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Statistics 350 Lecture 23
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Today Today: Exam next day Good Chapter 7 questions: 7.1, 7.2, 7.3, 7.28, 7.29
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Some stuff from office hours Deriving the least squares estimator for Useful result: Why useful?
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Some stuff from office hours Mistakes in book:
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Some stuff from office hours Test for lack of fit: Full model and reduced model terminology?
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Some stuff from office hours How to estimate variance of mean response for multiple linear regression model? Prediction Variance?
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Some stuff from office hours Sums of squares…what will I have available?
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Some stuff from office hours How do I compute the extra sums of squares?
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Examples from Chapter 7 7.29 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 )
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Examples from Chapter 7 7.28 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 ?
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