Множественная Регрессия 1 Flashcards

1
Q
  1. Предпосылки КЛММР
A
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2
Q
  1. Гаусс-Марков для КЛММР
A
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3
Q
  1. Скорректированный R2
A
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4
Q
  1. Тестирование значимости коэф в ММР
A
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5
Q
  1. Тестирование значимости уравнения
A
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6
Q
  1. Короткая и длинная регрессия сравнение
A
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7
Q
  1. Сравнение невложенных моделей
A
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8
Q
  1. F=t^2
A
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9
Q
  1. Radj и стандартная ошибка регрессии
A
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10
Q
  1. Невключение в модель существенной переменной
A
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11
Q
  1. Строгая и нестрогая мультиколлинеарность
A
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12
Q
  1. Признаки наличия нестрогой мультиколлинеарности. Способы устранения
A
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13
Q
  1. LASSO и Ridge
A
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14
Q
  1. Ridge вывод оценки
A
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15
Q
  1. Фиктивные переменные
A
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