0% found this document useful (0 votes)
31 views3 pages

36-202 Methods For Statistics and Data Science

More notes on basic stat concepts

Uploaded by

Fyrecracker
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
31 views3 pages

36-202 Methods For Statistics and Data Science

More notes on basic stat concepts

Uploaded by

Fyrecracker
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

RegressionModels

simple linear regression Error assumptions :

Y =
Bo + B X + Ei Normal distribution
,

Ho : B
,
= 0 ; Ha : P ,
00 = Residual SE Mean of
O
Parameters : B Bi
., ,
S Independent
R2:% of relationship explained by model Fixed STDEV O

Prediction interval for specific


datapoint : a

confidence interval BAISE : Nonlinear model (exquadratic) :

= BotB , XtBejei (same error assumptions


(
Residual diagnostics :
QQ plot : for validating normality
Residuals us fitted : want mean G want valuesto generally conform

fairly random distribution to the line


Multiple Regression Multicollinearity
Y Bo + B XyBzXz explanatory variables have high correlation
BpXp + Ei
= + 2
--- a
,

same errorassumptions vify =


-R2 (Refrom model X, - allother
,
explanars)
Bovalues are evaluated when holding all others constant vif is dangerous if above 2 5
.

slope
categorical variables Interaction affectthe
in Linear regression together
Dummy variable : Ed desiredcategor
as Model : Y =
Bo + BiX, JBz Dummy Bummy rei

always have n-1 dummies also works w/multiple levels


Model : Bo + Bix, + Badummy ,
....

Budummyn Ei

You might also like