Linear models

Learning objectives

• perform custom tests for model parameters (contrasts, tests of significance);
• interpret and test the significance of interaction terms between continuous and categorical variables, as well as between two categorical variables;

Content

• Course notes: chapter 4 (Linear regression models), Sections 4.5–4.6.

In class

• Slides (pdf and code)
• Exercise: interactions

After class

• Watch the videos of Section 6
• Slides on geometry of OLS (pdf and code)
• Slides on coefficient of determination (pdf)
• Exercises 2.1, 2.3 and 2.8

Slides

 View slides in new window  Download PDF of slides

 View slides in new window  Download PDF of slides

 View slides in new window  Download PDF of slides

Videos

There’s a set of videos that walks through each section below. To make it easier for you to jump around the video examples, I cut the long video into smaller pieces and included them all in one YouTube playlist.

• Geometry of least squares
• Coefficient of determination

You can also watch the playlist (and skip around to different sections) here: