MC: Simple Linear Regression(I) Flashcards
(22 cards)
The X variable in the simple linear regression model is independent or dependent?
Independent
The Y variable in the simple linear regression model is independent or dependent?
Dependent variable
Describe the full model formula for simple linear regression.
What is the formula for residual related to simple linear regression?
Actual - Predicted
What is the formula for calculating the b-not, or intercept?
What is the formula for calculating b-one, or the slope in a simple linear regression?
What are the four assumptions of a linear regression model?
- There is a linear relationship between independent and dependent variables
- Variable of the residuals is constant, or homoskedasticity.
- (Y,X) pairs be independent of each other, or uncorrelated.
- Residuals are normally distributed.
Heteroskedasticity is a breach of ______.
Homoskedastiscity
In relation to linear regression, Auto correlation is a breach of ________.
Independence
Just visual breakdown of Analysis of Variance Formulas
The number of degrees of freedom for the regression portion of model is______.
of X variables
The number of degrees of freedom for the residual portion of model is______.
Total dof - Regression dof
The number of degrees of freedom for the total portion of model is______.
N-1
What is the formula to calculate F-Stat?
MSR / MSE
What is the formula for MSR?
SSR(regression) / df (regression)
What is the formula for MSE?
SSE(Residuals) / df (residuals)
What does r squared or the coefficient of determination tell you?
Level of variation in Y explained by the multiple.
What is the formula for coefficient of determination or r squared ?
SSR/ SST
What is r squared also called?
Coefficient of determination
Standard error of estimate abbreviation is _____.
SEE
What is the formula for SEE?
Is SEE the same as SSE?
No, SEE is square root of MSE.
SSE is sum of squared errors.
