Session 3: Outline KKMN Chapter 7 (The Analysis of Variance Table) =============================================== Preamble - is this chapter central/essential in understanding and interpreting regression results? main use is in testing a "block" of variables in a multiple regression... otherwise, can get by with CI's and tests based on t-distribution 7.1 Preview - see my notes re "classical" anova 7.2 The Anova Table for regression - same structure whether one or many X's - equation 7.1 page 105 is the key, and the origin of the term "anova" itself ("partitioning" of variance) - In notes, I give the algebraic proof, but Fig 7.1 is enough for our purposes - basis for the F test not that well explained; see simulation using Excel. * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * KKMN Chapter 8 (Multiple Regression Analysis ... General ) ========================================================== Preamble / Motivation / ... --------------------------- - Easy to carry out (just click!) - Easy to be "glib" about what it accomplishes - BUT ... WHY use it ??? HOW to explain to father-in-law? If interested in independent contributions of each of several variables... are there situations where one can assess them one at a time i.e. assess a particular X while ignoring the others ... assess a different X while ignoring the others ... ? or does one always have to assess them simultaneously ? If interested in contribution of ONE particular variable... are there situations where one can assess it while ignoring the others ... ? or does one always have consider the other X's as well ? Answers ... Illustrated by examples - birthweight as function of gestational age and gender - weight in relation to age and height - BREAST MILK AND SUBSEQUENT INTELLIGENCE QUOTIENT IN CHILDREN BORN PRETERM - increase in heating costs after adding a room to a house - decrease in longevity if greater amount of sexual activity Multiple regression Equation ---------------------------- - meaning / how to say in words - geometrically - as a sequence of simple linear regressions - (in case of 2 X's) as contour map - assumptions re fitting / inferences Multiple Correlation Coefficient - a helpful way to look at least squares estimate (scalar) Models as "approximations ------------------------- - model misspecification as a source of "errors" (e.g. estimating the area of a rectangle) Models for interpolation / smoothing ------------------------------------ - "borrowing strength" (e.g. outcome of prostate cancer) * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * - Further Steps in computing - Getting existing ASCII data into SAS via SAS Editor