OLS Basics
9
The Hat Matrix 2
STAR Notes
Introduction
OLS Basics
1
Statistics Review
2
Fitting Straight Lines
3
Assessing Fit
4
Regression in Matrix Form
5
The General Regression Situation
6
Extra Sum-of-Squares
7
ESS Exampless
8
The Hat Matrix
9
The Hat Matrix 2
10
Special Topics
11
Getting the Wrong Model
Choosing Models
12
Non-Linear Relationships with Linear Models
13
Transformations
14
Modelling with Transformations
15
Multicollinearity
16
Dummy Variables
17
Analysis of MTCars
18
Modelling Poorly
Advanced Topics
19
Regularization
20
Classification
21
Logistic Modelling
Review
22
Final Exam Review
Appendices
A
OLS Estimates
B
Bias/variance of
\(\sigma^2\)
C
Verifying Matrix Identities
D
ANOVA
E
Hat Matrix and Residuals in R
F
Extra Topics
G
Lab Missing/Extra Predictors
H
Transformations
I
Regression with Categorical Predictors
J
Multicollinearity
K
Backwards p-values
L
Permutation Tests
OLS Basics
9
The Hat Matrix 2
9
The Hat Matrix 2
Author
Affiliation
Dr. Devan Becker
Jam TBD
Published
2024-05-29
See
The Appendix
(which is subject to change each semester).
8
The Hat Matrix
10
Special Topics