TAILIEUCHUNG - Mathematical statistics with applications 2

(BQ) Part 2 book "Mathematical statistics with applications" has contents: Linear regression models, design of experiments, analysis of variance, bayesian estimation and inference, nonparametric tests, empirical methods, some issues in statistical applications - an overview. | Chapter 8 Linear Regression Models Objective: In this chapter we will study linear relationships in sample data and use the method of least squares to estimate the necessary parameters. Introduction 412 The Simple Linear Regression Model 413 Inferences on the Least-Squares Estimators 428 Predicting a Particular Value of Y 437 Correlation Analysis 440 Matrix Notation for Linear Regression 445 Regression Diagnostics 451 Chapter Summary 454 Computer Examples 455 Projects for Chapter 8 461 Sir Francis Galton (Source: ) Mathematical Statistics with Applications Copyright © 2009 by Academic Press, Inc. All rights of reproduction in any form reserved. 411 412 CHAPTER 8 Linear Regression Models English scientist Sir Francis Galton (1822–1911), a cousin of Charles Darwin, made significant contributions to both genetics and psychology. He is the inventor of regression and a pioneer in applying statistics to biology. One of the data sets that he considered consisted of the heights of fathers and first sons. He was interested in predicting the height of son based on the height of father. Looking at the scatterplots of these heights, Galton saw that the trend was linear and increasing. After fitting a line to these data (using the techniques described in this chapter), he observed that for fathers whose heights were taller than the average, the regression line predicted that taller fathers tended to have shorter sons and shorter fathers tended to have taller sons. There is a regression toward the mean. That is how the method of this chapter got its name: regression. INTRODUCTION In earlier chapters, we were primarily concerned about inferences on population parameters. In this chapter, we examine the relationship between one or more variables and create a model that can be used for predictive purposes. For example, consider the question “Is there statistical evidence to conclude that the .

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