Multiple Linear Regression Flashcards

1
Q

Matrix formula for

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2
Q

Inverse matrix function

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3
Q

If the response variable is Iny, i.e., the model is In y = Bo+… + Bjxj+… + e, then Bj =

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4
Q

If the response variable is In y and one of the predictors is Inxj, i.e., the model is In y =
Bo+… + Bjlnxj+..+e, then Bj =

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5
Q

Regression degrees of freedom

A

p

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6
Q

Error degrees of freedom

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n - (p+1)

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7
Q

Regression Mean Square

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8
Q

Error mean square (mean squared error)

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9
Q

F-stat

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10
Q

Relationship between R2 and correlation

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11
Q

F-stat in terms of R2

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12
Q
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13
Q
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14
Q

Long and short form

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15
Q

Long and short form

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16
Q

Intuitive question

17
Q

Prediction interval