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- Principles of Model Building
Why bother?
Types of Independent Variable(IV)
Quantitative
Qualitative
Models
1st Order
1 Quantitative IV
' >=2 Quantitative IV
2nd Order
'>2= Quantitative IV
Qualitative
2 IV
1 IV
'>= 3 IV
Both
Quantitative IV
Qualitative IV
- Variable Screening Methods
Stepwise Regression
All-Possible-Regressions Selection Procedure
Caveats
- Regression Pitfalls
Observational Data V.S Designed Experiments
Deviating from The Assumptions
What are the issues?
Correlated errors
What are the assumptions
biased estimates
heteroskedastic errors
non-normality
Parameter Estimability and Interpretation
Multi-Collinearity
Extrapolation
Variable Transformations
- Residual Analysis
Detecting
Lack of Fit
Unequal Variances
Checking Normality Assumptions
Outliers and Identifying Influential Observations
Residual Correlation: Durbin Watson Test
- Special Topics
Piecewise Linear Regression
Inverse Prediction
Weighted Least Squares
Logistic Regression
Ridge Regression
Robust Regression
Nonparametric Regression Models