Posted by Morgane Ferrara on Thursday 16 January 2014 at 16:49

# Question about 4th lecture

(category : Théorie)

I have a problem with the 4th lecture, concerning the slide with the graph showing an important covariate left out. I didnt get if on this graph there is or not a linear relationship between x3 and the residuals ? So when should we have included a variable that we did not ?
And about the residuals, are they computed with the model or with all the explanatories ?
Thank you very much !

Comments

The idea there is that since there is linear structure in the plot of the std. residuals vs. x3, then x3 could potentially be a useful covariate in the model. The plot is computed without x3 in the model. But in general, the model selection techniques discussed later in the course are a lot better way of deciding whether one should add x3 into the model.

Posted by Mikael Kuusela on Thursday 16 January 2014 at 19:06