Statistics - xinshuaiqi/My_books GitHub Wiki

Mathematical Statistics

Rresources

Show how statistics may be efficiently used in practice
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Topics covered in the current version of the course are:
   - hypothesis testing (single and multiple comparisons) 
   - regression
   - mixed effects models (linear  and nonlinear models) 
   - mixture models 
   - detection of change points 
   - image restoration
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lm

  1. 模型显著度: F-stat P-value
  2. whether the intercept and slope are sign? *** t -test
  3. PVE explained by the model, 决定系数 R^2 and adjusted R^2 (考虑了参数和观测值的数量)越接近1越好
  4. residual 区间越小越好
dffits(m0) # remove this data and its impact on Y prediction  杠杆点 impact on R^2
 
dfbetas(m0) # remove the data impact on the slope. 影响点

多重共线性问题

一般多元线性回归假设变量之间独立。但事实上他们往往是相关的。 使用VIF function (within faraway package) to remove all variables with value larger than 10 然后对剩下来的变量进行lm