Week 6
Introduction
Digging deeper into linear regression inference using classical procedures. Further definitions of confidence intervals, sampling distribution, and interpretations of p-values. Regression conditions for valid inferences. Topics will explore evaluation of residuals for checking of conditions.
Objectives
- Construct a confidence interval
- Define the sampling distribution
- Perform significance testing
- Interpret p-value as a continuous probability
- Define what a residual is
- Define common statistical conditions for linear regression
- Interpret residual plots
Activities
- Read Chapter 2 of Applied Regression: An Introduction
- Read Chapter 3, section 1 of Introduction to Statistical Learning
- Engage with course notes.
- Optional, Read 24.4 of Introduction to Modern Statistics
- Section 11.1 of Regression and Other Stories Regression and Other Stories.
- Optional, Read ASA statement on p-values