Basic linear regression from 5205*

• matrix calculation & LR in ggplot

  

• how to read the summay of LR in R

  • about parametric, r-square etc.

Linear Algebra Review

• c4 + c5 = c1
  • ⇒ rank = 4

• for Test about the parametic assumption :
  • H0 : theta = theta0; Ha: theta ≠ theta0
  • H0 : beta = beta0; Ha: beta ≠ beta0

    • Model $Y = beta0 + beta1 * x + e, e :(0, sigma^2)$

    • $Y : N(beta0 + beta1 * x , sigma)$

      

Bootstrap

• principle:

  

• e.g: if we have the three: 4, 7, 2, then we may get like:

  • b1 : 4,4,2; b2: 4,7,2; b3: 2,7,2 ........... bn: (choose from 4,7,2)