Bootstrap Sampling for Multiple Linear Regression (Lecture Notes for Lecture 17)
- Describe the Case Resampling Bootstrap in the context of Multiple Linear Regression.
- Use functions from
confcurve
to construct confidence curves, confidence intervals, and perform hypothesis testing for single coefficients for a Multiple Linear Regression model via bootstrapping.
The Problem of Multiple Comparisons (Lecture Notes for Lecture 17)
- State the problem of multiple comparisons in the context constructing more than one confidence interval for population coefficients for a multiple linear regression model.
- Perform computations for a toy model of multiple comparisons where \(m\) independent samples are used to construct confidence intervals for a collection of \(m\) population parameters.
The Bonferroni Correction for Multiple Comparisons (Lecture Notes for Lecture 17)
- State the Bonferroni correction for adjusting the confidence levels of individual confidence intervals to attain an overall coverage of at least \(1 - \alpha\).
- Construct Bonferroni corrected confidence curves, confidence intervals, and coefficient plots in R.
Confidence Ellipses for Multiple Comparisons (Lecture Notes for Lecture 17)
- Define a confidence level \(c\) confidence ellipse for two population parameters.
- Explain what the confidence level \(c\) for a confidence ellipse means.
- Given a two or more confidence ellipses for the same population parameters constructed from the same sample and the confidence levels used to construct those confidence ellipses, match a confidence ellipse with its confidence level.
- Construct confidence ellipses for two coefficients at a time using
car::confidenceEllipse
.