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Stats for Data Science
An MAA mini-course at JMM 2020, Daniel Kaplan

Guiding model building

Given a base model and a proposed elaboration of that model, does the elaboration reveal new aspects of the relationship between the response and explanatory variables?

  • Inputs from the model:
    • vr and n
    • vbasem and velabm,
    • degrees of flexibility Fbase and Felab
  • Output:

    ΔF=n(Felab+1)FelabFbasevelabmvbasemvrvelabm
  • Interpretation: Is ΔF ? Then a relationship is discernible.1

    • Notes:
      • The special case of a model with ^\circ{\cal F} = 0 is called the Null Model and corresponds to the claim that there is no relationship between the explanatory variables and the response variable. In this special case, \mbox{F} = \Delta \mbox{F}.
      • \Delta \mbox{F} \neq \mbox{F}^{elab} - \mbox{F}^{base}

Example

An exercise comparing two models



  1. Recall that I’m using discernible as a replacement for significant, as proposed by Jeff Witmer.

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