notes - ocw.umb.edu

34
Class 19: Chapter 12 Slide 1 Chapter 12: Strategies for Variable Selection NOTES: Slide 2 HW 12 due Friday 4/17/09 NOTES: Slide 3 HW12: Cammen model NOTES: Page 1 of 34

Upload: others

Post on 31-Oct-2021

3 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 1 Chapter 12: Strategies for Variable Selection

NOTES:

Slide 2 HW 12 due Friday 4/17/09

NOTES:

Slide 3 HW12: Cammen model

NOTES:

Page 1 of 34

Page 2: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 4

NOTES:

Slide 5

NOTES:

Slide 6 Homework Presentations

NOTES:

Page 2 of 34

Page 3: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 7 Chapter 12: Strategies for variable selection

NOTES:

Slide 8 Using multiple regression to test causal models

NOTES:

Slide 9 Regression errors & artifacts

NOTES:

Page 3 of 34

Page 4: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 10 Does fluoride cause cancer?

NOTES:

Slide 11 Cancer & Fluoride

NOTES:

Slide 12 Guidelines for predictive modeling

NOTES:

Page 4 of 34

Page 5: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 13 Gallagher’s addenda

NOTES:

Slide 14

NOTES:

Slide 15

NOTES:

Page 5 of 34

Page 6: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 16

NOTES:

Slide 17

NOTES:

Slide 18 SDFBeta Plot

NOTES:

Page 6 of 34

Page 7: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 19

NOTES:

Slide 20 All possible regression models

NOTES:

Slide 21 SPSS selection criteria

NOTES:

Page 7 of 34

Page 8: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 22 Bayes’ Theorem

NOTES:

Slide 23 All possible regressions

NOTES:

Slide 24 SPSS regression syntax

NOTES:

Page 8 of 34

Page 9: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 25

NOTES:

Slide 26

NOTES:

Slide 27 Trouble assessing significance

NOTES:

Page 9 of 34

Page 10: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 28 Overfitting: why stepwise procedures should not be used to estimate p values.

NOTES:

Slide 29

NOTES:

Slide 30 Gallagher’s overfitting.sps

NOTES:

Page 10 of 34

Page 11: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 31 Results of Stepwise Selection

NOTES:

Slide 32 Harrell (2002, p. 56-57) on stepwise

NOTES:

Slide 33 Multicollinearity, collinearity

NOTES:

Page 11 of 34

Page 12: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 34 Collinearity [multicollinearity]

NOTES:

Slide 35 Ways of detecting multicollinearity

NOTES:

Slide 36

NOTES:

Page 12 of 34

Page 13: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 37 Solutions to multicollinearity

NOTES:

Slide 38 Ridge regression

NOTES:

Slide 39 Case 11.2 Gender discrimination

NOTES:

Page 13 of 34

Page 14: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 40

NOTES:

Slide 41

NOTES:

Slide 42

NOTES:

Page 14 of 34

Page 15: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 43 SPSS output using forward, backward or stepwise

NOTES:

Slide 44 Has gender equity really been rejected?

NOTES:

Slide 45 Statistical Equating & RTM

NOTES:

Page 15 of 34

Page 16: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 46 Poor Horace Secrist (1933)

NOTES:

Slide 47 Hotelling’s (1933) JASA review

NOTES:

Slide 48 Hotelling’s (1934) rejoinder

NOTES:

Page 16 of 34

Page 17: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 49 Statistical Equating

NOTES:

Slide 50 A hypothetical test of gender effects

NOTES:

Slide 51

NOTES:

Page 17 of 34

Page 18: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 52

NOTES:

Slide 53

NOTES:

Slide 54 Flawed interpretation: Females score 2 points less (1.9 ± 0.4) on the post-test, after ‘supposedly’ controlling for the effect of previous mathematical ability (p<10-18)

NOTES:

Page 18 of 34

Page 19: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 55 Classic Analysis of covariance

NOTES:

Slide 56 Repeated measures designs (Chapter 16) produce the correct solution: No effect of gender on post-test

NOTES:

Slide 57 Profiles from Repeated Measures ANOVA

NOTES:

Page 19 of 34

Page 20: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 58 Change score: Do paired t tests on males & females separately

NOTES:

Slide 59 Why didn’t regression & ANCOVA work?

NOTES:

Slide 60 Galton’s regression to the mean

NOTES:

Page 20 of 34

Page 21: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 61 RTM effect % 1/r

NOTES:

Slide 62 Galton squeeze

NOTES:

Slide 63 Galton squeeze

NOTES:

Page 21 of 34

Page 22: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 64 Galton squeeze, if r=0.25

NOTES:

Slide 65 Regression to the mean applies forward & backward

NOTES:

Slide 66 The Regression Fallacy

NOTES:

Page 22 of 34

Page 23: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 67 Statistical matching & equating

NOTES:

Slide 68 Structural modeling vs. ANCOVA

NOTES:

Slide 69 Solutions to Equating & matching problems

NOTES:

Page 23 of 34

Page 24: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 70 Structural equation modeling

NOTES:

Slide 71 Path analysis and regression

NOTES:

Slide 72 Regression: a subset of structural equation modeling

NOTES:

Page 24 of 34

Page 25: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 73 AMOS graphical solutions

NOTES:

Slide 74 Predicting SAT scores from states

NOTES:

Slide 75 Results from a standard OLS regression

NOTES:

Page 25 of 34

Page 26: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 76 From Path to Factor analysis

NOTES:

Slide 77 Measurement & Structural submodels

NOTES:

Slide 78 AMOS Results

NOTES:

Page 26 of 34

Page 27: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 79 Full vs Reduced models

NOTES:

Slide 80 How to handle covariates in RTM

NOTES:

Slide 81 A reduced model

NOTES:

Page 27 of 34

Page 28: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 82 SEM, testing between groups

NOTES:

Slide 83

NOTES:

Slide 84 MCAS Analyses and the thrip fallacy

NOTES:

Page 28 of 34

Page 29: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 85 Applications to SAT & MCAS

NOTES:

Slide 86 Gaudet’s Ranking of MA Schools

NOTES:

Slide 87 The best 10th grade classes

NOTES:

Page 29 of 34

Page 30: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 88 The thrip/regression fallacy

NOTES:

Slide 89 Chen & Ferguson (2002)

NOTES:

Slide 90 Chen & Ferguson (2002)

NOTES:

Page 30 of 34

Page 31: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 91 Spatially correlated residuals

NOTES:

Slide 92 Chen & Ferguson (2002)

NOTES:

Slide 93 Chen & Ferguson (2002)

NOTES:

Page 31 of 34

Page 32: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 94 What factors affect test scores?

NOTES:

Slide 95 Beacon Hill Institute Study

NOTES:

Slide 96 Beacon Hill Results

NOTES:

Page 32 of 34

Page 33: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 97 The 15 best schools?

NOTES:

Slide 98 The 12 worst schools?

NOTES:

Slide 99 The Worst 10th grade schools

NOTES:

Page 33 of 34

Page 34: NOTES - ocw.umb.edu

Class 19: Chapter 12

Slide 100 The Beacon Hill Institute Report

NOTES:

Slide 101 Class size and test scores

NOTES:

Slide 102 Conclusions

NOTES:

Page 34 of 34