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9. Comparisons and Regression

Aims | Objectives | Reading | Handouts & Problem Sheets | Questions | Links

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Aims

In this final section, we look at hypothesis tests and confidence intervals in situations where the data has more structure than just a single sample, based on the assumption that data are Normally distributed.

Objectives

The following objectives, together with those of the previous section, will help you to assess how well you have mastered the relevant material. By the end of this section you should be able to:

  • State the model assumptions for the simple Normal linear regression model.
  • Derive the mean, variance and distribution of the estimators of the slope and intercept of the fitted regression line, and calculate the corresponding standard errors.
  • Construct exact confidence intervals for the values of both the slope and the intercept.
  • Perform standard hypothesis tests on the values of both the slope and the intercept.
  • Use the summary() command in R to calculate confidence intervals and perform hypothesis tests on the values of both the slope and the intercept.
  • Identify from an informal problem description situations where a paired t-test or a two sample t-test would be appropriate, and, in the latter case, identify whether or not a pooled two sample t-test would be appropriate.
  • State appropriate model assumptions and formulate appropriate null and alternative hypotheses for each of the types of two-sample or paired t-test listed above.
  • Identify an appropriate test statistic and its distribution under the null hypothesis for each of the types of two-sample or paired t-test listed above.
  • Use the methods of Section 8 (Testing Hypotheses) to compute appropriate p-values or critical regions and report appropriate conclusions for each of the types of two-sample or paired t-test listed above.
  • Use appropriate commands in R to perform each of the types of two-sample or paired t-test listed above, and correctly interpret and report the output of the procedures.

Suggested Reading

RiceChapter 14 Section 14.1 Linear Least Squares - Introduction
Section 14.2 Simple Linear Regression
RiceChapter 11 Sections 11.1 Comparing two samples
Sections 11.2Comparing two independent samples
Sections 11.3Comparing paired samples


Handouts and Problem Sheets

Copies of Handouts, Problem Sheets and Solution Sheets for the unit will be made available each week here.

Handout for Section 9 | Problem sheet 10 | Solution sheet 10

Questions - set in week 11

PROBLEM SHEET 10 -- Questions 1, 5, 7, 8


Interesting links

R demos - a function to visualise variation in normal linear regression.

R demos - the function I used in lecture 17 to visualise some basic ideas of testing hypotheses is still applicable qualitatively, even though the calculations within the function are for the one-sample case. Just interpret the captions 'mu=3.6', 'mu>3.6', 'mu=4' and 'mu=4.5' as 'muX=muY', 'muX>muY', 'muX-muY=0.4', 'muX-muY=0.9' respectively, and mentally relabel the horizontal axis and other statistic values mentioned.

A number of links to linear regression applets were already given on the web page for section 4.

In addition to the links given there, the Rice Virtual Lab in Statistics has other regression-related applets; for example an applet that allows you to investigate the underlying concept of regression towards the mean and another that allows you to examine the effects of the reliability of X and Y on a number of the components of the regression analysis.

Contrasting paired and two-sample t-test results based on simulated data - pdf file, scroll through frames to move the samples apart.

The Vestac site, under its Statistical Tests section, has a simple applet visualising a two sample hypothesis test.

Note that I have no control over the content or availability of these external web pages. The links may be slow to load, or may sometimes fail altogether - please email me to report if a link goes down. Similarly applets may be slow to load or run, but beware that you may experience problems if you try to exit them before they have finished loading.

Professor Peter Green, School of Mathematics, University of Bristol, Bristol, BS8 1TW, UK.
Email link Telephone: +44 (0)117 928 7967; Fax: +44 (0)117 928 7999
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