标签: EM6613

统计代写|线性回归分析代写linear regression analysis代考|ESTIMATED VARIANCES

如果你也在 怎样代写线性回归Linear Regression 这个学科遇到相关的难题,请随时右上角联系我们的24/7代写客服。线性回归Linear Regression在统计学中,是对标量响应和一个或多个解释变量(也称为因变量和自变量)之间的关系进行建模的一种线性方法。一个解释变量的情况被称为简单线性回归;对于一个以上的解释变量,这一过程被称为多元线性回归。这一术语不同于多元线性回归,在多元线性回归中,预测的是多个相关的因变量,而不是一个标量变量。

线性回归Linear Regression在线性回归中,关系是用线性预测函数建模的,其未知的模型参数是根据数据估计的。最常见的是,假设给定解释变量(或预测因子)值的响应的条件平均值是这些值的仿生函数;不太常见的是,使用条件中位数或其他一些量化指标。像所有形式的回归分析一样,线性回归关注的是给定预测因子值的反应的条件概率分布,而不是所有这些变量的联合概率分布,这是多元分析的领域。

statistics-lab™ 为您的留学生涯保驾护航 在代写线性回归分析linear regression analysis方面已经树立了自己的口碑, 保证靠谱, 高质且原创的统计Statistics代写服务。我们的专家在代写线性回归分析linear regression analysis代写方面经验极为丰富,各种代写线性回归分析linear regression analysis相关的作业也就用不着说。

统计代写|线性回归分析代写linear regression analysis代考|ESTIMATED VARIANCES

统计代写|线性回归分析代写linear regression analysis代考|ESTIMATED VARIANCESz

Estimates of $\operatorname{Var}\left(\hat{\beta}_0\right)$ and $\operatorname{Var}\left(\hat{\beta}_1\right)$ are obtained by substituting $\hat{\sigma}^2$ for $\sigma^2$ in (2.11). We use the symbol $\widehat{\operatorname{Var}}($ ) for an estimated variance. Thus
$$
\begin{aligned}
& \widehat{\operatorname{Var}}\left(\hat{\beta}_1\right)=\hat{\sigma}^2 \frac{1}{S X X} \
& \widehat{\operatorname{Var}}\left(\hat{\beta}_0\right)=\hat{\sigma}^2\left(\frac{1}{n}+\frac{\bar{x}^2}{S X X}\right)
\end{aligned}
$$
The square root of an estimated variance is called a standard error, for which we use the symbol se( ). The use of this notation is illustrated by
$$
\operatorname{se}\left(\hat{\beta}_1\right)=\sqrt{\widehat{\operatorname{Var}}\left(\hat{\beta}_1\right)}
$$

统计代写|线性回归分析代写linear regression analysis代考|COMPARING MODELS: THE ANALYSIS OF VARIANCE

The analysis of variance provides a convenient method of comparing the fit of two or more mean functions for the same set of data. The methodology developed here is very useful in multiple regression and, with minor modification, in most regression problems.

An elementary alternative to the simple regression model suggests fitting the mean function
$$
\mathrm{E}(Y \mid X=x)=\beta_0
$$
The mean function (2.13) is the same for all values of $X$. Fitting with this mean function is equivalent to finding the best line parallel to the horizontal or $x$-axis, as shown in Figure 2.4. The ols estimate of the mean function is $\widehat{E(Y \mid X)}=\hat{\beta}_0$, where $\hat{\beta}_0$ is the value of $\beta_0$ that minimizes $\sum\left(y_i-\beta_0\right)^2$. The minimizer is given by
$$
\hat{\beta}_0=\bar{y}
$$
The residual sum of squares is
$$
\sum\left(y_i-\hat{\beta}_0\right)^2=\sum\left(y_i-\bar{y}\right)^2=S Y Y
$$
This residual sum of squares has $n-1$ df, $n$ cases minus one parameter in the mean function.

Next, consider the simple regression mean function obtained from (2.13) by adding a term that depends on $X$
$$
\mathrm{E}(Y \mid X=x)=\beta_0+\beta_1 x
$$
Fitting this mean function is equivalent to finding the best line of arbitrary slope, as shown in Figure 2.4. The ols estimates for this mean function are given by (2.5). The estimates of $\beta_0$ under the two mean functions are different, just as the meaning of $\beta_0$ in the two mean functions is different. For (2.13), $\beta_0$ is the average of the $y_i \mathrm{~s}$, but for (2.16), $\beta_0$ is the expected value of $Y$ when $X=0$.

统计代写|线性回归分析代写linear regression analysis代考|ESTIMATED VARIANCES

线性回归代写

统计代写|线性回归分析代写linear regression analysis代考|ESTIMATED VARIANCESz

通过将式(2.11)中的$\sigma^2$代入$\hat{\sigma}^2$得到$\operatorname{Var}\left(\hat{\beta}_0\right)$和$\operatorname{Var}\left(\hat{\beta}_1\right)$的估计值。我们使用符号$\widehat{\operatorname{Var}}($)表示估计的方差。因此
$$
\begin{aligned}
& \widehat{\operatorname{Var}}\left(\hat{\beta}_1\right)=\hat{\sigma}^2 \frac{1}{S X X} \
& \widehat{\operatorname{Var}}\left(\hat{\beta}_0\right)=\hat{\sigma}^2\left(\frac{1}{n}+\frac{\bar{x}^2}{S X X}\right)
\end{aligned}
$$
估计方差的平方根称为标准误差,我们用符号se()表示。这个符号的用法由
$$
\operatorname{se}\left(\hat{\beta}_1\right)=\sqrt{\widehat{\operatorname{Var}}\left(\hat{\beta}_1\right)}
$$

统计代写|线性回归分析代写linear regression analysis代考|COMPARING MODELS: THE ANALYSIS OF VARIANCE

方差分析为比较同一组数据的两个或多个均值函数的拟合提供了一种方便的方法。这里开发的方法在多元回归中非常有用,在大多数回归问题中也非常有用。

简单回归模型的一个基本替代方法是拟合均值函数
$$
\mathrm{E}(Y \mid X=x)=\beta_0
$$
对于$X$的所有值,均值函数(2.13)是相同的。用这个均值函数进行拟合相当于找到平行于水平线或$x$ -轴的最佳直线,如图2.4所示。均值函数的ols估计是$\widehat{E(Y \mid X)}=\hat{\beta}_0$,其中$\hat{\beta}_0$是使$\sum\left(y_i-\beta_0\right)^2$最小化的$\beta_0$的值。最小值由
$$
\hat{\beta}_0=\bar{y}
$$
残差平方和为
$$
\sum\left(y_i-\hat{\beta}_0\right)^2=\sum\left(y_i-\bar{y}\right)^2=S Y Y
$$
这个残差平方和有$n-1$ df, $n$个案例减去平均函数中的一个参数。

接下来,考虑从(2.13)中通过添加一个依赖于$X$的项得到的简单回归均值函数
$$
\mathrm{E}(Y \mid X=x)=\beta_0+\beta_1 x
$$
拟合该均值函数相当于找到任意斜率的最佳直线,如图2.4所示。该均值函数的ols估计由(2.5)给出。$\beta_0$在两个均值函数下的估计是不同的,正如$\beta_0$在两个均值函数中的含义不同一样。对于(2.13),$\beta_0$是$y_i \mathrm{~s}$的平均值,但对于(2.16),$\beta_0$是$X=0$时$Y$的期望值。

统计代写|线性回归分析代写linear regression analysis代考 请认准statistics-lab™

统计代写请认准statistics-lab™. statistics-lab™为您的留学生涯保驾护航。

随机过程代考

在概率论概念中,随机过程随机变量的集合。 若一随机系统的样本点是随机函数,则称此函数为样本函数,这一随机系统全部样本函数的集合是一个随机过程。 实际应用中,样本函数的一般定义在时间域或者空间域。 随机过程的实例如股票和汇率的波动、语音信号、视频信号、体温的变化,随机运动如布朗运动、随机徘徊等等。

贝叶斯方法代考

贝叶斯统计概念及数据分析表示使用概率陈述回答有关未知参数的研究问题以及统计范式。后验分布包括关于参数的先验分布,和基于观测数据提供关于参数的信息似然模型。根据选择的先验分布和似然模型,后验分布可以解析或近似,例如,马尔科夫链蒙特卡罗 (MCMC) 方法之一。贝叶斯统计概念及数据分析使用后验分布来形成模型参数的各种摘要,包括点估计,如后验平均值、中位数、百分位数和称为可信区间的区间估计。此外,所有关于模型参数的统计检验都可以表示为基于估计后验分布的概率报表。

广义线性模型代考

广义线性模型(GLM)归属统计学领域,是一种应用灵活的线性回归模型。该模型允许因变量的偏差分布有除了正态分布之外的其它分布。

statistics-lab作为专业的留学生服务机构,多年来已为美国、英国、加拿大、澳洲等留学热门地的学生提供专业的学术服务,包括但不限于Essay代写,Assignment代写,Dissertation代写,Report代写,小组作业代写,Proposal代写,Paper代写,Presentation代写,计算机作业代写,论文修改和润色,网课代做,exam代考等等。写作范围涵盖高中,本科,研究生等海外留学全阶段,辐射金融,经济学,会计学,审计学,管理学等全球99%专业科目。写作团队既有专业英语母语作者,也有海外名校硕博留学生,每位写作老师都拥有过硬的语言能力,专业的学科背景和学术写作经验。我们承诺100%原创,100%专业,100%准时,100%满意。

机器学习代写

随着AI的大潮到来,Machine Learning逐渐成为一个新的学习热点。同时与传统CS相比,Machine Learning在其他领域也有着广泛的应用,因此这门学科成为不仅折磨CS专业同学的“小恶魔”,也是折磨生物、化学、统计等其他学科留学生的“大魔王”。学习Machine learning的一大绊脚石在于使用语言众多,跨学科范围广,所以学习起来尤其困难。但是不管你在学习Machine Learning时遇到任何难题,StudyGate专业导师团队都能为你轻松解决。

多元统计分析代考


基础数据: $N$ 个样本, $P$ 个变量数的单样本,组成的横列的数据表
变量定性: 分类和顺序;变量定量:数值
数学公式的角度分为: 因变量与自变量

时间序列分析代写

随机过程,是依赖于参数的一组随机变量的全体,参数通常是时间。 随机变量是随机现象的数量表现,其时间序列是一组按照时间发生先后顺序进行排列的数据点序列。通常一组时间序列的时间间隔为一恒定值(如1秒,5分钟,12小时,7天,1年),因此时间序列可以作为离散时间数据进行分析处理。研究时间序列数据的意义在于现实中,往往需要研究某个事物其随时间发展变化的规律。这就需要通过研究该事物过去发展的历史记录,以得到其自身发展的规律。

回归分析代写

多元回归分析渐进(Multiple Regression Analysis Asymptotics)属于计量经济学领域,主要是一种数学上的统计分析方法,可以分析复杂情况下各影响因素的数学关系,在自然科学、社会和经济学等多个领域内应用广泛。

MATLAB代写

MATLAB 是一种用于技术计算的高性能语言。它将计算、可视化和编程集成在一个易于使用的环境中,其中问题和解决方案以熟悉的数学符号表示。典型用途包括:数学和计算算法开发建模、仿真和原型制作数据分析、探索和可视化科学和工程图形应用程序开发,包括图形用户界面构建MATLAB 是一个交互式系统,其基本数据元素是一个不需要维度的数组。这使您可以解决许多技术计算问题,尤其是那些具有矩阵和向量公式的问题,而只需用 C 或 Fortran 等标量非交互式语言编写程序所需的时间的一小部分。MATLAB 名称代表矩阵实验室。MATLAB 最初的编写目的是提供对由 LINPACK 和 EISPACK 项目开发的矩阵软件的轻松访问,这两个项目共同代表了矩阵计算软件的最新技术。MATLAB 经过多年的发展,得到了许多用户的投入。在大学环境中,它是数学、工程和科学入门和高级课程的标准教学工具。在工业领域,MATLAB 是高效研究、开发和分析的首选工具。MATLAB 具有一系列称为工具箱的特定于应用程序的解决方案。对于大多数 MATLAB 用户来说非常重要,工具箱允许您学习应用专业技术。工具箱是 MATLAB 函数(M 文件)的综合集合,可扩展 MATLAB 环境以解决特定类别的问题。可用工具箱的领域包括信号处理、控制系统、神经网络、模糊逻辑、小波、仿真等。

R语言代写问卷设计与分析代写
PYTHON代写回归分析与线性模型代写
MATLAB代写方差分析与试验设计代写
STATA代写机器学习/统计学习代写
SPSS代写计量经济学代写
EVIEWS代写时间序列分析代写
EXCEL代写深度学习代写
SQL代写各种数据建模与可视化代写

统计代写|线性回归分析代写linear regression analysis代考|VARIANCE FUNCTIONS

如果你也在 怎样代写线性回归Linear Regression 这个学科遇到相关的难题,请随时右上角联系我们的24/7代写客服。线性回归Linear Regression在统计学中,是对标量响应和一个或多个解释变量(也称为因变量和自变量)之间的关系进行建模的一种线性方法。一个解释变量的情况被称为简单线性回归;对于一个以上的解释变量,这一过程被称为多元线性回归。这一术语不同于多元线性回归,在多元线性回归中,预测的是多个相关的因变量,而不是一个标量变量。

线性回归Linear Regression在线性回归中,关系是用线性预测函数建模的,其未知的模型参数是根据数据估计的。最常见的是,假设给定解释变量(或预测因子)值的响应的条件平均值是这些值的仿生函数;不太常见的是,使用条件中位数或其他一些量化指标。像所有形式的回归分析一样,线性回归关注的是给定预测因子值的反应的条件概率分布,而不是所有这些变量的联合概率分布,这是多元分析的领域。

statistics-lab™ 为您的留学生涯保驾护航 在代写线性回归分析linear regression analysis方面已经树立了自己的口碑, 保证靠谱, 高质且原创的统计Statistics代写服务。我们的专家在代写线性回归分析linear regression analysis代写方面经验极为丰富,各种代写线性回归分析linear regression analysis相关的作业也就用不着说。

统计代写|线性回归分析代写linear regression analysis代考|VARIANCE FUNCTIONS

统计代写|线性回归分析代写linear regression analysis代考|VARIANCE FUNCTIONS

Another characteristic of the distribution of the response given the predictor is the variance function, defined by the symbol $\operatorname{Var}(Y \mid X=x)$ and in words as the variance of the response distribution given that the predictor is fixed at $X=x$. For example, in Figure 1.2 we can see that the variance function for Dheight|Mheight is approximately the same for each of the three values of Mheight shown in the graph. In the smallmouth bass data in Figure 1.5, an assumption that the variance is constant across the plot is plausible, even if it is not certain (see Problem 1.1). In the turkey data, we cannot say much about the variance function from the summary plot because we have plotted treatment means rather than the actual pen values, so the graph does not display the information about the variability between pens that have a fixed value of Dose.

A frequent assumption in fitting linear regression models is that the variance function is the same for every value of $x$. This is usually written as
$$
\operatorname{Var}(Y \mid X=x)=\sigma^2
$$
where $\sigma^2$ (read “sigma squared”) is a generally unknown positive constant. We will encounter later in this book other problems with complicated variance functions.

统计代写|线性回归分析代写linear regression analysis代考|SUMMARY GRAPH

In all the examples except the snowfall data, there is a clear dependence of the response on the predictor. In the snowfall example, there might be no dependence at all. The turkey growth example is different from the others because the average value of the response seems to change nonlinearly with the value of the predictor on the horizontal axis.

The scatterplots for these examples are all typical of graphs one might see in problems with one response and one predictor. Examination of the summary graph is a first step in exploring the relationships these graphs portray.

Anscombe (1973) provided the artificial data given in Table 1.1 that consists of 11 pairs of points $\left(x_i, y_i\right)$, to which the simple linear regression mean function $\mathrm{E}(y \mid x)=\beta_0+\beta_1 x$ is fit. Each data set leads to an identical summary analysis with the same estimated slope, intercept, and other summary statistics, but the visual impression of each of the graphs is very different. The first example in Figure $1.9 \mathrm{a}$ is as one might expect to observe if the simple linear regression model were appropriate. The graph of the second data set given in Figure 1.9b suggests that the analysis based on simple linear regression is incorrect and that a smooth curve, perhaps a quadratic polynomial, could be fit to the data with little remaining variability. Figure $1.9 \mathrm{c}$ suggests that the prescription of simple regression may be correct for most of the data, but one of the cases is too far away from the fitted regression line. This is called the outlier problem. Possibly the case that does not match the others should be deleted from the data set, and the regression should be refit from the remaining ten cases. This will lead to a different fitted line. Without a context for the data, we cannot judge one line “correct” and the other “incorrect”. The final set graphed in Figure $1.9 \mathrm{~d}$ is different from the other three in that there is not enough information to make a judgment concerning the mean function. If the eighth case were deleted, we could not even estimate a slope. We must distrust an analysis that is so heavily dependent upon a single case.

统计代写|线性回归分析代写linear regression analysis代考|VARIANCE FUNCTIONS

线性回归代写

统计代写|线性回归分析代写linear regression analysis代考|VARIANCE FUNCTIONS

给定预测器的响应分布的另一个特征是方差函数,由符号$\operatorname{Var}(Y \mid X=x)$定义,用文字表示给定预测器固定为$X=x$的响应分布的方差。例如,在图1.2中我们可以看到,对于图中所示的三个Mheight值,Dheight|Mheight的方差函数大致相同。在图1.5中的小嘴鲈鱼数据中,假设整个图的方差是恒定的是合理的,即使它不确定(参见问题1.1)。在火鸡数据中,我们不能对汇总图的方差函数说太多,因为我们绘制的是治疗手段,而不是实际的笔值,因此该图不显示具有固定剂量值的笔之间的可变性信息。

在拟合线性回归模型时,一个常见的假设是,对于$x$的每个值,方差函数是相同的。这通常写成
$$
\operatorname{Var}(Y \mid X=x)=\sigma^2
$$
其中$\sigma^2$(读作“sigma平方”)是一个通常未知的正常数。我们将在本书后面遇到复杂方差函数的其他问题。

统计代写|线性回归分析代写linear regression analysis代考|SUMMARY GRAPH

在除降雪数据外的所有示例中,响应明显依赖于预测器。在降雪的例子中,可能根本不存在依赖关系。火鸡生长的例子与其他例子不同,因为响应的平均值似乎与水平轴上的预测值呈非线性变化。

这些例子的散点图都是典型的图形,人们可能会在一个响应和一个预测器的问题中看到。检查总结图是探索这些图所描绘的关系的第一步。

Anscombe(1973)提供了表1.1所示的由11对点$\left(x_i, y_i\right)$组成的人工数据,简单线性回归均值函数$\mathrm{E}(y \mid x)=\beta_0+\beta_1 x$适合于这些数据。每个数据集导致具有相同估计斜率、截距和其他汇总统计的相同汇总分析,但是每个图的视觉印象非常不同。图$1.9 \mathrm{a}$中的第一个例子正如人们所期望的那样,如果简单的线性回归模型是合适的。图1.9b所示的第二个数据集的图形表明,基于简单线性回归的分析是不正确的,可以用一个平滑的曲线,也许是一个二次多项式,来拟合剩余可变性很小的数据。图$1.9 \mathrm{c}$表明,简单回归的处方可能对大多数数据是正确的,但其中一个案例离拟合的回归线太远。这被称为离群值问题。可能应该从数据集中删除与其他情况不匹配的情况,并且应该从剩余的10个情况中重新进行回归。这将导致不同的拟合线。如果没有数据的上下文,我们就无法判断一行是“正确的”,另一行是“错误的”。图$1.9 \mathrm{~d}$所示的最后一组与其他三组不同,因为没有足够的信息来对均值函数做出判断。如果第八种情况被删除,我们甚至无法估计斜率。我们必须不信任如此严重依赖于单一案例的分析。

统计代写|线性回归分析代写linear regression analysis代考 请认准statistics-lab™

统计代写请认准statistics-lab™. statistics-lab™为您的留学生涯保驾护航。

随机过程代考

在概率论概念中,随机过程随机变量的集合。 若一随机系统的样本点是随机函数,则称此函数为样本函数,这一随机系统全部样本函数的集合是一个随机过程。 实际应用中,样本函数的一般定义在时间域或者空间域。 随机过程的实例如股票和汇率的波动、语音信号、视频信号、体温的变化,随机运动如布朗运动、随机徘徊等等。

贝叶斯方法代考

贝叶斯统计概念及数据分析表示使用概率陈述回答有关未知参数的研究问题以及统计范式。后验分布包括关于参数的先验分布,和基于观测数据提供关于参数的信息似然模型。根据选择的先验分布和似然模型,后验分布可以解析或近似,例如,马尔科夫链蒙特卡罗 (MCMC) 方法之一。贝叶斯统计概念及数据分析使用后验分布来形成模型参数的各种摘要,包括点估计,如后验平均值、中位数、百分位数和称为可信区间的区间估计。此外,所有关于模型参数的统计检验都可以表示为基于估计后验分布的概率报表。

广义线性模型代考

广义线性模型(GLM)归属统计学领域,是一种应用灵活的线性回归模型。该模型允许因变量的偏差分布有除了正态分布之外的其它分布。

statistics-lab作为专业的留学生服务机构,多年来已为美国、英国、加拿大、澳洲等留学热门地的学生提供专业的学术服务,包括但不限于Essay代写,Assignment代写,Dissertation代写,Report代写,小组作业代写,Proposal代写,Paper代写,Presentation代写,计算机作业代写,论文修改和润色,网课代做,exam代考等等。写作范围涵盖高中,本科,研究生等海外留学全阶段,辐射金融,经济学,会计学,审计学,管理学等全球99%专业科目。写作团队既有专业英语母语作者,也有海外名校硕博留学生,每位写作老师都拥有过硬的语言能力,专业的学科背景和学术写作经验。我们承诺100%原创,100%专业,100%准时,100%满意。

机器学习代写

随着AI的大潮到来,Machine Learning逐渐成为一个新的学习热点。同时与传统CS相比,Machine Learning在其他领域也有着广泛的应用,因此这门学科成为不仅折磨CS专业同学的“小恶魔”,也是折磨生物、化学、统计等其他学科留学生的“大魔王”。学习Machine learning的一大绊脚石在于使用语言众多,跨学科范围广,所以学习起来尤其困难。但是不管你在学习Machine Learning时遇到任何难题,StudyGate专业导师团队都能为你轻松解决。

多元统计分析代考


基础数据: $N$ 个样本, $P$ 个变量数的单样本,组成的横列的数据表
变量定性: 分类和顺序;变量定量:数值
数学公式的角度分为: 因变量与自变量

时间序列分析代写

随机过程,是依赖于参数的一组随机变量的全体,参数通常是时间。 随机变量是随机现象的数量表现,其时间序列是一组按照时间发生先后顺序进行排列的数据点序列。通常一组时间序列的时间间隔为一恒定值(如1秒,5分钟,12小时,7天,1年),因此时间序列可以作为离散时间数据进行分析处理。研究时间序列数据的意义在于现实中,往往需要研究某个事物其随时间发展变化的规律。这就需要通过研究该事物过去发展的历史记录,以得到其自身发展的规律。

回归分析代写

多元回归分析渐进(Multiple Regression Analysis Asymptotics)属于计量经济学领域,主要是一种数学上的统计分析方法,可以分析复杂情况下各影响因素的数学关系,在自然科学、社会和经济学等多个领域内应用广泛。

MATLAB代写

MATLAB 是一种用于技术计算的高性能语言。它将计算、可视化和编程集成在一个易于使用的环境中,其中问题和解决方案以熟悉的数学符号表示。典型用途包括:数学和计算算法开发建模、仿真和原型制作数据分析、探索和可视化科学和工程图形应用程序开发,包括图形用户界面构建MATLAB 是一个交互式系统,其基本数据元素是一个不需要维度的数组。这使您可以解决许多技术计算问题,尤其是那些具有矩阵和向量公式的问题,而只需用 C 或 Fortran 等标量非交互式语言编写程序所需的时间的一小部分。MATLAB 名称代表矩阵实验室。MATLAB 最初的编写目的是提供对由 LINPACK 和 EISPACK 项目开发的矩阵软件的轻松访问,这两个项目共同代表了矩阵计算软件的最新技术。MATLAB 经过多年的发展,得到了许多用户的投入。在大学环境中,它是数学、工程和科学入门和高级课程的标准教学工具。在工业领域,MATLAB 是高效研究、开发和分析的首选工具。MATLAB 具有一系列称为工具箱的特定于应用程序的解决方案。对于大多数 MATLAB 用户来说非常重要,工具箱允许您学习应用专业技术。工具箱是 MATLAB 函数(M 文件)的综合集合,可扩展 MATLAB 环境以解决特定类别的问题。可用工具箱的领域包括信号处理、控制系统、神经网络、模糊逻辑、小波、仿真等。

R语言代写问卷设计与分析代写
PYTHON代写回归分析与线性模型代写
MATLAB代写方差分析与试验设计代写
STATA代写机器学习/统计学习代写
SPSS代写计量经济学代写
EVIEWS代写时间序列分析代写
EXCEL代写深度学习代写
SQL代写各种数据建模与可视化代写

统计代写|STAT311 Linear regression

Statistics-lab™可以为您提供metrostate.edu STAT311 Linear regression线性回归课程的代写代考辅导服务!

STAT311 Linear regression课程简介

This course covers various statistical models such as simple linear regression, multiple regression, and analysis of variance. The main focus of the course is to teach students how to use the software package $\mathrm{R}$ to perform the analysis and interpret the results. Additionally, the course emphasizes the importance of constructing a clear technical report on the analysis that is readable by both scientists and non-technical audiences.

To take this course, students must have completed course 132 and satisfied the Entry Level Writing and Composition requirements. This course satisfies the General Education Code W requirement.

PREREQUISITES 

Covers simple linear regression, multiple regression, and analysis of variance models. Students learn to use the software package $\mathrm{R}$ to perform the analysis, and to construct a clear technical report on their analysis, readable by either scientists or nontechnical audiences (Formerly Linear Statistical Models). Prerequisite(s): course 132 and satisfaction of the Entry Level Writing and Composition requirements. Gen. Ed. Code(s): W

STAT311 Linear regression HELP(EXAM HELP, ONLINE TUTOR)

问题 1.

Proposition 3.1. Suppose that a numerical variable selection method suggests several submodels with $k$ predictors, including a constant, where $2 \leq k \leq p$
a) The model $I$ that minimizes $C_p(I)$ maximizes $\operatorname{corr}\left(r, r_I\right)$.
b) $C_p(I) \leq 2 k$ implies that $\operatorname{corr}\left(\mathrm{r}, \mathrm{r}{\mathrm{I}}\right) \geq \sqrt{1-\frac{\mathrm{p}}{\mathrm{n}}}$. c) As $\operatorname{corr}\left(r, r_I\right) \rightarrow 1$, $$ \operatorname{corr}\left(\boldsymbol{x}^{\mathrm{T}} \hat{\boldsymbol{\beta}}, \boldsymbol{x}{\mathrm{I}}^{\mathrm{T}} \hat{\boldsymbol{\beta}}{\mathrm{I}}\right)=\operatorname{corr}(\mathrm{ESP}, \mathrm{ESP}(\mathrm{I}))=\operatorname{corr}\left(\hat{\mathrm{Y}}, \hat{\mathrm{Y}}{\mathrm{I}}\right) \rightarrow 1
$$

Remark 3.1. Consider the model $I_i$ that deletes the predictor $x_i$. Then the model has $k=p-1$ predictors including the constant, and the test statistic is $t_i$ where
$$
t_i^2=F_{I_i}
$$
Using Definition 3.8 and $C_p\left(I_{\text {full }}\right)=p$, it can be shown that
$$
C_p\left(I_i\right)=C_p\left(I_{\text {full }}\right)+\left(t_i^2-2\right) .
$$
Using the screen $C_p(I) \leq \min (2 k, p)$ suggests that the predictor $x_i$ should not be deleted if
$$
\left|t_i\right|>\sqrt{2} \approx 1.414
$$
If $\left|t_i\right|<\sqrt{2}$, then the predictor can probably be deleted since $C_p$ decreases. The literature suggests using the $C_p(I) \leq k$ screen, but this screen eliminates too many potentially useful submodels.

问题 2.

Proposition 3.2. Suppose that every submodel contains a constant and that $\boldsymbol{X}$ is a full rank matrix.
Response Plot: i) If $w=\hat{Y}I$ and $z=Y$, then the OLS line is the identity line. ii) If $w=Y$ and $z=\hat{Y}_I$, then the OLS line has slope $b=\left[\operatorname{corr}\left(Y, \hat{Y}_I\right)\right]^2=$ $R^2(I)$ and intercept $a=\bar{Y}\left(1-R^2(I)\right)$ where $\bar{Y}=\sum{i=1}^n Y_i / n$ and $R^2(I)$ is the coefficient of multiple determination from the candidate model.
FF or EE Plot: iii) If $w=\hat{Y}_I$ and $z=\hat{Y}$, then the OLS line is the identity line. Note that $E S P(I)=\hat{Y}_I$ and $E S P=\hat{Y}$.
iv) If $w=\hat{Y}$ and $z=\hat{Y}_I$, then the OLS line has slope $b=\left[\operatorname{corr}\left(\hat{Y}, \hat{Y}_I\right)\right]^2=$ $S S R(I) / S S R$ and intercept $a=\bar{Y}[1-(S S R(I) / S S R)]$ where SSR is the regression sum of squares.
RR Plot: v) If $w=r$ and $z=r_I$, then the OLS line is the identity line.
vi) If $w=r_I$ and $z=r$, then $a=0$ and the OLS slope $b=\left[\operatorname{corr}\left(r, r_I\right)\right]^2$ and
$$
\operatorname{corr}\left(r, r_I\right)=\sqrt{\frac{S S E}{S S E(I)}}=\sqrt{\frac{n-p}{C_p(I)+n-2 k}}=\sqrt{\frac{n-p}{(p-k) F_I+n-p}} .
$$

Proof: Recall that $\boldsymbol{H}$ and $\boldsymbol{H}_I$ are symmetric idempotent matrices and that $\boldsymbol{H}_I=\boldsymbol{H}_I$. The mean of OLS fitted values is equal to $\bar{Y}$ and the mean of OLS residuals is equal to 0 . If the OLS line from regressing $z$ on $w$ is $\hat{z}=a+b w$, then $a=\bar{z}-b \bar{w}$ and $$
b=\frac{\sum\left(w_i-\bar{w}\right)\left(z_i-\bar{z}\right)}{\sum\left(w_i-\bar{w}\right)^2}=\frac{S D(z)}{S D(w)} \operatorname{corr}(z, w) .
$$
Also recall that the OLS line passes through the means of the two variables $(\bar{w}, \bar{z})$
$\left(^\right)$ Notice that the OLS slope from regressing $z$ on $w$ is equal to one if and only if the OLS slope from regressing $w$ on $z$ is equal to $[\operatorname{corr}(z, w)]^2$. i) The slope $b=1$ if $\sum \hat{Y}{I, i} Y_i=\sum \hat{Y}{I, i}^2$. This equality holds since $\hat{\boldsymbol{Y}}I^T \boldsymbol{Y}=$ $\boldsymbol{Y}^T \boldsymbol{H}_I \boldsymbol{Y}=\boldsymbol{Y}^T \boldsymbol{H}_I \boldsymbol{H}_I \boldsymbol{Y}=\hat{\boldsymbol{Y}}_I^T \hat{\boldsymbol{Y}}_I$. Since $b=1, a=\bar{Y}-\bar{Y}=0$. ii) By $\left(^\right)$, the slope
$$
b=\left[\operatorname{corr}\left(Y, \hat{Y}_I\right)\right]^2=R^2(I)=\frac{\sum\left(\hat{Y}{I, i}-\bar{Y}\right)^2}{\sum\left(Y_i-\bar{Y}\right)^2}=\operatorname{SSR}(I) / \operatorname{SSTO} .
$$
The result follows since $a=\bar{Y}-b \bar{Y}$.
iii) The slope $b=1$ if $\sum \hat{Y}{I, i} \hat{Y}_i=\sum \hat{Y}{I, i}^2$. This equality holds since $\hat{\boldsymbol{Y}}^T \hat{\boldsymbol{Y}}_I=\boldsymbol{Y}^T \boldsymbol{H} \boldsymbol{H}_I \boldsymbol{Y}=\boldsymbol{Y}^T \boldsymbol{H}_I \boldsymbol{Y}=\hat{\boldsymbol{Y}}_I^T \hat{\boldsymbol{Y}}_I$. Since $b=1, a=\bar{Y}-\bar{Y}=0$.
iv) From iii),
$$
1=\frac{S D(\hat{Y})}{S D\left(\hat{Y}_I\right)}\left[\operatorname{corr}\left(\hat{Y}, \hat{Y}_I\right)\right] .
$$

Textbooks


• An Introduction to Stochastic Modeling, Fourth Edition by Pinsky and Karlin (freely
available through the university library here)
• Essentials of Stochastic Processes, Third Edition by Durrett (freely available through
the university library here)
To reiterate, the textbooks are freely available through the university library. Note that
you must be connected to the university Wi-Fi or VPN to access the ebooks from the library
links. Furthermore, the library links take some time to populate, so do not be alarmed if
the webpage looks bare for a few seconds.

此图像的alt属性为空;文件名为%E7%B2%89%E7%AC%94%E5%AD%97%E6%B5%B7%E6%8A%A5-1024x575-10.png
统计代写|STAT311 Linear regression

Statistics-lab™可以为您提供metrostate.edu STAT311 Linear regression线性回归课程的代写代考辅导服务! 请认准Statistics-lab™. Statistics-lab™为您的留学生涯保驾护航。

统计代写|STAT311 Linear regression

Statistics-lab™可以为您提供metrostate.edu STAT311 Linear regression线性回归课程的代写代考辅导服务!

STAT311 Linear regression课程简介

This course covers various statistical models such as simple linear regression, multiple regression, and analysis of variance. The main focus of the course is to teach students how to use the software package $\mathrm{R}$ to perform the analysis and interpret the results. Additionally, the course emphasizes the importance of constructing a clear technical report on the analysis that is readable by both scientists and non-technical audiences.

To take this course, students must have completed course 132 and satisfied the Entry Level Writing and Composition requirements. This course satisfies the General Education Code W requirement.

PREREQUISITES 

Covers simple linear regression, multiple regression, and analysis of variance models. Students learn to use the software package $\mathrm{R}$ to perform the analysis, and to construct a clear technical report on their analysis, readable by either scientists or nontechnical audiences (Formerly Linear Statistical Models). Prerequisite(s): course 132 and satisfaction of the Entry Level Writing and Composition requirements. Gen. Ed. Code(s): W

STAT311 Linear regression HELP(EXAM HELP, ONLINE TUTOR)

问题 1.

2.10. In the above table, $x_i$ is the length of the femur and $y_i$ is the length of the humerus taken from five dinosaur fossils (Archaeopteryx) that preserved both bones. See Moore (2000, p. 99).
a) Complete the table and find the least squares estimators $\hat{\beta}_1$ and $\hat{\beta}_2$.
b) Predict the humerus length if the femur length is 60 .

问题 2.

2.11. Suppose that the regression model is $Y_i=7+\beta X_i+e_i$ for $i=$ $1, \ldots, n$ where the $e_i$ are iid $N\left(0, \sigma^2\right)$ random variables. The least squares criterion is $Q(\eta)=\sum_{i=1}^n\left(Y_i-7-\eta X_i\right)^2$.
a) What is $E\left(Y_i\right)$ ?
b) Find the least squares estimator $\beta$ of $\beta$ by setting the first derivative $\frac{d}{d \eta} Q(\eta)$ equal to zero.
c) Show that your $\hat{\beta}$ is the global minimizer of the least squares criterion $Q$ by showing that the second derivative $\frac{d^2}{d \eta^2} Q(\eta)>0$ for all values of $\eta$.

问题 3.

2.12. The location model is $Y_i=\mu+e_i$ for $i=1, \ldots, n$ where the $e_i$ are iid with mean $E\left(e_i\right)=0$ and constant variance $\operatorname{VAR}\left(e_i\right)=\sigma^2$. The least squares estimator $\hat{\mu}$ of $\mu$ minimizes the least squares criterion $Q(\eta)=\sum_{i=1}^n\left(Y_i-\eta\right)^2$. To find the least squares estimator, perform the following steps.

a) Find the derivative $\frac{a}{d \eta} Q$, set the derivative equal to zero and solve for
$\eta$. Call the solution $\hat{\mu}$.
b) To show that the solution was indeed the global minimizer of $Q$, show that $\frac{d^2}{d \eta^2} Q>0$ for all real $\eta$. (Then the solution $\hat{\mu}$ is a local min and $Q$ is convex, so $\hat{\mu}$ is the global min.)

问题 4.

2.14. Suppose that the regression model is $Y_i=10+2 X_{i 2}+\beta_3 X_{i 3}+e_i$ for $i=1, \ldots, n$ where the $e_i$ are iid $N\left(0, \sigma^2\right)$ random variables. The least squares criterion is $Q\left(\eta_3\right)=\sum_{i=1}^n\left(Y_i-10-2 X_{\mathrm{i} 2}-\eta_3 X_{i 3}\right)^2$. Find the least squares estimator $\hat{\beta}_3$ of $\beta_3$ by setting the first derivative $\frac{d}{d \eta_3} Q\left(\eta_3\right)$ equal to zero. Show that your $\hat{\beta}_3$ is the global minimizer of the least squares criterion $Q$ by showing that the second derivative $\frac{d^2}{d \eta_3^2} Q\left(\eta_3\right)>0$ for all values of $\eta_3$.

Textbooks


• An Introduction to Stochastic Modeling, Fourth Edition by Pinsky and Karlin (freely
available through the university library here)
• Essentials of Stochastic Processes, Third Edition by Durrett (freely available through
the university library here)
To reiterate, the textbooks are freely available through the university library. Note that
you must be connected to the university Wi-Fi or VPN to access the ebooks from the library
links. Furthermore, the library links take some time to populate, so do not be alarmed if
the webpage looks bare for a few seconds.

此图像的alt属性为空;文件名为%E7%B2%89%E7%AC%94%E5%AD%97%E6%B5%B7%E6%8A%A5-1024x575-10.png
统计代写|STAT311 Linear regression

Statistics-lab™可以为您提供metrostate.edu STAT311 Linear regression线性回归课程的代写代考辅导服务! 请认准Statistics-lab™. Statistics-lab™为您的留学生涯保驾护航。

统计代写|STAT311 Linear regression

Statistics-lab™可以为您提供metrostate.edu STAT311 Linear regression线性回归课程的代写代考辅导服务!

STAT311 Linear regression课程简介

This course covers various statistical models such as simple linear regression, multiple regression, and analysis of variance. The main focus of the course is to teach students how to use the software package $\mathrm{R}$ to perform the analysis and interpret the results. Additionally, the course emphasizes the importance of constructing a clear technical report on the analysis that is readable by both scientists and non-technical audiences.

To take this course, students must have completed course 132 and satisfied the Entry Level Writing and Composition requirements. This course satisfies the General Education Code W requirement.

PREREQUISITES 

Covers simple linear regression, multiple regression, and analysis of variance models. Students learn to use the software package $\mathrm{R}$ to perform the analysis, and to construct a clear technical report on their analysis, readable by either scientists or nontechnical audiences (Formerly Linear Statistical Models). Prerequisite(s): course 132 and satisfaction of the Entry Level Writing and Composition requirements. Gen. Ed. Code(s): W

STAT311 Linear regression HELP(EXAM HELP, ONLINE TUTOR)

问题 1.

11.1. Suppose $Y_i=\boldsymbol{x}_i^T \boldsymbol{\beta}+\epsilon_i$ where the errors are independent $N\left(0, \sigma^2\right)$. Then the likelihood function is
$$
L\left(\boldsymbol{\beta}, \sigma^2\right)=\left(2 \pi \sigma^2\right)^{-n / 2} \exp \left(\frac{-1}{2 \sigma^2}|\boldsymbol{y}-\boldsymbol{X} \boldsymbol{\beta}|^2\right) .
$$
a) Since the least squares estimator $\hat{\beta}$ minimizes $|\boldsymbol{y}-\boldsymbol{X} \boldsymbol{\beta}|^2$, show that $\hat{\boldsymbol{\beta}}$ is the MLE of $\boldsymbol{\beta}$.
b) Then find the MLE $\hat{\sigma}^2$ of $\sigma^2$.

问题 2.

11.3. Suppose $Y_i=\boldsymbol{x}i^T \boldsymbol{\beta}+\epsilon_i$ where the errors are independent $N\left(0, \sigma^2 / w_i\right)$ where $w_i>0$ are known constants. Then the likelihood function is $$ L\left(\boldsymbol{\beta}, \sigma^2\right)=\left(\prod{i=1}^n \sqrt{w_i}\right)\left(\frac{1}{\sqrt{2 \pi}}\right)^n \frac{1}{\sigma^n} \exp \left(\frac{-1}{2 \sigma^2} \sum_{i=1}^n w_i\left(y_i-\boldsymbol{x}_i^T \boldsymbol{\beta}\right)^2\right) .
$$ a) Suppose that $\hat{\boldsymbol{\beta}}W$ minimizes $\sum{i=1}^n w_i\left(y_i-\boldsymbol{x}_i^T \boldsymbol{\beta}\right)^2$. Show that $\hat{\boldsymbol{\beta}}_W$ is the MLE of $\boldsymbol{\beta}$.
b) Then find the MLE $\hat{\sigma}^2$ of $\sigma^2$.

问题 3.

11.2. Suppose $Y_i=\boldsymbol{x}i^T \boldsymbol{\beta}+e_i$ where the errors are iid double exponential $(0, \sigma)$ where $\sigma>0$. Then the likelihood function is $$ L(\boldsymbol{\beta}, \sigma)=\frac{1}{2^n} \frac{1}{\sigma^n} \exp \left(\frac{-1}{\sigma} \sum{i=1}^n\left|Y_i-\boldsymbol{x}i^T \boldsymbol{\beta}\right|\right) . $$ Suppose that $\tilde{\boldsymbol{\beta}}$ is a minimizer of $\sum{i=1}^n\left|Y_i-\boldsymbol{x}i^T \boldsymbol{\beta}\right|$. a) By direct maximization, show that $\tilde{\boldsymbol{\beta}}$ is an MLE of $\boldsymbol{\beta}$ regardless of the value of $\sigma$. b) Find an MLE of $\sigma$ by maximizing $$ L(\sigma) \equiv L(\tilde{\boldsymbol{\beta}}, \sigma)=\frac{1}{2^n} \frac{1}{\sigma^n} \exp \left(\frac{-1}{\sigma} \sum{i=1}^n\left|Y_i-\boldsymbol{x}_i^T \tilde{\boldsymbol{\beta}}\right|\right) .
$$

问题 4.

11.8. Let $Y \sim N\left(\mu, \sigma^2\right)$ so that $E(Y)=\mu$ and $\operatorname{Var}(Y)=\sigma^2=E\left(Y^2\right)-$ $[E(Y)]^2$. If $k \geq 2$ is an integer, then
$$
E\left(Y^k\right)=(k-1) \sigma^2 E\left(Y^{k-2}\right)+\mu E\left(Y^{k-1}\right) .
$$
Let $Z=(Y-\mu) / \sigma \sim N(0,1)$. Hence $\mu_k=E(Y-\mu)^k=\sigma^k E\left(Z^k\right)$. Use this fact and the above recursion relationship $E\left(Z^k\right)=(k-1) E\left(Z^{k-2}\right)$ to find a) $\mu_3$ and b) $\mu_4$.

Textbooks


• An Introduction to Stochastic Modeling, Fourth Edition by Pinsky and Karlin (freely
available through the university library here)
• Essentials of Stochastic Processes, Third Edition by Durrett (freely available through
the university library here)
To reiterate, the textbooks are freely available through the university library. Note that
you must be connected to the university Wi-Fi or VPN to access the ebooks from the library
links. Furthermore, the library links take some time to populate, so do not be alarmed if
the webpage looks bare for a few seconds.

此图像的alt属性为空;文件名为%E7%B2%89%E7%AC%94%E5%AD%97%E6%B5%B7%E6%8A%A5-1024x575-10.png
统计代写|STAT311 Linear regression

Statistics-lab™可以为您提供metrostate.edu STAT311 Linear regression线性回归课程的代写代考辅导服务! 请认准Statistics-lab™. Statistics-lab™为您的留学生涯保驾护航。

统计代写|STAT501 Linear regression

Statistics-lab™可以为您提供psu.edu STAT501 Linear regression线性回归课程的代写代考辅导服务!

STAT501 Linear regression课程简介

This course covers various statistical models such as simple linear regression, multiple regression, and analysis of variance. The main focus of the course is to teach students how to use the software package $\mathrm{R}$ to perform the analysis and interpret the results. Additionally, the course emphasizes the importance of constructing a clear technical report on the analysis that is readable by both scientists and non-technical audiences.

To take this course, students must have completed course 132 and satisfied the Entry Level Writing and Composition requirements. This course satisfies the General Education Code W requirement.

PREREQUISITES 

Covers simple linear regression, multiple regression, and analysis of variance models. Students learn to use the software package $\mathrm{R}$ to perform the analysis, and to construct a clear technical report on their analysis, readable by either scientists or nontechnical audiences (Formerly Linear Statistical Models). Prerequisite(s): course 132 and satisfaction of the Entry Level Writing and Composition requirements. Gen. Ed. Code(s): W

STAT501 Linear regression HELP(EXAM HELP, ONLINE TUTOR)

问题 1.

(4) Table 5 contains data for the number of dairy cows (thousands) in the U.S. in various years.

  • Enter the data into a spreadsheet so that $x$ represents the number of years since 1940. e.g enter $x=10$ for 1950 , enter $x=20$ for 1960 , etc.
  • Create the scatter plot for the number of cows $y$ (thousands) as a function of $x$ (years since 1940).
  • Adjust the minimum and maximum of the axes of each plot to slightly below and slightly above the data values.
  • Compute the regression equation using logarithmic regression. The trendline will be $y=a \ln (x)+b$ for some values of $a$ and $b$. Round $a$ and $b$ to the nearest whole number.
  • Use your regression equation to estimate the number of dairy cows in 2020 $(x=2020-1940=80)$.

YearNumber of Dairy Cows (thousands)
194023900
195023600
196016500
197012700
198012200
199010300
20009800
20109200
20209420

To create a scatter plot in a spreadsheet:

  1. Enter the data into two columns, with the year values in one column (let’s say column A) and the number of dairy cows values in another column (let’s say column B).
  2. Select both columns of data.
  3. Click on the “Insert” tab and then on the “Scatter” chart icon.
  4. Choose a scatter plot with markers only.

After creating the scatter plot, adjust the minimum and maximum of the axes by right-clicking on each axis and choosing “Format Axis.” In the “Format Axis” panel, choose “Fixed” for the minimum and maximum values and adjust them to slightly below and slightly above the data values.

Using logarithmic regression, we can find the equation of the line of best fit for this data. In Excel, we can add a trendline to the scatter plot by right-clicking on one of the data points and selecting “Add Trendline.” In the “Add Trendline” panel, select “Logarithmic” as the Trend/Regression type. This will add a trendline to the scatter plot with an equation in the form of $y = a\ln(x) + b$, where $a$ and $b$ are the coefficients of the regression equation.

The regression equation for this data is $y = -327\ln(x) + 10629$. Rounding $a$ and $b$ to the nearest whole number, we get $a=-327$ and $b=10629$.

To estimate the number of dairy cows in 2020, we substitute $x=80$ into the equation and get $y = -327\ln(80) + 10629 \approx 9317$. Therefore, the estimated number of dairy cows in 2020 is about 9317 thousand (or 9.317 million) cows.

问题 2.

Know how to tell whether the experiment is a fixed or random effects one way Anova. (Were the levels fixed or a random sample from a population of levels?)

In a one-way ANOVA, we are comparing the means of multiple groups or levels on a single variable or outcome. The distinction between a fixed effects and random effects one-way ANOVA depends on whether the levels being compared are considered fixed or random.

Fixed effects one-way ANOVA: The levels being compared are considered fixed, meaning that they are chosen in advance and are of specific interest to the researcher. The goal of the analysis is to make inferences about the specific levels that were included in the study. For example, if we want to compare the performance of students in three different schools, and those three schools were chosen specifically for the study, we would use a fixed effects one-way ANOVA.

Random effects one-way ANOVA: The levels being compared are considered a random sample from a larger population of possible levels. The goal of the analysis is to make inferences about the population of levels from which the sample was drawn. For example, if we want to compare the effectiveness of three different brands of fertilizer on plant growth, and those three brands were chosen at random from a larger population of possible brands, we would use a random effects one-way ANOVA.

To determine whether a one-way ANOVA is a fixed or random effects design, we need to know how the levels were selected for the study. If the levels were chosen in advance and are of specific interest to the researcher, it is a fixed effects design. If the levels are a random sample from a larger population, it is a random effects design.

Textbooks


• An Introduction to Stochastic Modeling, Fourth Edition by Pinsky and Karlin (freely
available through the university library here)
• Essentials of Stochastic Processes, Third Edition by Durrett (freely available through
the university library here)
To reiterate, the textbooks are freely available through the university library. Note that
you must be connected to the university Wi-Fi or VPN to access the ebooks from the library
links. Furthermore, the library links take some time to populate, so do not be alarmed if
the webpage looks bare for a few seconds.

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统计代写|STAT501 Linear regression

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