Lecture

Linear Regression Testing

Description

This lecture covers the concept of least squares in linear regression, focusing on testing in the linear regression setting. Topics include non-central chi-squared distribution, orthogonal matrices, idempotent matrices, hypothesis testing, and diagnostics for linear regression models. The lecture also delves into outliers, influential observations, and the assumptions underlying Gaussian linear regression models.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_ffzs24ph

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Statistical inference: Mathematical statistics, Statistical hypothesis testing

Mathematics

Algebra: Linear algebra

Computer engineering

Software development: Software development process

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