Review and improve the linear regression chapter

[mbcann01]

Overview

In the Fall of 2023, I moved over a bunch of stuff from PowerPoint slides (nearly) verbatim. I was in a rush, so I told myself to move it just move it over and improve it later.

Go back, reread, and improve. PowerPoint doesn't always translate perfectly to book format.

Left off at

2023-09-29: Complete first draft of the chapter.

Tasks

• [ ] Interpret model results other than coefficients. For example, degrees of freedom, null deviance, residual deviance, and AIC.
• [ ] Add multiple regression.
• [ ] Add model assumptions (see below).
• [ ] Add p-values, p-value curves, and confidence intervals.

[mbcann01]

Assumptions

• εi ~ i.i.d.N(0,σ2) is the error term
• Normal distribution
• Mean zero
• Constant variance
• εi and εj are statistically independent if i ≠ j
• LINE (Linear, Independent, Normal, Equal Variance)