# References

Ashenfelter, Orley, David Ashmore, and Robert Lalonde. 1995. “Bordeaux Wine Vintage Quality and the Weather.” CHANCE 8 (4): 7–14. doi:10.1080/09332480.1995.10542468.

Bartholomew, David J, Fiona Steele, Jane Galbraith, and Irini Moustaki. 2008. Analysis of Multivariate Social Science Data. CRC press.

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Fox, John. 2005. “The R Commander: A Basic Statistics Graphical User Interface to R.” Journal of Statistical Software 14 (9): 1–42. http://www.jstatsoft.org/v14/i09.

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1. For example, 'FactoMineR' (collection of multivariate techniques), 'KMggplot2' (produces elegant graphs using ggplot2) and 'Demos' (set of pedagogical demos; 'Simple linear regression' is specially relevant for Chapter 2).

2. A minor inconvenience is that the text boxes in the GUI will be wiped out after restarting. The workspace is kept after restarting, so the models and datasets will be available – but not selected as ‘active’.

3. In principle, you could pick more than one explanatory variables using the 'Control' or 'Shift' keys, but that corresponds to the multiple linear regression (covered in Chapter 3).

4. The decision of which points are the most different from the rest is done automatically by a method known as the Mahalanobis depth.

5. The default GUI option is set to identify '2' points. However, we know after a preliminary plot that there are three very different points in the dataset, hence this particular choice.

6. The outliers have a considerable impact on the regression line, as we will see later.

7. Less populated states are given more weight than its corresponding proportional share.

8. According to EuroStat and the population stated in the Cambridge Compromise report.

9. We will be able to say more about how these test are performed after Section 2.5.

10. They are unique and always exist. They can be obtained by solving $$\frac{\partial}{\partial \beta_0}\text{RSS}(\beta_0,\beta_1)=0$$ and $$\frac{\partial}{\partial \beta_1}\text{RSS}(\beta_0,\beta_1)=0$$.

11. In Chapter 5 we will consider perpendicular distances.

12. The Student’s $$t$$ distribution has heavier tails than the normal, which means that large observations in absolute value are more likely. $$t_n$$ converges to a $$\mathcal{N}(0,1)$$ when $$n$$ is large. For example, with $$n$$ larger than $$30$$, the normal is a good approximation.

13. $$\chi_n^2$$ is the distribution of the sum of the squares of $$n$$ random variables $$\mathcal{N}(0,1)$$.

14. Recall that SSR is different from RSS (Residual Sum of Squares, Section 2.3).

15. Recall that SSE and RSS (for $$(\hat \beta_0,\hat \beta_1)$$) are just different names for referring to the same quantity: $$\text{SSE}=\sum_{i=1}^n\left(Y_i-\hat Y_i\right)^2=\sum_{i=1}^n\left(Y_i-\hat \beta_0-\hat \beta_1X_i\right)^2=\mathrm{RSS}\left(\hat \beta_0,\hat \beta_1\right)$$.

16. The $$F_{n,m}$$ distribution arises as the quotient of two independent random variables $$\chi^2_n$$ and $$\chi^2_m$$, $$\frac{\chi^2_n/n}{\chi^2_m/m}$$.

17. If the assumptions are not satisfied (mismatch between what is assumed to happen in theory and what the data is), then the inference results may be misleading.

18. In Ashenfelter, Ashmore, and Lalonde (1995), this variable is expressed relative to the price of the 1961 vintage, regarded as the best one ever recorded. In other words, they consider Price - 8.4937 as the price variable.

19. If you wanted to do so, you will need the function I() for indicating that + is not including predictors in the model, but is acting as a sum operator: Price ~ I(Age + AGST + FrancePop + HarvestRain + WinterRain).

20. The $$R^2$$ for the multiple linear regression $$Y=\beta_0+\beta_1X_1+\ldots+\beta_kX_k+\varepsilon$$ is not the sum of the $$R^2$$’s for the simple linear regressions $$Y=\beta_0+\beta_jX_j+\varepsilon$$, $$j=1,\ldots,k$$.

21. But be aware of the changes in units for medv, black, lstat and nox.

22. Although note that the printed messages always display 'AIC' even if you choose 'BIC'.

23. The vectors are regarded as column matrices.

24. They are unique and always exist.

25. With $$m=1$$, the density of a $$\mathcal{N}_{m}$$ corresponds to a bell-shaped curve With $$m=2$$, the density is a surface similar to a bell.

26. SSE and RSS are two names for the same quantity (that appears in different contexts): $$\text{SSE}=\sum_{i=1}^n\left(Y_i-\hat Y_i\right)^2=\sum_{i=1}^n\left(Y_i-\hat \beta_0-\hat \beta_1X_{i1}-\ldots-\hat \beta_kX_{ik}\right)^2=\mathrm{RSS}(\hat{\boldsymbol{\beta}})$$.

27. More complex – included here just for clarification of the anova’s output.

28. You will need to run this piece of code whenever you want to call simpleAnova, since it is not part of R nor R Commander.

29. After the shuttle exits the atmosphere, the solid rocket boosters separate and descend to land using a parachute where they are carefully analysed.

30. Recall that the result of a bet is binary: you win or lose the bet.

31. An equivalent way of stating this assumption is $$p(\mathbf{x})=\mathrm{logistic}(\beta_0+\beta_1x_1+\ldots+\beta_kx_k)$$.

32. The probability of the sample according to the saturated is $$1$$ – replace $$p(\mathbf{X}_i)=Y_i$$ in (4.8).

33. We are implicitly assuming that $$n>k$$. Otherwise, the maximum number of PCs would be $$\min(n-1,k)$$.

34. For example, if PC$$_1$$ explains all the variance of $$X_1,\ldots,X_k$$ or if the variables are uncorrelated, in which case the PCs will be equal to the original variables.

35. Alternatively, the 'Tools' -> 'Install auxiliary software [if not already installed]' will redirect you to the download links for the auxiliary software.

36. This is, assuming we have performed the right steps in the analysis without making any mistake.

### References

Ashenfelter, Orley, David Ashmore, and Robert Lalonde. 1995. “Bordeaux Wine Vintage Quality and the Weather.” CHANCE 8 (4): 7–14. doi:10.1080/09332480.1995.10542468.