Sumários

Lecture 4

10 Março 2023, 11:00 • RUI MIGUEL BATISTA PAULO

Inference in the context of the linear regression model: hypothesis tests and confidence intervals for individual regression coefficients. Confidence intervals for the mean response.

Comparing nested models: F-test.

Homework 1.

Lecture 3

3 Março 2023, 11:00 • RUI MIGUEL BATISTA PAULO

Weighted multiple linear regression: weighted least squares estimator of the regression coefficients and corresponding statistical properties. Estimating the expected response. Interpretation of the coefficients of a multiple regression model.

Lecture 2

24 Fevereiro 2023, 11:00 • RUI MIGUEL BATISTA PAULO

Linear regression.

Weighted simple linear regression. Motivating example. Weighted least squares estimators and properties. Multiple R-square. Fitting a linear regression in R.

Multiple weighted linear regression. Matrix formulation.

Lecture 1

17 Fevereiro 2023, 11:00 • RUI MIGUEL BATISTA 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.