Sumários
Lecture 3
1 Março 2024, 11:00 • Rui Paulo
Weighted multiple linear regression. Matrix formulation of the model and of the weighted least squares criterion.
Weighted least squares estimates of the regression coefficients. Properties. Decomposition of the total variation. Adjusted R-square.
Estimating the variance of fitted values.
Example of fitting a multiple linear regression in R.
Interpretation of the coefficients (unfinished).
Lecture 2
23 Fevereiro 2024, 11:00 • Rui Paulo
Linear regression. Weighted simple linear regression. Motivating example. Weighted least squares estimators and properties. Multiple R-square. Fitting a linear regression in R.
Lecture 1
16 Fevereiro 2024, 11:00 • Rui Paulo
Practical aspects of the course.
Data: response and explanatory variables. Numeric explanatory variables and factors. Plotting data. Coding of factors using dummy variables.
Statistical models: random and systematic components.
Generalized linear models and how they generalize linear regression models.