6 - Regression & Analysis

Question 1

What are the assumptions of regression?

Answer 1

1. Linearity
2. Homoscedasticity
3. Normality of Residuals
4. Independence

Question 2

What is the assumption of linearity?

Answer 2

The relationship between X and the mean of Y is linear

Question 3

What is the assumption of homoscedasticity?

Answer 3

The variance of the data should be approximately equal across the range of predicted values

Question 4

What is the assumption of normality of residuals?

Answer 4

The residuals should be normally distributed

Question 5

What is the assumption of independence?

Answer 5

Each observation should be independent of the others

Question 6

True or False: Regression is sensitive to outliers.

Answer 6

True - but not all outliers are influential

Question 7

What R function can be used to check all assumptions of linear regression? How do you know if an assumption has been violated?

Answer 7

gvlma() - if the p-value of an assumption is < 0.05, then the assumption is violated