13-14 test review Flashcards
A group of techniques to measure the relationship between two variables
Correlation analysis
The variable that provides the basis for estimating or predicting
Independent variable
The variable that is being predicted or estimated
Dependent variable
A measure of strength of the linear relationship between two variables of interval or ratio scale
Correlation coefficient
The technique used to develop a regression equation and provide estimates is called
regression analysis
an equation that expresses the linear relationship between two variables
Regression equation
A mathematical procedure that uses the data to position a line with the objective of minimizing the sum of the squares of the vertical distances between the actual y-values and the predicted values of y.
Least Squares Principal
A measure of dispersion, or scatter, of the observed values around the line of regression for a given value of x
Standard error of estimate
The proportion of the total variation in the dependent variable Y that is explained by the variation in x
Coefficient of determination
What must be done to data that is not linear to run a regression analysis
It should be transformed by using log base 10, square root, or reciprocals
What is the multiple regression formula
yhat= a+bx1+bx2
The square root of SSE/n-(K+1), also the square root of MSE
Multiple standard error of estimate
The percent of variation in the dependent variable y, explained by the set of independent variables
Coefficient of multiple determination
What does SSR/SST give you
Coefficient of multiple determination
An adjustment for the tendency of the coefficient of multiple determination to increase as more independent variables are added.
Adjusted coefficient of determination
What are the 5 assumptions of a for a multiple regression test
There is a linear relationship
2. The variation in the residuals is the same for both large and small values of yhat
3. The residuals follow the normal probability distribution
4. The independent variables should not be correlated
5. The residuals are in independent
Term for The variation around the regression equation is the same for all of the values of the independent variables
Homoscedasticity
Term for events where independent variables are correlated
Multicollinearity
When successive residuals are correlated. Residuals will cluster mostly positive on the left and negative on the right
Autocorrelation
A variable in which there are only two possible outcomes. For analysis, one of the outcomes is coded a 1 and the other a 0
Dummy Variable
The effect of one factor on a response variable differs depending on the value of another factor. One independent variable has an effect on the other that effects the prediction of the dependent variable
interaction
A step by step method to determine a regression equation that begins with a single independent variable and adds or deletes independent variables one by one.
Stepwise regression
