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4 - Turning Variance Inside Out (Coauthor: Eunsung Yoon)

from Part I - Turning Regression Inside Out

Published online by Cambridge University Press:  21 March 2024

Eric W. Schoon ,
David Melamed  and
Ronald L. Breiger
Eric W. Schoon
Affiliation:
Ohio State University
David Melamed
Affiliation:
Ohio State University
Ronald L. Breiger
Affiliation:
University of Arizona
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Summary

Chapter 4 explores methods for turning model variance inside out. We discuss the logic and limitations of decomposing variance to the level of cases and introduce two distinct approaches to obtaining case-level contributions to the model variance: the squared residuals approach and the leave-one-out approach.

Keywords

Varianceuncertaintystandard errorsstatistical significance
Type
Chapter
Information
Regression Inside Out , pp. 62 - 78
Publisher: Cambridge University Press
Print publication year: 2024

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