CourseKata Chapter 14

Targetted Model Comparison

Mansour Abdoli, PhD

Overview / Goals

• Review: Model Overall Significance
  • Simulating \(F\) Value
• New Topic: Variable Significance
  • Single-Variable \(F\) Distribution
  • Single-Variable \(coef\) Distribution
    • Confidence Interval
    • Test of Hypothesis

Review: Model Overall Significance

Using StudentSurvey

A Complex Model

Let’s check significance of \(GPA \sim SAT + HigherSAT\)

Simulating \(F\) Value

New Topic: Variable Significance

Single-Variable \(F\) Effect

Base Model (Without \(SAT\)):

Single-Variable \(F\) Distribution

Simulation:

Single-Variable \(\text{coef}\) Distribution

Single-Variable \(\text{coef}\) C.I.

Finding ME:

95% Confidence Interval:

Single-Variable \(\text{coef}\) ToH

\[p\text{-value}=P(|b_i|>|b_{obs}|)\]