The prediction interval thing was sloppy, good catch.
The r^2 and AICR comments reflect the fact that these docs were built around Statwing's regression capabilities, which default to m-estimation instead of OLS. There's no adjusted r^2 for that, which I agree is a better measure when available, and it uses AICR, where the R stands for "robust". But still a good catch, since I didn't caveat ahead of time that we were only talking about robust methods (and we don't note it in the docs).
Much appreciated.
Re:Guide to Linear Regression (2015)
by hooloovoo_zoo on Thursday January 21, 2016 @06:58PM
(#10949587)
OLS is an M-estimator.
AIC depends on residual variation just like R^2, so I guess some people might be inclined to call it AIC_R to make that clear. Also, it's Mallows' C_p :-)
Re:Guide to Linear Regression (2015)
by fats_tromino on Thursday January 21, 2016 @03:54PM
(#10948247)
Thanks for the clarification about Mallow's C_p, I always get the name messed up for some reason.
Hey, just FYI, your posts are getting killed for some weird reason. See:
Re:Guide to Linear Regression (2015)
by fats_tromino on Thursday January 21, 2016 @03:52PM
(#10948233)
Thank you, I'm confused as to why this is happening.
You may also want to mention adjusted R^2 as a measure of quality of the model. I've never heard of AICR before, the standard metrics for quality of the model are AIC/BIC (and sometimes Mallus Cp).
Edit: fixed sloppy wording about confidence interval.