What are Least Squares Assumptions for simple linear regression?
For each least
squares assumption, provide an...
What are Least Squares Assumptions for simple linear regression?
For each least
squares assumption, provide an example in which the assumption is
valid, then provide
an example in which the assumption fails.
A simple linear least squares regression of the heights (in
feet) of a building on the number of stories in the building was
performed using a random sample of 30 buildings. The associated
ANOVA F statistic was 5.60. What is the P-value
associated with this ANOVA F test?
a.) greater than 0.10
b.) between 0.001 and 0.01
c.) between 0.01 and 0.025
d.) between 0.05 and 0.10
e.) between 0.025 and 0.05
f.) less than 0.001
In simple linear regression analysis, the least squares
regression line minimizes the sum of the squared differences
between actual and predicted y values.
True
False
Prove that the least squares estimates in a simple linear
regression model are unbiased. Be sure to state carefully the
assumptions under which your proof holds.
A least-squares simple linear regression model was fit
predicting duration (in minutes) of a dive from depth of the dive
(in meters) from a sample of 45 penguins' diving depths and
times.
Calculate the F-statistic for the regression by filling in the
ANOVA table.
SS
df
MS
F-statistic
Regression
Residual
1628.4056
Total
367385.9237
1. What are the five Classic Gauss-Markov Assumptions for simple linear regression? 2. What are two reasons the sample mean may deviate from the null hypothesis? What are the steps for testing a hypothesis?
5. In least squares regression, which of the following is not a required assumption about the error term ε?
a. The expected value of the error term is one.
b. The variance of the error term is the same for all values of x.
c. The values of the error term are independent.
d. The error term is normally distributed.
7. Larger values of r2(R2) imply that the observations are more closely grouped about the
a. Average value...
1. In least squares regression, which of the following is not a required assumption about the error term ε? a. The expected value of the error term is one. b. The variance of the error term is the same for all values of x. c. The values of the error term are independent. d. The error term is normally distributed. 2. Larger values of R2 imply that the observations are more closely grouped about the a. Average value of the independent variables b. Average value of the...