Chapter 4Regression Model Building I
In Chapter 3, we learned about multiple linear regression, a technique for analyzing certain types of multivariate data. This can help us to understand the linear association between a response variable, , and predictor variables, (), to see how a change in one of the predictors is associated with a change in the response and to estimate or predict the value of the response knowing the values of the predictors. We estimated the model as
We began thinking about model building by using hypothesis tests for the regression parameters (). These tests can identify which predictors are most useful for modeling and should be included in the model. They can also identify which predictors seem redundant—provide little information about beyond the information ...
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