Elements of statistics (MATH04871)


 Noel Daniels
 1 years ago
 Views:
Transcription
1 Elements of statistics (MATH04871) Prof. Dr. Dr. K. Van Steen University of Liège, Belgium December 10, 2012
2 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Analysis  EDA Estimation Confidence Intervals Hypothesis Testing Tab Outline I 1 Introduction to Statistics Why? What? Probability Statistics Some Examples Making Inferences Inferential Statistics Inductive versus Deductive Reasoning 2 Basic Probability Revisited 3 Sampling Samples and Populations Sampling Schemes Deciding Who to Choose Deciding How to Choose Nonprobability Sampling Probability Sampling A Practical Application Study Designs Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
3 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Analysis  EDA Estimation Confidence Intervals Hypothesis Testing Tab Outline II Classification Qualitative Study Designs Popular Statistics and Their Distributions Resampling Strategies 4 Exploratory Data Analysis  EDA Why? Motivating Example What? Data analysis procedures Outliers and Influential Observations How? Oneway Methods Pairwise Methods Assumptions of EDA 5 Estimation Introduction Motivating Example Approaches to Estimation: The Frequentist s Way Estimation by Methods of Moments Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
4 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Analysis  EDA Estimation Confidence Intervals Hypothesis Testing Tab Outline III Motivation What? How? Examples Properties of an Estimator Recapitulation Point Estimators and their Properties Properties of an MME Estimation by Maximum Likelihood What? How? Examples Profile Likelihoods Properties of an MLE Parameter Transformations 6 Confidence Intervals Importance of the Normal Distribution Interval Estimation What? How? Pivotal quantities Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
5 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Analysis  EDA Estimation Confidence Intervals Hypothesis Testing Tab Outline IV Examples Interpretation of CIs Recapitulation Pivotal quantities Examples Interpretation of CIs 7 Hypothesis Testing General procedure Hypothesis test for a single mean Pvalues Hypothesis tests beyond a single mean Errors and Power 8 Table analysis Dichotomous Variables Comparing two proportions using2 2 tables About RRs and ORs and their confidence intervals Chisquare Tests Goodnessoffit test Independence test Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
6 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Analysis  EDA Estimation Confidence Intervals Hypothesis Testing Tab Outline V Homogeneity test 9 Introduction to Linear Regression Correlation Analysis Simple Linear Regression Centering Inference on Regression Coefficients Checking Model Assumptions Relation between Experience and Wage 10 Frequently Asked Questions Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
7 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Dichotomous Analysis  EDA Variables Estimation Chisquare Confidence Tests Intervals Hypothesis Testing Tab Testing Hypothesis with Table Data Several Types of χ 2 tests: The following tests give rise to test statistics that follow a χ 2 distribution under their appropriate null (hypothesis) Test of Goodness of fit Test of independence Test of homogeneity or (no) association Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
8 Recall: Properties of the χ 2 distribution
9 A family of χ 2 distributions
10 Critical values of χ 2
11 The χ 2 table
12 The χ 2 table via the R software
13 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Dichotomous Analysis  EDA Variables Estimation Chisquare Confidence Tests Intervals Hypothesis Testing Tab The χ 2 goodnessoffit test Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
14 The χ 2 goodnessoffit test
15 Example: Handgun survey
16 Example: Handgun survey
17 Example: Handgun survey
18 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Dichotomous Analysis  EDA Variables Estimation Chisquare Confidence Tests Intervals Hypothesis Testing Tab The χ 2 test of independence Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
19 The χ 2 test of independence
20 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Dichotomous Analysis  EDA Variables Estimation Chisquare Confidence Tests Intervals Hypothesis Testing Tab The χ 2 test of no association (homogeneity) Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
21 Example: treatment response
22 Example: treatment response
23 Example: treatment response
24 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Correlation Analysis Analysis EDA Estimation Simple Linear Confidence Regression Intervals Centering Hypothesis Inference Testing on Regre Tab Quanitfying Associations Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
25 Correlation Analysis
26 Correlation Coefficients
27 Correlation Coefficients
28 Correlation Coefficients
29 To Remember
30 To Remember
31 Examples
32 Examples
33 Examples
34 Examples
35 Association and Causality
36 Bradford Hill s Criteria for Causality
37 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Correlation Analysis Analysis EDA Estimation Simple Linear Confidence Regression Intervals Centering Hypothesis Inference Testing on Regre Tab Simple Linear Regression (SLR) Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
38 Example Boxplot of % low income by education level:
39 Simple Linear Regression: Regression Line
40 Regression Analysis represented by Regression Line Equation
41 Interpretation of Regression Model Components
42 Interpretation of Regression Model Components
43 Why is Linear Regression so popular? Linear regression can refer to simple linear regression (one predictor) or multiple linear regression (more than 1 predictor) Linear regression naturally extends to quadratic, cubic... regression to investigate curvilinear relationships Linear regression is flexible, since it can deal with binary X continuous X categorical X confounders interactions (leading to korder regression models)
44 Example: Galton s study on height
45 Example: Galton s study on height
46 Regression Formalism I
47 Regression Formalism II
48 Regression Formalism: Model Assumptions The regression formalism naturally leads to four model assumptions: The relationship is linear The errors have the same variance The errors are independent of each other The errors are normally distributed When we satisfy the assumptions, it means that we have used all of the information available from the patterns in the data. When we violate an assumption, it usually means that there is a pattern to the data that we have not included in our model, and we could actually find a model that fits the data better.
49 Regression Formalism: Geometric Interpretation
50 Another example: City education versus income
51 Another example: City education versus income
52 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Correlation Analysis Analysis EDA Estimation Simple Linear Confidence Regression Intervals Centering Hypothesis Inference Testing on Regre Tab Where is our Intercept? Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
53 Need for Centering As in the City education versus income example:
54 Centering Use c = 12, as education level to center with:
55 Centering  New Regression Equation / Interpretation
56 Using Sample Data to Estimate the Truth So far, we have presented our fitted regression line as ŷ i = β 0 +β 1 x i, without having said anything about how to obtain the best such regression line.
57 Using Sample Data to Estimate the Truth Note: Sometimes linear regression is referred to as least squares regression. This has to do with the fact that a criterium of minimizing squared deviations from the mean is often used to estimate the parameters of the regression model. However, other estimation methods exist (beyond the scope of this course). Hence, since we actually used a sample to estimate the population regression line, a more accurate notation would have been ŷ i = ˆβ 0 + ˆβ 1 x i
58 Drawing Conclusions about Population Associations
59 Hypothesis Testing in Regression Formulation of null hypothesis, alternative hypothesis, derivation of test statistic:
60 Hypothesis Testing in Regression Would you have expected this statistic to follow a tdistribution?
61 Hypothesis Testing in Regression Would you have expected this statistic to follow a tdistribution? Summary table:confidence intervals for difference in means
62 Example: Education
63 Example: Education
64 The use of Confidence Intervals It becomes easy once you have a pivotal quantity identified:
65 The use of Confidence Intervals
66 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Correlation Analysis Analysis EDA Estimation Simple Linear Confidence Regression Intervals Centering Hypothesis Inference Testing on Regre Tab Statistical Modeling General Approach: Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
67 Statistical Modeling General Approach (continued):
68 Model Validity Checks
69 Model Validity Checks What do we have to check?
70 Model Validity Checks How do we have to check?
71 Residual Plots
72 LINE: Linear relationship
73 LINE: Linear relationship In applied statistics, a partial regression plot attempts to show the effect of adding an additional variable to the model (given that one or more independent variables are already in the model). Partial regression plots are also referred to as added variable plots or adjusted variable plots. Partial regression plots are formed by: 1 Computing the residuals of regressing the response variable against the independent variables but omitting Xi 2 Computing the residuals from regressing Xi against the remaining independent variables 3 Plotting the residuals from 1. against the residuals from 2.
74 LINE: Independent observations The relevant question here is: Are all the subjects surveyed independent of one another? In order to answer this question, one needs information about how the data were collected... Can the independence assumption be assessed graphically?
75 LINE: Independent observations Can the independence assumption be assessed graphically? If the lag plot (Y i versus Y i 1 ) is without structure, then the randomness assumption holds...
76 LINE
77 LINE
78 Graphical Model Validity Checks Plotting y versus x
79 Graphical Model Validity Checks: Residual Analysis Standardized residuals:
80 Graphical Model Validity Checks: Residual Analysis
81 Example 1: Residual Analysis on Health Status
82 Example 2: Nonlinearity
83 Example 3: Outliers
84 Example 4: Nonnormality
85 Example 5: Heteroscedasticity
86 Minimal Practice: Fit a regression line and...
87 Check model assumptions For instance, plot residuals versus x:
88 Check model assumptions Compute standardized residuals: Note that for a normal distribution, About 68.27% of the values lie within 1 standard deviation of the mean. Similarly, about 95.45% of the values lie within 2 standard deviations of the mean. Nearly all (99.73%) of the values lie within 3 standard deviations of the mean
89 Check model assumptions Plot standardized residuals versus x: Model fit: Residual pattern for people with very little experience?
90 Caution: Outliers Check
91 Caution: Normality Check
92 Caution: Homescedasticity Check
93 Recapitulation Questions?
94 Introduction to Statistics Basic Probability Revisited Sampling Exploratory Data Analysis  EDA Estimation Confidence Intervals Hypothesis Testing Tab Acknowledgements Most slides on formal statistical inference, chisquare testing and regression are based on an excellent course series of Sandy Eckel, Department of Biostatistics, Johns Hopkins Bloomberg School of Public Health, USA. Prof. Dr. Dr. K. Van Steen Elements of statistics (MATH04871)
Simple Linear Regression Inference
Simple Linear Regression Inference 1 Inference requirements The Normality assumption of the stochastic term e is needed for inference even if it is not a OLS requirement. Therefore we have: Interpretation
More informationChapter 7: Simple linear regression Learning Objectives
Chapter 7: Simple linear regression Learning Objectives Reading: Section 7.1 of OpenIntro Statistics Video: Correlation vs. causation, YouTube (2:19) Video: Intro to Linear Regression, YouTube (5:18) 
More informationInstitute of Actuaries of India Subject CT3 Probability and Mathematical Statistics
Institute of Actuaries of India Subject CT3 Probability and Mathematical Statistics For 2015 Examinations Aim The aim of the Probability and Mathematical Statistics subject is to provide a grounding in
More informationFairfield Public Schools
Mathematics Fairfield Public Schools AP Statistics AP Statistics BOE Approved 04/08/2014 1 AP STATISTICS Critical Areas of Focus AP Statistics is a rigorous course that offers advanced students an opportunity
More informationIntroduction to Regression and Data Analysis
Statlab Workshop Introduction to Regression and Data Analysis with Dan Campbell and Sherlock Campbell October 28, 2008 I. The basics A. Types of variables Your variables may take several forms, and it
More informationInferential Statistics
Inferential Statistics Sampling and the normal distribution Zscores Confidence levels and intervals Hypothesis testing Commonly used statistical methods Inferential Statistics Descriptive statistics are
More informationExample: Boats and Manatees
Figure 96 Example: Boats and Manatees Slide 1 Given the sample data in Table 91, find the value of the linear correlation coefficient r, then refer to Table A6 to determine whether there is a significant
More informationExample: Credit card default, we may be more interested in predicting the probabilty of a default than classifying individuals as default or not.
Statistical Learning: Chapter 4 Classification 4.1 Introduction Supervised learning with a categorical (Qualitative) response Notation:  Feature vector X,  qualitative response Y, taking values in C
More informationSimple Linear Regression in SPSS STAT 314
Simple Linear Regression in SPSS STAT 314 1. Ten Corvettes between 1 and 6 years old were randomly selected from last year s sales records in Virginia Beach, Virginia. The following data were obtained,
More information" Y. Notation and Equations for Regression Lecture 11/4. Notation:
Notation: Notation and Equations for Regression Lecture 11/4 m: The number of predictor variables in a regression Xi: One of multiple predictor variables. The subscript i represents any number from 1 through
More informationBusiness Statistics. Successful completion of Introductory and/or Intermediate Algebra courses is recommended before taking Business Statistics.
Business Course Text Bowerman, Bruce L., Richard T. O'Connell, J. B. Orris, and Dawn C. Porter. Essentials of Business, 2nd edition, McGrawHill/Irwin, 2008, ISBN: 9780073319889. Required Computing
More informationFactors affecting online sales
Factors affecting online sales Table of contents Summary... 1 Research questions... 1 The dataset... 2 Descriptive statistics: The exploratory stage... 3 Confidence intervals... 4 Hypothesis tests... 4
More informationMTH 140 Statistics Videos
MTH 140 Statistics Videos Chapter 1 Picturing Distributions with Graphs Individuals and Variables Categorical Variables: Pie Charts and Bar Graphs Categorical Variables: Pie Charts and Bar Graphs Quantitative
More informationRegression Analysis: A Complete Example
Regression Analysis: A Complete Example This section works out an example that includes all the topics we have discussed so far in this chapter. A complete example of regression analysis. PhotoDisc, Inc./Getty
More informationStatistics 305: Introduction to Biostatistical Methods for Health Sciences
Statistics 305: Introduction to Biostatistical Methods for Health Sciences Modelling the Log Odds Logistic Regression (Chap 20) Instructor: Liangliang Wang Statistics and Actuarial Science, Simon Fraser
More information11. Analysis of Casecontrol Studies Logistic Regression
Research methods II 113 11. Analysis of Casecontrol Studies Logistic Regression This chapter builds upon and further develops the concepts and strategies described in Ch.6 of Mother and Child Health:
More informationCurriculum Map Statistics and Probability Honors (348) Saugus High School Saugus Public Schools 20092010
Curriculum Map Statistics and Probability Honors (348) Saugus High School Saugus Public Schools 20092010 Week 1 Week 2 14.0 Students organize and describe distributions of data by using a number of different
More informationTechnology StepbyStep Using StatCrunch
Technology StepbyStep Using StatCrunch Section 1.3 Simple Random Sampling 1. Select Data, highlight Simulate Data, then highlight Discrete Uniform. 2. Fill in the following window with the appropriate
More informationCourse Text. Required Computing Software. Course Description. Course Objectives. StraighterLine. Business Statistics
Course Text Business Statistics Lind, Douglas A., Marchal, William A. and Samuel A. Wathen. Basic Statistics for Business and Economics, 7th edition, McGrawHill/Irwin, 2010, ISBN: 9780077384470 [This
More informationBiostatistics: Types of Data Analysis
Biostatistics: Types of Data Analysis Theresa A Scott, MS Vanderbilt University Department of Biostatistics theresa.scott@vanderbilt.edu http://biostat.mc.vanderbilt.edu/theresascott Theresa A Scott, MS
More informationAssumptions. Assumptions of linear models. Boxplot. Data exploration. Apply to response variable. Apply to error terms from linear model
Assumptions Assumptions of linear models Apply to response variable within each group if predictor categorical Apply to error terms from linear model check by analysing residuals Normality Homogeneity
More informationExploring Relationships using SPSS inferential statistics (Part II) Dwayne Devonish
Exploring Relationships using SPSS inferential statistics (Part II) Dwayne Devonish Reminder: Types of Variables Categorical Variables Based on qualitative type variables. Gender, Ethnicity, religious
More informationOrganizing Your Approach to a Data Analysis
Biost/Stat 578 B: Data Analysis Emerson, September 29, 2003 Handout #1 Organizing Your Approach to a Data Analysis The general theme should be to maximize thinking about the data analysis and to minimize
More informationCHAPTER 13 SIMPLE LINEAR REGRESSION. Opening Example. Simple Regression. Linear Regression
Opening Example CHAPTER 13 SIMPLE LINEAR REGREION SIMPLE LINEAR REGREION! Simple Regression! Linear Regression Simple Regression Definition A regression model is a mathematical equation that descries the
More informationSPSS Explore procedure
SPSS Explore procedure One useful function in SPSS is the Explore procedure, which will produce histograms, boxplots, stemandleaf plots and extensive descriptive statistics. To run the Explore procedure,
More informationSilvermine House Steenberg Office Park, Tokai 7945 Cape Town, South Africa Telephone: +27 21 702 4666 www.spsssa.com
SPSSSA Silvermine House Steenberg Office Park, Tokai 7945 Cape Town, South Africa Telephone: +27 21 702 4666 www.spsssa.com SPSSSA Training Brochure 2009 TABLE OF CONTENTS 1 SPSS TRAINING COURSES FOCUSING
More informationSimple linear regression
Simple linear regression Introduction Simple linear regression is a statistical method for obtaining a formula to predict values of one variable from another where there is a causal relationship between
More informationLecture 1: Review and Exploratory Data Analysis (EDA)
Lecture 1: Review and Exploratory Data Analysis (EDA) Sandy Eckel seckel@jhsph.edu Department of Biostatistics, The Johns Hopkins University, Baltimore USA 21 April 2008 1 / 40 Course Information I Course
More informationNCSS Statistical Software Principal Components Regression. In ordinary least squares, the regression coefficients are estimated using the formula ( )
Chapter 340 Principal Components Regression Introduction is a technique for analyzing multiple regression data that suffer from multicollinearity. When multicollinearity occurs, least squares estimates
More informationT O P I C 1 2 Techniques and tools for data analysis Preview Introduction In chapter 3 of Statistics In A Day different combinations of numbers and types of variables are presented. We go through these
More informationChapter 13 Introduction to Linear Regression and Correlation Analysis
Chapter 3 Student Lecture Notes 3 Chapter 3 Introduction to Linear Regression and Correlation Analsis Fall 2006 Fundamentals of Business Statistics Chapter Goals To understand the methods for displaing
More informationApplied Multiple Regression/Correlation Analysis for the Behavioral Sciences
Applied Multiple Regression/Correlation Analysis for the Behavioral Sciences Third Edition Jacob Cohen (deceased) New York University Patricia Cohen New York State Psychiatric Institute and Columbia University
More informationStatistics 112 Regression Cheatsheet Section 1B  Ryan Rosario
Statistics 112 Regression Cheatsheet Section 1B  Ryan Rosario I have found that the best way to practice regression is by brute force That is, given nothing but a dataset and your mind, compute everything
More informationLesson Lesson Outline Outline
Lesson 15 Linear Regression Lesson 15 Outline Review correlation analysis Dependent and Independent variables Least Squares Regression line Calculating l the slope Calculating the Intercept Residuals and
More informationService courses for graduate students in degree programs other than the MS or PhD programs in Biostatistics.
Course Catalog In order to be assured that all prerequisites are met, students must acquire a permission number from the education coordinator prior to enrolling in any Biostatistics course. Courses are
More information1. The parameters to be estimated in the simple linear regression model Y=α+βx+ε ε~n(0,σ) are: a) α, β, σ b) α, β, ε c) a, b, s d) ε, 0, σ
STA 3024 Practice Problems Exam 2 NOTE: These are just Practice Problems. This is NOT meant to look just like the test, and it is NOT the only thing that you should study. Make sure you know all the material
More informationDirections for using SPSS
Directions for using SPSS Table of Contents Connecting and Working with Files 1. Accessing SPSS... 2 2. Transferring Files to N:\drive or your computer... 3 3. Importing Data from Another File Format...
More informationStatistics in Retail Finance. Chapter 2: Statistical models of default
Statistics in Retail Finance 1 Overview > We consider how to build statistical models of default, or delinquency, and how such models are traditionally used for credit application scoring and decision
More informationFactor Analysis. Principal components factor analysis. Use of extracted factors in multivariate dependency models
Factor Analysis Principal components factor analysis Use of extracted factors in multivariate dependency models 2 KEY CONCEPTS ***** Factor Analysis Interdependency technique Assumptions of factor analysis
More informationRegression Modeling Strategies
Frank E. Harrell, Jr. Regression Modeling Strategies With Applications to Linear Models, Logistic Regression, and Survival Analysis With 141 Figures Springer Contents Preface Typographical Conventions
More informationList of Examples. Examples 319
Examples 319 List of Examples DiMaggio and Mantle. 6 Weed seeds. 6, 23, 37, 38 Vole reproduction. 7, 24, 37 Wooly bear caterpillar cocoons. 7 Homophone confusion and Alzheimer s disease. 8 Gear tooth strength.
More informationLeast Squares Estimation
Least Squares Estimation SARA A VAN DE GEER Volume 2, pp 1041 1045 in Encyclopedia of Statistics in Behavioral Science ISBN13: 9780470860809 ISBN10: 0470860804 Editors Brian S Everitt & David
More informationFinal Exam Practice Problem Answers
Final Exam Practice Problem Answers The following data set consists of data gathered from 77 popular breakfast cereals. The variables in the data set are as follows: Brand: The brand name of the cereal
More informationData analysis process
Data analysis process Data collection and preparation Collect data Prepare codebook Set up structure of data Enter data Screen data for errors Exploration of data Descriptive Statistics Graphs Analysis
More informationAP Statistics 2001 Solutions and Scoring Guidelines
AP Statistics 2001 Solutions and Scoring Guidelines The materials included in these files are intended for noncommercial use by AP teachers for course and exam preparation; permission for any other use
More information430 Statistics and Financial Mathematics for Business
Prescription: 430 Statistics and Financial Mathematics for Business Elective prescription Level 4 Credit 20 Version 2 Aim Students will be able to summarise, analyse, interpret and present data, make predictions
More informatione = random error, assumed to be normally distributed with mean 0 and standard deviation σ
1 Linear Regression 1.1 Simple Linear Regression Model The linear regression model is applied if we want to model a numeric response variable and its dependency on at least one numeric factor variable.
More informationRunning head: ASSUMPTIONS IN MULTIPLE REGRESSION 1. Assumptions in Multiple Regression: A Tutorial. Dianne L. Ballance ID#
Running head: ASSUMPTIONS IN MULTIPLE REGRESSION 1 Assumptions in Multiple Regression: A Tutorial Dianne L. Ballance ID#00939966 University of Calgary APSY 607 ASSUMPTIONS IN MULTIPLE REGRESSION 2 Assumptions
More informationChapter 7 Notes  Inference for Single Samples. You know already for a large sample, you can invoke the CLT so:
Chapter 7 Notes  Inference for Single Samples You know already for a large sample, you can invoke the CLT so: X N(µ, ). Also for a large sample, you can replace an unknown σ by s. You know how to do a
More informationChris Slaughter, DrPH. GI Research Conference June 19, 2008
Chris Slaughter, DrPH Assistant Professor, Department of Biostatistics Vanderbilt University School of Medicine GI Research Conference June 19, 2008 Outline 1 2 3 Factors that Impact Power 4 5 6 Conclusions
More information17. SIMPLE LINEAR REGRESSION II
17. SIMPLE LINEAR REGRESSION II The Model In linear regression analysis, we assume that the relationship between X and Y is linear. This does not mean, however, that Y can be perfectly predicted from X.
More informationYiming Peng, Department of Statistics. February 12, 2013
Regression Analysis Using JMP Yiming Peng, Department of Statistics February 12, 2013 2 Presentation and Data http://www.lisa.stat.vt.edu Short Courses Regression Analysis Using JMP Download Data to Desktop
More informationOverview Classes. 123 Logistic regression (5) 193 Building and applying logistic regression (6) 263 Generalizations of logistic regression (7)
Overview Classes 123 Logistic regression (5) 193 Building and applying logistic regression (6) 263 Generalizations of logistic regression (7) 24 Loglinear models (8) 54 1517 hrs; 5B02 Building and
More informationLecture 3: Linear methods for classification
Lecture 3: Linear methods for classification Rafael A. Irizarry and Hector Corrada Bravo February, 2010 Today we describe four specific algorithms useful for classification problems: linear regression,
More informationbusiness statistics using Excel OXFORD UNIVERSITY PRESS Glyn Davis & Branko Pecar
business statistics using Excel Glyn Davis & Branko Pecar OXFORD UNIVERSITY PRESS Detailed contents Introduction to Microsoft Excel 2003 Overview Learning Objectives 1.1 Introduction to Microsoft Excel
More informationDescriptive Statistics
Descriptive Statistics Primer Descriptive statistics Central tendency Variation Relative position Relationships Calculating descriptive statistics Descriptive Statistics Purpose to describe or summarize
More informationHypothesis Testing & Data Analysis. Statistics. Descriptive Statistics. What is the difference between descriptive and inferential statistics?
2 Hypothesis Testing & Data Analysis 5 What is the difference between descriptive and inferential statistics? Statistics 8 Tools to help us understand our data. Makes a complicated mess simple to understand.
More informationPrediction and Confidence Intervals in Regression
Fall Semester, 2001 Statistics 621 Lecture 3 Robert Stine 1 Prediction and Confidence Intervals in Regression Preliminaries Teaching assistants See them in Room 3009 SHDH. Hours are detailed in the syllabus.
More informationRegression Analysis Prof. Soumen Maity Department of Mathematics Indian Institute of Technology, Kharagpur. Lecture  2 Simple Linear Regression
Regression Analysis Prof. Soumen Maity Department of Mathematics Indian Institute of Technology, Kharagpur Lecture  2 Simple Linear Regression Hi, this is my second lecture in module one and on simple
More informationHYPOTHESIS TESTING: CONFIDENCE INTERVALS, TTESTS, ANOVAS, AND REGRESSION
HYPOTHESIS TESTING: CONFIDENCE INTERVALS, TTESTS, ANOVAS, AND REGRESSION HOD 2990 10 November 2010 Lecture Background This is a lightning speed summary of introductory statistical methods for senior undergraduate
More informationThe Basic TwoLevel Regression Model
2 The Basic TwoLevel Regression Model The multilevel regression model has become known in the research literature under a variety of names, such as random coefficient model (de Leeuw & Kreft, 1986; Longford,
More information4. Simple regression. QBUS6840 Predictive Analytics. https://www.otexts.org/fpp/4
4. Simple regression QBUS6840 Predictive Analytics https://www.otexts.org/fpp/4 Outline The simple linear model Least squares estimation Forecasting with regression Nonlinear functional forms Regression
More information1. What is the critical value for this 95% confidence interval? CV = z.025 = invnorm(0.025) = 1.96
1 Final Review 2 Review 2.1 CI 1propZint Scenario 1 A TV manufacturer claims in its warranty brochure that in the past not more than 10 percent of its TV sets needed any repair during the first two years
More informationChapter 14: Analyzing Relationships Between Variables
Chapter Outlines for: Frey, L., Botan, C., & Kreps, G. (1999). Investigating communication: An introduction to research methods. (2nd ed.) Boston: Allyn & Bacon. Chapter 14: Analyzing Relationships Between
More informationThe importance of graphing the data: Anscombe s regression examples
The importance of graphing the data: Anscombe s regression examples Bruce Weaver Northern Health Research Conference Nipissing University, North Bay May 3031, 2008 B. Weaver, NHRC 2008 1 The Objective
More information, has mean A) 0.3. B) the smaller of 0.8 and 0.5. C) 0.15. D) which cannot be determined without knowing the sample results.
BA 275 Review Problems  Week 9 (11/20/0611/24/06) CD Lessons: 69, 70, 1620 Textbook: pp. 520528, 111124, 133141 An SRS of size 100 is taken from a population having proportion 0.8 of successes. An
More informationSAS Software to Fit the Generalized Linear Model
SAS Software to Fit the Generalized Linear Model Gordon Johnston, SAS Institute Inc., Cary, NC Abstract In recent years, the class of generalized linear models has gained popularity as a statistical modeling
More informationINTRODUCTORY STATISTICS
INTRODUCTORY STATISTICS FIFTH EDITION Thomas H. Wonnacott University of Western Ontario Ronald J. Wonnacott University of Western Ontario WILEY JOHN WILEY & SONS New York Chichester Brisbane Toronto Singapore
More informationBusiness Analytics. Methods, Models, and Decisions. James R. Evans : University of Cincinnati PEARSON
Business Analytics Methods, Models, and Decisions James R. Evans : University of Cincinnati PEARSON Boston Columbus Indianapolis New York San Francisco Upper Saddle River Amsterdam Cape Town Dubai London
More informationMultiple Regression: What Is It?
Multiple Regression Multiple Regression: What Is It? Multiple regression is a collection of techniques in which there are multiple predictors of varying kinds and a single outcome We are interested in
More information2. Simple Linear Regression
Research methods  II 3 2. Simple Linear Regression Simple linear regression is a technique in parametric statistics that is commonly used for analyzing mean response of a variable Y which changes according
More informationOrdinal Regression. Chapter
Ordinal Regression Chapter 4 Many variables of interest are ordinal. That is, you can rank the values, but the real distance between categories is unknown. Diseases are graded on scales from least severe
More informationSimple Predictive Analytics Curtis Seare
Using Excel to Solve Business Problems: Simple Predictive Analytics Curtis Seare Copyright: Vault Analytics July 2010 Contents Section I: Background Information Why use Predictive Analytics? How to use
More informationWeek TSX Index 1 8480 2 8470 3 8475 4 8510 5 8500 6 8480
1) The S & P/TSX Composite Index is based on common stock prices of a group of Canadian stocks. The weekly close level of the TSX for 6 weeks are shown: Week TSX Index 1 8480 2 8470 3 8475 4 8510 5 8500
More informationSection Format Day Begin End Building Rm# Instructor. 001 Lecture Tue 6:45 PM 8:40 PM Silver 401 Ballerini
NEW YORK UNIVERSITY ROBERT F. WAGNER GRADUATE SCHOOL OF PUBLIC SERVICE Course Syllabus Spring 2016 Statistical Methods for Public, Nonprofit, and Health Management Section Format Day Begin End Building
More informationGLM I An Introduction to Generalized Linear Models
GLM I An Introduction to Generalized Linear Models CAS Ratemaking and Product Management Seminar March 2009 Presented by: Tanya D. Havlicek, Actuarial Assistant 0 ANTITRUST Notice The Casualty Actuarial
More informationSection 14 Simple Linear Regression: Introduction to Least Squares Regression
Slide 1 Section 14 Simple Linear Regression: Introduction to Least Squares Regression There are several different measures of statistical association used for understanding the quantitative relationship
More informationLOGIT AND PROBIT ANALYSIS
LOGIT AND PROBIT ANALYSIS A.K. Vasisht I.A.S.R.I., Library Avenue, New Delhi 110 012 amitvasisht@iasri.res.in In dummy regression variable models, it is assumed implicitly that the dependent variable Y
More informationSTATISTICA Formula Guide: Logistic Regression. Table of Contents
: Table of Contents... 1 Overview of Model... 1 Dispersion... 2 Parameterization... 3 SigmaRestricted Model... 3 Overparameterized Model... 4 Reference Coding... 4 Model Summary (Summary Tab)... 5 Summary
More informationSydney Roberts Predicting Age Group Swimmers 50 Freestyle Time 1. 1. Introduction p. 2. 2. Statistical Methods Used p. 5. 3. 10 and under Males p.
Sydney Roberts Predicting Age Group Swimmers 50 Freestyle Time 1 Table of Contents 1. Introduction p. 2 2. Statistical Methods Used p. 5 3. 10 and under Males p. 8 4. 11 and up Males p. 10 5. 10 and under
More informationIntroduction to Quantitative Methods
Introduction to Quantitative Methods October 15, 2009 Contents 1 Definition of Key Terms 2 2 Descriptive Statistics 3 2.1 Frequency Tables......................... 4 2.2 Measures of Central Tendencies.................
More informationA Primer on Mathematical Statistics and Univariate Distributions; The Normal Distribution; The GLM with the Normal Distribution
A Primer on Mathematical Statistics and Univariate Distributions; The Normal Distribution; The GLM with the Normal Distribution PSYC 943 (930): Fundamentals of Multivariate Modeling Lecture 4: September
More informationModule 9: Nonparametric Tests. The Applied Research Center
Module 9: Nonparametric Tests The Applied Research Center Module 9 Overview } Nonparametric Tests } Parametric vs. Nonparametric Tests } Restrictions of Nonparametric Tests } OneSample ChiSquare Test
More informationPenalized regression: Introduction
Penalized regression: Introduction Patrick Breheny August 30 Patrick Breheny BST 764: Applied Statistical Modeling 1/19 Maximum likelihood Much of 20thcentury statistics dealt with maximum likelihood
More informationLinear Regression. Chapter 5. Prediction via Regression Line Number of new birds and Percent returning. Least Squares
Linear Regression Chapter 5 Regression Objective: To quantify the linear relationship between an explanatory variable (x) and response variable (y). We can then predict the average response for all subjects
More informationUnit 31 A Hypothesis Test about Correlation and Slope in a Simple Linear Regression
Unit 31 A Hypothesis Test about Correlation and Slope in a Simple Linear Regression Objectives: To perform a hypothesis test concerning the slope of a least squares line To recognize that testing for a
More informationUnivariate Regression
Univariate Regression Correlation and Regression The regression line summarizes the linear relationship between 2 variables Correlation coefficient, r, measures strength of relationship: the closer r is
More informationMultiple Linear Regression
Multiple Linear Regression A regression with two or more explanatory variables is called a multiple regression. Rather than modeling the mean response as a straight line, as in simple regression, it is
More informationAP Statistics: Syllabus 1
AP Statistics: Syllabus 1 Scoring Components SC1 The course provides instruction in exploring data. 4 SC2 The course provides instruction in sampling. 5 SC3 The course provides instruction in experimentation.
More informationStatistics I for QBIC. Contents and Objectives. Chapters 1 7. Revised: August 2013
Statistics I for QBIC Text Book: Biostatistics, 10 th edition, by Daniel & Cross Contents and Objectives Chapters 1 7 Revised: August 2013 Chapter 1: Nature of Statistics (sections 1.11.6) Objectives
More informationRegression, least squares
Regression, least squares Joe Felsenstein Department of Genome Sciences and Department of Biology Regression, least squares p.1/24 Fitting a straight line X Two distinct cases: The X values are chosen
More informationLecture 3 : Hypothesis testing and modelfitting
Lecture 3 : Hypothesis testing and modelfitting These dark lectures energy puzzle Lecture 1 : basic descriptive statistics Lecture 2 : searching for correlations Lecture 3 : hypothesis testing and modelfitting
More informationA Primer on Forecasting Business Performance
A Primer on Forecasting Business Performance There are two common approaches to forecasting: qualitative and quantitative. Qualitative forecasting methods are important when historical data is not available.
More information12.5: CHISQUARE GOODNESS OF FIT TESTS
125: ChiSquare Goodness of Fit Tests CD121 125: CHISQUARE GOODNESS OF FIT TESTS In this section, the χ 2 distribution is used for testing the goodness of fit of a set of data to a specific probability
More information16 : Demand Forecasting
16 : Demand Forecasting 1 Session Outline Demand Forecasting Subjective methods can be used only when past data is not available. When past data is available, it is advisable that firms should use statistical
More informationNote 2 to Computer class: Standard misspecification tests
Note 2 to Computer class: Standard misspecification tests Ragnar Nymoen September 2, 2013 1 Why misspecification testing of econometric models? As econometricians we must relate to the fact that the
More informationMULTIPLE REGRESSION AND ISSUES IN REGRESSION ANALYSIS
MULTIPLE REGRESSION AND ISSUES IN REGRESSION ANALYSIS MSR = Mean Regression Sum of Squares MSE = Mean Squared Error RSS = Regression Sum of Squares SSE = Sum of Squared Errors/Residuals α = Level of Significance
More informationPOLYNOMIAL AND MULTIPLE REGRESSION. Polynomial regression used to fit nonlinear (e.g. curvilinear) data into a least squares linear regression model.
Polynomial Regression POLYNOMIAL AND MULTIPLE REGRESSION Polynomial regression used to fit nonlinear (e.g. curvilinear) data into a least squares linear regression model. It is a form of linear regression
More informationAdditional sources Compilation of sources: http://lrs.ed.uiuc.edu/tseportal/datacollectionmethodologies/jintselink/tselink.htm
Mgt 540 Research Methods Data Analysis 1 Additional sources Compilation of sources: http://lrs.ed.uiuc.edu/tseportal/datacollectionmethodologies/jintselink/tselink.htm http://web.utk.edu/~dap/random/order/start.htm
More informationMINITAB ASSISTANT WHITE PAPER
MINITAB ASSISTANT WHITE PAPER This paper explains the research conducted by Minitab statisticians to develop the methods and data checks used in the Assistant in Minitab 17 Statistical Software. OneWay
More information