Topics in simple linear regression

Examining lack of fit

Calibration: predicting x for a given y value

Use of SSPexp to study lack of fit

When we have more than one observation per xi value, we can partitiion SSE:

SSE = SSPexp + SSlack = SS for pure error + SS for lack of fit

which leads to an F test of lack of fit: F = MSlack / MSPexp

 

Multiple regression

Often a simple linear regression model is not sufficient as a model for y .

Other possibilities are:

yi = b0 + b1xi + b2xi2 + ei (polynomial in x)

yi = b0 + b1x1i + b2x2i+ ei (linear in two variables x1 and x2 )