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- Politecnico di Milano
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- Mathematical Engineering
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- Modelli e Metodi dell'Inferenza Statistica
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Laboratorio 1 Regressione Lineare
Study material for Modelli e Metodi dell'Inferenza Statistica, shared by the Studwiz community and reviewed by moderators.
Modelli e Metodi dell'Inferenza StatisticaOther
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Laboratorio conR-1 Metodi e Modelli per l’Inferenza Statistica - Ing. Matematica - a.a. 2017-18 28/05/2018 Contents 0. Required packages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1. Linear regression and tests for coe cients significance. . . . . . . . . . . . . . . . . . . . . . . . 1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 2. Confidence Intervals and Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Confidence Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3. Diagnostics: detecting influential points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 Leverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 Standardized Residuals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 Studentized Residuals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 Cook’s distance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 4. Hypotheses of the model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 Homoschedasticity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 Normality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 Nonlinearity/Collinearity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 Violations of assumptions . . . . . . . . . . . . . . . . . . . . . . . . .…
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