1. Psychology 202b Advanced Psychological Statistics, II February 8, 2011

2. Overview Model building Regression diagnostics: –Outliers –Influence and leverage Confidence intervals for regression parameters

3. Model building Top down approaches Bottom up approaches The problem of model specification –Estimates that are made in the context of a model that is missing important causal components are biased –Illustration in R

4. Regression diagnostics (cont.) Leverage –Potential influence Influence –Actual influence (Cook’s distance)

5. Regression diagnostics (cont.) An alternative representation for Cook’s distance:

6. Regression diagnostics (cont.) A similar measure, DFFITS, is defined by