Difference between revisions of "Least squares modelling"

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== Resources ==
== Resources ==
<!--
 
* [[Image:Nuvola_mimetypes_pdf.png|20px|link=Media:2015-4C3-6C3-Least-squares-modelling.pdf]]  [[Media:2015-4C3-6C3-Least-squares-modelling.pdf| Class notes 2015]]
* [[Image:Nuvola_mimetypes_pdf.png|20px|link=Media:2015-4C3-6C3-Least-squares-modelling.pdf]]  [[Media:2015-4C3-6C3-Least-squares-modelling.pdf| Class notes 2015]]
* [[Image:Nuvola_mimetypes_pdf.png|20px|link=Media:2014-4C3-6C3-Least-squares-modelling.pdf]] [[Media:2014-4C3-6C3-Least-squares-modelling.pdf | Class notes 2014]]
* [[Image:Nuvola_mimetypes_pdf.png|20px|link=Media:2014-4C3-6C3-Least-squares-modelling.pdf]] [[Media:2014-4C3-6C3-Least-squares-modelling.pdf | Class notes 2014]]
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! Solution
! Solution
|-
|-
| Complete steps 10, 11, 12 and 13 of the [http://learnche.mcmaster.ca/4C3/Software_tutorial software tutorial]  
| Watch videos AAA
(also steps 1 through 9)
| [https://docs.google.com/document/d/1qI0J62y4dSIZAWhVfORLkQ9VBuF0YtcEGLsG_gVKpmM Quiz]
| [ Quiz]
| [https://docs.google.com/document/d/1ycOCRHCegJoFH9BE7v3pu2qVQjgSOfWF8FtZXx1Xv44 Solution]
| [ Solution]
|-
|-
| Watch videos 1, 2, 3,  4, and 5
| Watch videos BBB
| [https://docs.google.com/document/d/19NnM1v7yut1q0HFaHMQmNg6zMH2UPN1rrHZl7l38qBI  Quiz]
| [https://docs.google.com/document/d/1vAF1ManMFZwdfzz2p-7czwE2ytp8zVDVtZY8MIdMpCw Quiz]
| [https://docs.google.com/document/d/1YcF4PxxfQqnz4UqgGZMWv3zfFmmjB7uSkNfQ9XMe97A Solution]
| [https://docs.google.com/document/d/1SjauwrKIhtanlDmog8uZoSueFG0xqWIYCPdhtUyXUn8 Solution]
|-
|-
| Watch videos 6, 7, and 8
| Watch videos CCC
| [https://docs.google.com/document/d/1BySja0o1O8MtZOitV42BU2bnjWmzH_vARcXCbh5OviI Quiz]
| [https://docs.google.com/document/d/1O_P1oVSOr1ZQE9_GZcC5K4JwzL1rzdh_YicCvk58L1g  Quiz]
| [https://docs.google.com/document/d/17jKKHwgVLkBT04R3OgUr9TqSzCGkxVYBP-fZtuiszig Solution]
| [https://docs.google.com/document/d/1oiKzCLniZbWhI0zlOTFwnVPD3koP9J-pcnAbYdULoHE Solution]
|-
|-
| Watch videos 9 and 10
| Watch videos DDD
| [https://docs.google.com/document/d/1qMBqum4kdgLBK3dlzXncZJm42NKdp8pnsp9jxG_dKXA Quiz]
| [https://docs.google.com/document/d/1taLSvyikn90a8dzZ3Nnd3mhwbcaxdq_6sa0csVpf2Og  Quiz]
| [https://docs.google.com/document/d/19mCY3qCpVKLzvOBpa-c1t7JDzLTl0xagnivRpslnTD0 Solution]
| [https://docs.google.com/document/d/1r6T598o56FymYsD3rnkhbZMaA9n9Qua9KY8osEZtObw Solution]
|-
|-
| Watch videos 11, 12, and 13
| Watch videos EEE
| [https://docs.google.com/document/d/1zxOUn30wTeg8xiJfIgfZ3WKgiUk3hqrnCV-sDTrlFiA Quiz]
| [https://docs.google.com/document/d/1PRI02nD-Ds_Et8RxZaWBh5vH1dPVoYMgsna-BxzNPVE Quiz]
| [https://docs.google.com/document/d/19RozNWVpmQo5oJOfw2SDhWZrJ2Sbpq2LuWFq8NsLN6g Solution]
| [https://docs.google.com/document/d/1wn7F1FevnUKciyoHclBdoODU2nTM36Cbel0Ur_Se6yk Solution]
|-
| Watch videos 14, 15, and 16
| [https://docs.google.com/document/d/1ZJ1aZ-hvS11-k5btkBqb1X16RAihbFTDjX-fNX8iQm8 Quiz]
| [https://docs.google.com/document/d/10h2qavaw08AYC5qGAWyemXrgro0F-ARBaDnoE52S77Y Solution]
|}
|}
-->

Revision as of 15:37, 3 January 2016

Learning outcomes

  • Understand the difference between correlation and covariance.
  • What the objective function of least squares does
  • Understand and use an analysis of variance table
  • Calculate and interpret the confidence intervals from a least squares model
  • Know about the assumptions required to interpret least squares model coefficients
  • Use the prediction error range from the model
  • Identify outlier points and classify them
  • Use the linear model when there are multiple predictor variables (this is what we are building up towards; we will use this extensively in the next topic)

Extended readings/practice

  • Run the code below to see how to build and use a linear model in R, but see step 16 and onwards in the R tutorial as well.
  • Try some practice problems.
  • Describe a linear regression model you have made for a lab report.
    • What was the \(R^2\) value?
    • How did you calculate the regression model values?
    • Use the same data from your report and instead calculate the standard error, \(S_E\). How do you interpret that \(S_E\) value now?
  • Do the YouTube challenge: find a video on YouTube that explains the central limit theorem, or the confidence interval, or least squares in a way that is different to explained in class (hopefully you find better explanations than mine). Share the link with a friend in your class.
  • Does eating chocolate lead to winning a Nobel prize?

Resources

Tasks to do first Quiz Solution
Watch videos AAA Quiz Solution
Watch videos BBB Quiz Solution
Watch videos CCC Quiz Solution
Watch videos DDD Quiz Solution
Watch videos EEE Quiz Solution