to Regression

2. Review of indicator variables
2-sample t as
One-way ANOVA
Regression on sample indicator
Diploma in Statistics
Introduction to Regression

3. Two-sample T for Recovery
Method N Mean StDev SE Mean A B
Difference = mu (A) - mu (B)
Estimate for difference:
95% CI for difference: (-2.423, )
T-Test of difference = 0 (vs not =):
T-Value = P-Value = DF = 22
Both use Pooled StDev =
Diploma in Statistics
Introduction to Regression

4. One-way ANOVA: Recovery versus Method
Source DF SS MS F P
Method
Error
Total
S = R-Sq = 28.50% R-Sq(adj) = 25.25%
Level N Mean StDev A B
Diploma in Statistics
Introduction to Regression

5. Regression Analysis: Recovery versus Method_A
Predictor Coef SE Coef T P
Constant
Method_A
S =
Analysis of Variance
Source DF SS MS F P
Regression
Residual Error
Total
Diploma in Statistics
Introduction to Regression

6. Regression Analysis: Recovery vs Method_A, Method_B
Predictor Coef SE Coef T P
Noconstant
Method_A
Method_B
S =
Analysis of Variance
Source DF SS MS F P
Regression
Residual Error
Total
Diploma in Statistics
Introduction to Regression

7. More on mammals
Diploma in Statistics
Introduction to Regression

8. Mammal clusters?
Diploma in Statistics
Introduction to Regression

9. Course Outline Review of Simple Linear Regression Initial analysis
Linear model
Prediction formula
Estimation and Testing
Correlation
Non-linear relationships
the log transformation,
and others
Diploma in Statistics
Introduction to Regression

10. Course Outline Multiple regression analysis Initial data analysis
Least squares fit and interpretation
Diagnostic analysis of residuals
Application
Special topics
indicator variables
correlated explanatory variables
model selection
Diploma in Statistics
Introduction to Regression

11. Course Outline Issues in interpreting regression "cause and effect"
control of study environment
observational studies vs
controlled experiments
Specialisations and extensions
a list!
Statistical computing laboratories
Diploma in Statistics
Introduction to Regression

12. Course Outline Case Study:
Public-Private Wage Differentials in Ireland,
by G. Boyle, R. McElligott and J. O'Leary,
ESRI Quarterly Economic Commentary,
Summer 2004
Diploma in Statistics
Introduction to Regression

13. Serial correlation, a cautionary tale
Analysis of a food commodity index
Simple linear trend analysis:
unexpected coefficients estimates
Advice: draw a scatterplot
Action: consult an econometrician,
calculate Durbin-Watson test, significant,
serial correlation
apply Cochrane-Orcutt method
no help
Diploma in Statistics
Introduction to Regression

14. What the data looked like
Diploma in Statistics
Introduction to Regression

15. Annual Examination, 2008 Diploma in Statistics
Introduction to Regression

16. Annual Examination, 2008 Diploma in Statistics
Introduction to Regression

17. Annual Examination, 2008 Diploma in Statistics
Introduction to Regression

18. Good luck!
Diploma in Statistics
Introduction to Regression