E - NCSU Statistics

... although a safe bet is that most statisticians would be more comfortable with a procedure which produced the model y=O and identified two outliers. Dennis Boos of North Carolina State University suggested the following method of constructing examples for multiple linear regression models. For exampl ...

... although a safe bet is that most statisticians would be more comfortable with a procedure which produced the model y=O and identified two outliers. Dennis Boos of North Carolina State University suggested the following method of constructing examples for multiple linear regression models. For exampl ...

Logistic regression

... Y j 1 X 1 j 2 X 2 j is the intercept, the value of Y when X1 and X2 = 0 1 and 2 are termed partial regression coefficients 1 expresses the change of Y for one unit of X when 2 is kept constant ...

... Y j 1 X 1 j 2 X 2 j is the intercept, the value of Y when X1 and X2 = 0 1 and 2 are termed partial regression coefficients 1 expresses the change of Y for one unit of X when 2 is kept constant ...

to get the file

... •use Monte Carlo simulation techniques for this as it is easy! •Also do minor statistical consulting work. This has led to publications with a couple of cardiologists. More of these coming. ...

... •use Monte Carlo simulation techniques for this as it is easy! •Also do minor statistical consulting work. This has led to publications with a couple of cardiologists. More of these coming. ...

Linear Regression For (X, Y ) a pair of random variables with values

... • span{x1 , . . . , xi } = span{z1 , . . . , zi }, hence zp ⊥ x1 , . . . , xp−1 • xp = zp + w with w ⊥ zp . Hence β̂p = zTp xp β̂j = zTp XT β̂ = zTp ZT β̄ = β̄p . It is assumed above that the p column vectors are linearly independent and thus span a space of dimension p. Equivalently the matrix X ha ...

... • span{x1 , . . . , xi } = span{z1 , . . . , zi }, hence zp ⊥ x1 , . . . , xp−1 • xp = zp + w with w ⊥ zp . Hence β̂p = zTp xp β̂j = zTp XT β̂ = zTp ZT β̄ = β̄p . It is assumed above that the p column vectors are linearly independent and thus span a space of dimension p. Equivalently the matrix X ha ...

2006-01-20 princomp, ridge, PLS

... Note the FIRST power of the length in the penalty function. Another view: Solve a constrained optimization problem (restricting the model space): ...

... Note the FIRST power of the length in the penalty function. Another view: Solve a constrained optimization problem (restricting the model space): ...

simulation study

... normal. (See the code ’slrinf.r’ in the rfiles directory for hints on computation.) ...

... normal. (See the code ’slrinf.r’ in the rfiles directory for hints on computation.) ...