linear model

Preliminary

• Terms and Naming Conventions

Simple linear regression

• Simple Linear Model
  • Interpretation
  • Assumptions for the Error Component
  • Estimating
  • Tests
    • Testing the Usefulness Model

Multiple linear regression

• The Multiple Regression Model
• Estimating the Model

Model building

• Model Components
• Steps in Model Building
• Cross Validation

Testing the model

• Sum of Squares
• Coefficient of Determination
• Testing the Overall Utility of the Model
• Testing the Individual Model Parameters
• Test for Comparing Nested Models
• Testing the Assumptions of the Model

Variable screening methods

• Motivation Behind Screening Methods
• Stepwise Regression Methods
• All-Possible Regression Method
• Caveats in Screening Method Algorithms

A

• Sum of Squares Error
• Sum of Squares Regression
• Sum of Squares Total