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Stat 200b. Chapter 8. Linear regression models.. n by 1, n by 2, 2 by 1, n by 1.

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Presentation on theme: "Stat 200b. Chapter 8. Linear regression models.. n by 1, n by 2, 2 by 1, n by 1."— Presentation transcript:

1 Stat 200b. Chapter 8. Linear regression models.

2 n by 1, n by 2, 2 by 1, n by 1

3

4 13 by 5

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6

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8 Effect of increasing seat height is 2  1

9 Some matrix review transpose multiplication inverse derivatives

10 Normal linear model. Estimation

11 Profile log likelihood

12 Straight-line/simple regression.

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14 Fitted values. NB. Assuming matrix inverse exists

15 Weighted least squares. inverse existing

16 Example 8.8. Cycling data

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19 Example 8.10. Maize data.

20 Likelihood quantities.

21 Take expected values

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23 Normal distribution theory. Full rank case

24 A useful decomposition.

25 Confidence interval.

26 Gauss-Markov Theorem. page 374

27 There is a generalized inverse variant Example.

28 Eg. Teaching methods data, p. 427 Method average Usual 17 14 24 20 24 … 24 19.67 Praised 28 30 29 24 27 … 23 27.41


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