Lecture Overview:

• Overview for Model-building process (Ch 9)
• Criteria for Model Selection (Ch 9.3)
• Automatic Search Procedures for Model Selection
• Model Refinement and Selection

Overview for Model-building process

Building the Regression Model

1. Data collection and preparation

• Data collection ~ how data is collected
  • Controlled experiments
  • Controlled experiments with covariates
  • Confirmatory Observational Studies
  • Confirmatory Observational Studies
  • Exploratory Observational Studies
• Data preparation ~ data cleaning
• Preliminary Model Investigation ~ EDI

1. Reduction of Explanatory Variables ~ Variable selections

• Covered in this week
• Choose a “good” subset of X variables

1. Model refinement and selection ~ diagnostics and influential checks