Regression through MT 1 Flashcards
For assessing the normality assumption of the ANOVA model, we can only use the quantile-quantile normal plot of the residuals.
False
The constant variance assumption is diagnosed using the histogram
false
The estimator sigma^2 is a random variable
true
The regression coefficients are used to measure the linear dependence between two variables
False
The mean sum of square errors in ANOVA measures variability within groups
True
Beta-hat-1 is an unbiased estimator for Beta-0
False
Under the normality assumption, the estimator Beta-1 is a linear combination of normally distributed random variables
True
In simple linear regression models, we lose three degrees of freedom because of the estimation of the three model parameters B-0, B-1, Sigma^2
False
The assumptions to diagnose with a linear regression model are independence, linearity, constant variance, and normality
True
The sampling distribution for the variance estimator in ANOVA is chi-square regardless of the assumptions of the data
False
If the constant variance assumption in ANOVA does not hold, the inference on the equality of the means will not be reliable
True
The negative value of B-1 is consistent with an inverse relationship between x and y
True
If one confidence interval in the pairwise comparison does not include zero, we conclude that the two means are plausible equal
False. if it DOES include zero, we conclude the two means are plausibly equal
The mean sum of square errors in ANOVA measures variability between groups
False (to be confirmed by EH, it measures the variability within groups)
The linear regression model with a qualitative predicting variable with k levels/classes will have k+1 parameters to estimate
True
We assess the assumption of constant-variance by plotting the response variable against fitted values
True
The number of degrees of freedom of the chi-square distribution for the variance estimator is N-K+1 where k is the number of samples
False (it’s n-k-1)
The prediction interval will never be smaller than the confidence interval for data points with identical predictor values
True (add ‘because….’)
If one confidence interval in the pairwise comparison includes only positive values, we conclude that the difference in means is statistically significantly positive
True
Conducting t-tests on each beta parameter in a multiple regression model is the best way for testing the overall significance of the model
False
In the case of a multiple linear regression model containing 6 quantitative predicting variables and an intercept, the number of parameters to estimate is 7
False (parameters are coefficients + variance + intercept which would be 8)
The regression coefficient corresponding to one predictor in multiple linear regression is interpreted in terms of the estimated expected change in the response variable when there is a change of one unit in the corresponding predicting variable holding all other predictors fixed
True
The proportion of variability in the response variable that is explained by the predicting variables is called correlation
False (R^2)
Predicting values of the response variable for values of the predictors that lie within the data range is known as extrapolation
False. It is extrapolation if the predictor values are outside of the known data range
In multiple linear regression, we study the relationship between a single response variable and several predicting quantitative and/or qualitative variables
True
The sampling distribution used for estimating confidence intervals for the regression coefficients is the normal distribution
False (confidence interval uses a t-dist)