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ISYE 6414 Midterm Summer 2021 Terms in this set (65) Assuming that the residuals are normally distributed, the estimated variance of the error terms has the following sampling distribution under SLR: Chi-square with n-2 degrees of freedom fitted valu $7.99
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ISYE 6414 Midterm Summer 2021 Terms in this set (65) Assuming that the residuals are normally distributed, the estimated variance of the error terms has the following sampling distribution under SLR: Chi-square with n-2 degrees of freedom fitted valu
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ISYE 6414 Midterm Summer 2021 Terms in this set (65) Assuming that the residuals are normally distributed, the estimated variance of the error terms has the following sampling distribution under SLR: Chi-square with n-2 degrees of freedom fitted values def the regression line with par...

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  • August 6, 2024
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  • GED - General Educational Development
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8/6/24, 5:44 AM

ISYE 6414 Midterm Summer 2021
Jeremiah




Terms in this set (65)

Assuming that the residuals are normally Chi-square with n-2 degrees of freedom
distributed, the estimated variance of the
error terms has the following sampling
distribution under SLR:

fitted values def the regression line with parameters replaced with the estimated regression coefficients

the estimators of the linear regression model minimizing the sum of squared differences between observed and expected values of
are derived by the response variable

the estimators for the regression coefficients unbiased regardless of the distribution of the data data
are

the sampling distribution of the estimators of the regression coefficients and hence for
the assumption of normality is needed for
inference

the estimated versus predicted regression the same expectation
line for a given x* have

the variability in the prediction comes from the variability due to a new measurement and due to estimation

residual analysis is used for assessing uncorrelated errors; goodness of fit assessment

we detect departure from the assumption of when the residuals increase as the fitted values increase (or decrease, etc)
constant variance

There is a direct relationship between the True
coefficient of determination and the
correlation between the predicting and
response variables (T/F)

The coefficient of determination is the percentage of variability in the response variable explained by the model
interpreted as

Box-Cox transformation is commonly used FALSE
to improve upon the linearity assumption

ISYE 6414 Midterm Summer 2021




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