3/17/2009

Chapter 7: Multiple Regression II

• General linear model:
  Question: What X’s to keep? What X’s to add?
• Two situations:
• X’s are not correlated à today
• X’s are correlated à Thursday

• Extra Sum of Squares
• Interpretation
• Decomposition (See Figure 7.1, p. 261)
• On SAS (see bodyfat.sas):
• Type I SS
• Type II SS
• Using Extra SS to test hypotheses for β’s – Full vs. Reduced model!
• Overall F test: H₀: all β = 0
• Partial F test: H₀: one β = 0
• Partial F test: H₀: some β’s = 0
• Other tests

Discussion about Exam 1

For Thursday: Finish reading Chapter 7, rewrite #3 from the exam, and prepare Problems #7.7, 10, 15, and 27 for a problem session.

Reminder: Chapter 6 homework is due Thursday.