STAT312 Lecture : Regression; vector spaces and subspaces.pdf
5 Apr 2014
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Experimenter ob- (= response to a medical serves a variable treatment, say) thought to depend on type of drug used ( 1 = 1 for type a, 0 for type b) and amount applied ( 2). Response contains a random component as well (measurement error, model inadequacies, etc. ); a tentative linear re- gression model might be. = 0 + 1 1 + 2 2 + where the s are unknown parameters to be esti- mated, is unobserved random error, assumed to have mean 0, constant variance across subjects, possibly also normally distributed. | 1 = 0 2] = 0 + 2 2. | 1 = 1 2] = 0 + 1 + 2 2 hence. 1 = di erence in mean e ects of the treatments, if the same amounts are applied. Here the observations (rows) have been singled out as the relevant objects. Much of the the- ory will hinge on the representation of.
