Den nye vennen

1. Today Wed Feb 13 we discussed cross validation, the connection to model-robust AIC via Jhat and Khat, and a bit of AIC asymptotics, including the "0.157 significance level" finding. Next week we start Ch 3 with BIC etc.

2. Note that I have uploaded com8b and com9a. Go through them and make sure you understand what they do, how they work, how they may be modified and extended.

3. Exercises for Wed Feb 20: First, go once more back to the birds on island with the 8 candidate models. For these 8 models, compute AIC (again), then the TIC, and the cross-validation log-density scores xv. Second, go to the "low birthweight" data at the book's web page, and organise data in your computer so that you have y = weight of baby (in kg), x1 = age of mother, x2 = weight of mother before pregnancy (in kg, please, not pounds), x3 = indicator for smoking. Your task is to go through the 8 models corresponding to using linear normal regression and pushing x1, x2, x3 in and out. For each model, compute AIC, TIC, and cross validation scores xv (there are actually two such xv scores: log-density based and direct based on squared difference between y and predicted y; attempt to do both). Also, for each model, estimate mu = expected weight of baby for two mothers: both are aged 33, and had weight 66 kg before pregnancy, but one is a smoker and the other is not. Include standard errors (estimates of standard deviation of estimate). Discuss your findings.