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S4.3 - Diagnostics on the Least-Squares Regression Line
Diagnostics on the Least-Squares Regression Line
16
Mathematics
Graduate
11/05/2013

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Term
Coefficient of determination, R^2
Definition
Measures the proportion of total variation in the response variable that is explained by the least-squares regression line
Term
Deviations
Definition
The differences between predicted values and actual values
Term
Total deviation
Definition
The deviation between the observed value of the response variable y and the mean value of the response variable ybar
Term
Total deviation =
Definition
y - ybar
Term
Explained deviation
Definition
The deviation between the predicted value of the response variable yhat and the mean value of the response variable ybar
Term
Explained deviation =
Definition
yhat - ybar
Term
Unexplained deviation
Definition
The deviation between the observed value of the response variable y and the predicted value of the response variable yhat
Term
Unexplained deviation =
Definition
y - yhat
Term
y - ybar =
Definition
(y-yhat)+(yhat-ybar)
Term
R^2 =
Definition
Explained variation/total variation
(yhat - ybar)/(y - ybar)
Term
Residual plot
Definition
A scatter diagram with the residuals on the vertical axis and the explanatory variable on the horizontal axis
Term
If the plot of the residuals against the explanatory variable shows a discernible pattern, such as a curve
Definition
Then the explanatory and response variable may not be linearly correlated
Term
Constant error variance
Definition
If a plot of the residuals against the explanatory variable shows the spread of the residuals increasing or decreasing as the planetary variable increases, then a strict requirement of the linear model is violated
Term
Outlier
Definition
An observation that does not fit the overall pattern of the data
Term
To detect outliers
Definition
1. Residual plot against the explanatory variable
2. Box-plot, will show up as *
Term
Influential observation
Definition
An observation that significantly affects the value of the slope and/or intercept of the least-squares regression line
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