Regression Diagnostics Flashcards
1
Q
A
2
Q
A
3
Q
A
4
Q
(in matrix notation)
A
5
Q
the hat matrix
A
6
Q
leverage in an SLR
A
7
Q
Cook’s Distance (in terms of the MSE)
A
8
Q
Cook’s Distance (in terms of leverage)
A
9
Q
Breusch-Pagan Test statistic
A
where Reg SS is from the regression of e*2 on z, the known vector of variable on which we think the error variance lies
10
Q
VIFj in terms of R2
A
11
Q
in terms of the VIF
A
12
Q
long and short version
A
