5 Day 5 (June 9)

5.1 Announcements

  • Assignment 2 is posted and due on Wednesday

  • Live examples

5.2 Introduction to linear models

  • What is a model?

  • What is a linear model?

    • Most widely used model in science, engineering, and statistics

    • Vector form: \(\mathbf{y}=\beta_{0}+\beta_{1}\mathbf{x}_{1}+\beta_{2}\mathbf{x}_{2}+\ldots+\beta_{p}\mathbf{x}_{p}+\boldsymbol{\varepsilon}\)

    • Matrix form: \(\mathbf{y}=\mathbf{X}\boldsymbol{\beta}+\boldsymbol{\varepsilon}\)

    • Which part of the model is the mathematical model

    • Which part of the model makes the linear model a “statistical” model

    • Visual

  • Which of the four below are a linear model \[\mathbf{y}=\beta_{0}+\beta_{1}\mathbf{x}_{1}+\beta_{2}\mathbf{x}^{2}_{1}+\boldsymbol{\varepsilon}\] \[\mathbf{y}=\beta_{0}+\beta_{1}\mathbf{x}_{1}+\beta_{2}\text{log(}\mathbf{x}_{1}\text{)}+\boldsymbol{\varepsilon}\] \[\mathbf{y}=\beta_{0}+\beta_{1}e^{\beta_{2}\mathbf{x}_{1}}+\boldsymbol{\varepsilon}\] \[\mathbf{y}=\beta_{0}+\beta_{1}\mathbf{x}_{1}+\text{log(}\beta_{2}\text{)}\mathbf{x}_{1}+\boldsymbol{\varepsilon}\]

  • Why study the linear model?

    • Building block for more complex models (e.g., GLMs, mixed models, machine learning, etc)
    • We know the most about it

5.3 Estimation

  • Three options to estimate \(\boldsymbol{\beta}\)
    • Minimize a loss function
    • Maximize a likelihood function
    • Find the posterior distribution
    • Each option requires different assumptions