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Sampling Properties of Variable Selection
2 years ago
$p$-value based variable selection, with data that are pure noise | $p$-values, vs number of variables available for selection | Reference
DAAG 1.25.5
John Maindonald
simulate-varselect.Rmd
Use of Simulation to Assess Regression Diagnostics
2 years ago
Calibration of Regression Diagnostics | A 'simple' straight line regression example | The function plotSimScat() | Diagnostic Plots for Simulated Data -- plotSimDiags() | Residuals versus fitted values | A check for normality: | Is the variance constant? | Issues of leverage | All 4 default diagnostic plots in the same call | What further checks and tests should be applied? | References
DAAG 1.25.5
John Maindonald
simulate-regdiags.Rmd