Multiple Regression Flashcards
Where will B1 and B2 always meet?
At the y-intercept (Bo).
If we had infinite predictors, what would the last predictor be named?
BkXki.
What is the additional assumption check that must be made compared to linear regression?
Multicollinearity.
Why is it now adjusted R-squared and not just R-squared that we report?
This is because we now have multiple predictors.
How can you calculate the F-value?
It is the Model MS / Residual MS.
What is bivariate and multivariate linearity?
Bivariate - two paired datasets. Testing for a relationship between them.
Multivariate - two or more variables (multiple).
What are bivariate and multivariate outliers?
Outliers that occur with the combination of two or more variables.
How is Cook’s distance calculated?
By removing the ith data point from the model and recalculating the regression. It summarises how much all values of the model change when the ith term is removed.
What is multicollinearity?
Where two or more predictors in a multiple regression model are highly related with each other.
What is perfect multicollinearity?
When the correlation between two predictors is 1.
What should VIF be?
It should be less than 10 for there to be no multicollinearity.
How do you interpret the standardised results of a continuous predictor?
The change in the outcome depends on … SD increase in predictor.
How do you interpret the results of a dichotomous predictor (dummy coded predictor)?
Use means and p-values.
What is a 95% confidence interval?
A 95% CI is a range of values which contain the true value of the population with 95%.
How should you report Adjusted R-squared?
In % terms.
