Correct note on Multiple Regression.

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Marco Oesting
2023-10-10 07:53:07 +02:00
parent 72e4f8da83
commit c74be9a6d7

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@@ -107,9 +107,6 @@ normal distribution with mean 0.0 and standard deviation 2.0, and sample
3. Play with different choices of the parameters above (including the 3. Play with different choices of the parameters above (including the
sample size $n$) to see the effects on the parameter estimates and sample size $n$) to see the effects on the parameter estimates and
the $p$-values. the $p$-values.
::: {callout-note}
The more covariates you add the more variance can be explained by the linear model - $R^2$ increases. In order to balance goodness-of-tit of a model and its complexity, information criteria such as `aic` are considered.
::: :::
## Multiple Regression Model ## Multiple Regression Model
@@ -215,6 +212,10 @@ linmod3 = lm(@formula(Volume ~ Girth + Height + Girth*Height), trees)
r2(linmod3) r2(linmod3)
``` ```
::: {callout-note}
The more covariates you add the more variance can be explained by the linear model - $R^2$ increases. In order to balance goodness-of-tit of a model and its complexity, information criteria such as `aic` are considered.
:::
## Generalized Linear Models ## Generalized Linear Models
Classical linear model Classical linear model