Prove that the least squares estimates in a simple linear
regression model are unbiased. Be sure...
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.
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
1)If a linear model is correct, then a least squares fit is
unbiased. Knowing that, why would one want to use some form of
penalized regression
2) Define the AIC criterion for logistic regression
3) continued) In the context of logistic regression, describe
forward stepwise selection based on the AIC criterion.
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
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
QUESTION 17
The process of creating a linear model of bivariate data.
a.
Least Squares Regression
b.
Variability
c.
Extrapolation
d.
Residual analysis
QUESTION 18
The "Portion of Variability" is also known as the
a.
Correlation coefficient
b.
Regression line
c.
Fitted Value
d.
Coefficient of determination
QUESTION 19
Linear regression models may not always acccurately reflect the
pattern of data from which they are made
a.
TRUE
b.
FALSE
QUESTION 20
The following data relates the time a student...
Use the least squares method to fit a simple linear model that
relates the salary (dependent variable) to education (independent
variable).
a- What is your model? State the hypothesis that is to be
tested, the decision rule, the test statistic, and your decision,
using a level of significance of 5%.
b – What percentage of the variation in salary has been
explained by the regression?
c – Provide a 95% confidence interval estimate for the true
slope value.
d -...
When we estimate a linear multiple regression model (including a
linear simple regression model), it appears that the calculation of
the coefficient of determination, R2, for this model can be
accomplished by using the squared sample correlation coefficient
between the original values and the predicted values of the
dependent variable of this model.
Is this statement true? If yes, why? If not, why not? Please use
either matrix algebra or algebra to support your reasoning.
Estimate a simple linear regression model and present the
estimated linear equation. Display the regression summary table and
interpret the intercept and slope coefficient estimates of the
linear model.
Estimate
a simple linear regression model and present the estimated linear
equation. Display the regression summary table and interpret the
intercept and slope coefficient estimates of the linear model.