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1. Simple Linear Regression
Contents
Applied Linear Regression Notes
Copyright ©Dr. W. J. Phillips
February, 2010
1. Simple Linear Regression
1.1 The model
1.2 Estimation of the Parameters
1.3 Estimation of the Variance
1.4 Inferences Concerning the Slope
1.5 Inferences Concerning the Intercept
1.6 Inferences Concerning the Mean
1.7 Prediction Intervals
1.8 An Example
1.9 Analysis of Variance Approach to regression
1.10 Coefficient of Determination:
1.11 General Linear Test
1.12 Lack of Fit Test
1.13 Analysis of Residuals
1.14 Transformations
1.15 Simultaneous Inference
2. Multiple Regression
2.1 Least Squares Estimation of the Coefficients
2.2 The Multivariate Normal Distribution
2.3 Distribution of the Coefficients
2.4 Estimation of
2.5 Inferences Concerning the Regression Coefficients
2.6 Fitted Values and Residuals
2.7 An Example
2.8 Inferences Concerning the Mean
2.9 Inferences Concerning Predicted Values
2.10 Analysis of Variance Results
2.11 Coefficient of Multiple Determination:
2.12 Lack of Fit Test
2.13 Analysis of Residuals
2.14 Tests Concerning the Regression Coefficients
2.15 Multicollinearity
2.16 Polynomial Regression
2.17 Model Selection
2.18 Outliers and Influential Observations
2.19 Qualitative Predictor Variables
Contents
William Phillips
2010-02-18
