2/2/2007

Diagnostics and remedial measures

• F-test for lack of fit
  • Must have at least 2 repeated observations on a level of x
• See bank.sas
• Start with full model
• Consider the reduced model under the appropriate null hypothesis
• The difference between the two error sums of squares is SSLF (see Figure 3.12 on p. 125)
• See modified ANOVA table on p. 126
• Transformations for Nonlinear Relations
  • Log
  • Square
  • Reciprocal
  • Box-Cox Transformations - A general family of power transformations
• Scatterplot Smoothing Methods
  • Method of moving averages
  • Method of running medians
  • Locally weighted scatterplot smoothing (LOWESS)

We will have a problem session on Monday