Quantitative Analysis Flashcards

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1
Q

What is the T value of the correlation coefficient?

A

tr = r * (sr(n-2)) / sr(1-r2)

correlation coefficient times the square root of n minus 2 divided by the square root of 1 minues the squared correlation coefficient

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2
Q

What is the Standard Error of the Estimate (SEE)?

A

SEE = sq(MSR)

the square root of the mean error sum of squares

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3
Q

What is the sample variance of the forecast?

A

Sf2 = SEE2 * ( 1 + 1/n + ((X - Xave)2 / ((n-1)*Sx2)))

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4
Q

What is the t-value for the slope parameter of a simple linear regression?

A

tb1 = (b1 - H1) / Sb1 where H1 = 0 for tests of statistical significance

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5
Q

What is the equation for the coefficient of determination (R2)?

A

= RSS/SST

= Regression Sum of Squares divided by the Total Sum of Squares

or

= (rx,y)2 for simple linear regressions

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6
Q

What is the relationship of R2 and SEE to goodness of fit?

A

high R2 and low SEE indicate a better fit of the regression line.

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7
Q

What is the rejection rule for a two-tailed T-test?

A

reject H0 if |t| > tc

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8
Q

What is the rejection rule for a confidence interval?

A

reject H0 if t lies outside of the inteval

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9
Q

What is the correlation coefficient?

A

r = Covariance ÷ Sx*Sy

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10
Q

What is the Mean Regression Sum of Squares (MSR)?

A

MSR = RSS / k

k = number of variables

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