Exam 11: Regression Analysis: Statistical Inference

In regression analysis,the unexplained part of the total variation in the response variable Y is referred to as the sum of squares due to regression,SSR.

A backward procedure is a type of equation building procedure that begins with all potential explanatory variables in the regression equation and deletes them two at a time until further deletion would reduce the percentage of variation explained to a value less than 0.50.

In order to estimate with 90% confidence a particular value of Y for a given value of X in a simple linear regression problem,a random sample of 20 observations is taken.The appropriate t-value that would be used is 1.734.

A point that "tilts" the regression line toward it,is referred to as a(n)_____ point.

In multiple regression,if the F-ratio is large,the explained variation is large relative to the unexplained variation.

The assumptions of regression are: 1)there is a population regression line,2)the dependent variable is normally distributed,3)the standard deviation of the response variable remains constant as the explanatory variables increase,and 4)the errors are probabilistically independent.

The Durbin-Watson statistic can be used to test for autocorrelation.

What is not one of the guidelines for including/excluding variables in a regression equation?

The residuals are observations of the error variable .Consequently,the minimized sum of squared deviations is called the sum of squared error,labeled SSE.