Simple Linear Regression: Always Plot Your Data!

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A quick look at a few cautions about simple linear regression.

Anscombe's quartet can be found in:
Anscombe, F. (1973). Graphs in statistical analysis. American Statistician, 27:17--21.

The fuel use vs speed data is found in:
West, B.H., McGill,R.N., Hodgson, J.W., Sluder, S.S. , and Smith D.E., Development and Verification of Light-Duty Modal Emissions and Fuel Consumption Values for Traffic Mod- els, FHWA-RD-99-068, U.S. Department of Transportation, Federal Highway Administration, Washington, DC, March 1999.

The life expectancy vs television data is a random sample from the 2008 Economist Pocket World in Figures.
  1. jbstatistics
  2. regression cautions
  3. extrapolation
  4. correlation
  5. causation
  6. anscombe's quartet
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Wow! This is truly an excellent example showing that Statistics is not just about evaluating sophisticated measures, performing complicated analyses on whatever data we get and arriving at a conclusion. The importance of visualizing a dataset is nicely presented through your video.

ambuchat
Автор

Interesting. Yesterday I read on the book the formula of the variance of the coefficient estimates, which increases when the out-of-sample observation x is far from the sample mean. This is a good example

renjing