- Homework: Do Myers' problem: 3.20 (on page 160, data). Also give me a histogram of the residuals.
- Read all of chapter 5.

- Which residuals?
- Y - Y-hat: don't have the same variance under ideal circumstances. They aren't independent either!
- (Y - Y-hat)/SD(Y - Y-hat) called studentized residuals: normalizes to common scale.
- Leave one out statistics: remove the data point--run the regression and refit and standardize. Luckilly no need for doing all this work--its the same as the studentized residual! (related to PRESS = Prediction Sum of Squares)
- Use variance with value or not? CAlled externally
studentized or R-student. Has a known distribution:
t
_{n-p-1}.

- Using regression to test outliers
- Did TMI affect the price of GPU? csv
- Need a Bonferroni correction if you don't know the cause of the outlier.

- Using regression to test for curvature
- Is there a non-linear effect caused by X?
- Test it by putting in X
^{2}.

- Histogramming the residuals
- outliers
- normality

- Plotting residuals vs Y-hat
- Feel good plot
- shows off R-sq
- Might suggest need to transform Y

- Plotting residuals vs X's
- curvature
- hetroskadasticity

- Plotting residuals vs partial regression
- X-axis is X regressed on all other variables
- Shows leverage effects
- slope is partial slope in regression

Last modified: Tue Feb 20 08:18:47 2001

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