Lecture on Model Selection Stat 431 , Summer 2012
نویسنده
چکیده
In model selection, we seek a relationship between Y and X,1, ..., X,p that is parsimonious, but still retains good predictive power, as represented by the SSE. Each subset of X,1, ..., X,p that will be used for the fit is one particular model, denoted as M, for studying the relationship between Y and X,1, ..., X,p and we want to choose a subset ofX,1, ..., X,p that achieves this goal. The selection procedures described below attempt to achieve this goal through a variety of methods.
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Lectures on Multiple Linear Regression Stat 431 , Summer 2012
Multiple regression is an extension to simple regression in several ways. First, instead of examining a linear relationship bewteen two measurements, Xi and Yi, multiple regression aims to explain relationships between p measurements of an object i, denoted as (Xi,1, ..., Xi,p) and Yi. Based on a sample of n points, with each point having measurements (Yi, Xi,1, ..., Xi,p), multiple regression ...
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