"Regression diagnostics" are methods for determining whether a regression model fit to data adequately represents the data. This short course will present diagnostics for linear models fit by least squares and for generalized linear models fit by maximum likelihood. The course will meet for approximately six hours a day for three days, with about four hours of lecture per day, followed by a "hands-on" lab session during which participants will have the opportunity to apply the methods presented in the lecture, and concluding with a brief wrap-up. The following topics will be covered:
The short course assumes prior exposure to linear and generalized linear models, and some familiarity with the R statistical computing environment, which will be used in the lab sessions.
Sources describing the R statistical computing environment: In addition to many books on R, there is an introductory manual available, as well as a variety of contributed documentation.
Materials | |
Lectures | Notes, R Script files: data-craft.R, unusual-data.R, nonlinearity-etc.R, GLMs.R |
Exercises |
Data-craft problems; Regression diagnostics problems; R script files: UnitedNations.R, Moore.R, Prestige.R, Chile.R |
Talk on 'effect displays' | Notes |
J. Fox, Applied Regression Analysis and Generalized Linear Models, Second Edition (Sage, 2008). Most of the material in the short course is from this source.
J. Fox, An R and S-PLUS Companion to Applied Regression (Sage, 2002). Covers linear and generalized linear models in R; the book associated with the car package. A new edition is in the works, with Sanford Weisberg as coauthor.
J. Fox, Regression Diagnostics (Sage, 1991). A brief treatment of the subject, now a bit dated.
S. Weisberg, Applied Linear Regression, Third Edition (Wiley, 2005). An excellent text, strong on diagnostics.
R. D. Cook and S. Weisberg, Residuals and Influence in Regression (Chapman and Hall, 1982) and An Introduction to Regression Graphics (Wiley, 1994); R. D. Cook, Regression Graphics (Wiley, 1998). Important texts by leaders in the field.
A. C. Atkinson, Plots, Transformations and Regression (Oxford, 1985). A text that's strong on constructed-variable diagnostics.
D. A. Belsley, K. Kuh, and R. E. Welsch, Regression Diagnostics (Wiley,1980). A seminal text, dealing with unusual data and collinearity diagnostics.
Last Modified: 27 November 2009 by J. Fox <jfox AT mcmaster.ca>