1/22/2009

Inferences in Regression and Correlation Analysis (continued)

• SAS Example of inference for : Exercise 2.6(a,b) - airfreight.sas
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• 
• Sampling Distribution for b₀
• Expected Value
• Standard Deviation
• Inferences for intercept parameter
• Confidence Intervals
• Hypothesis Tests
• Inference for using SAS: Exercise 2.6(c,d) - airfreight.sas
• 
• 

• Interval estimation for , the mean response for a particular value of the explanatory variable
• Point estimator of
• Expected value & SD
• Sampling distribution
• CI for
• Example: Airfreight,
• n=10
• MSE = 2.2
• 
• 
• 
• Using SAS: See modification to airfreight.sas

• Prediction of a new observation
• Point estimator of
• Var(pred) = Variance of a new prediction
• CI for
• Example: Airfreight,
• n=10
• MSE = 2.2
• 
• 
• 
• 
• Using SAS: See modification to airfreight.sas

• Confidence band for the entire regression line
• Example: Airfreight,
• 
• 
• 
• Using SAS: See modification to airfreight.sas

• ANOVA approach to regression
• General Linear Test Approach
• Full model
• Reduced model
• Test stat:

Please read Sections 2.9 – 2.11 for Tuesday.

Prepare the following problems for a Problem Session on Thursday:

2.4, 2.13, 2.23, 2.51, 2.52