Linear Models
General Form
Notation for Multiple Predictors
Design Matrix
Parameter Vector
Error Vector
Matrix Algebra for OLS
Solution for Parameter Vector
Calculating Fitted Values
Calculating Residuals
Holding Other Variables Constant
Interpretation in Context
Standardized Coefficients
Cautions in Interpretation
Formula for F-statistic
Interpretation
Hypotheses for F-test
Decision Criteria
Calculation
Overfitting
Spurious Improvement
Formula for Adjusted R-squared
Advantages over R-squared
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3. Inference in Simple Linear Regression
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5. Model Diagnostics and Assumption Checking