Question

True or False? State with reason. Based on the normality assumption of ? ?? ? =...

True or False? State with reason.

Based on the normality assumption of ? ?? ? = ? ∗ ? + ? , ? has a Chi-Square distribution.

For a model such as ? = ? + ? ? + ? , because the mean and individual predictions are all ? = ? + ? ? , the mean and individual predictions are the same.

If the assumptions in Classical Normal Linear Regression Model are true, for a model such as ? = ? + ? ? + ? , we use chi-squre test to test hypothesis related to the parameters (?1, ?2), and t test to test hypothesis related to the variance of error (?2).

Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

1) FALSE. Based on the normality assumption of u, Beta has a Normal Distribution and not Chi Square Distribution.

2) TRUE. The expressions for the mean and individual predictions are the same and hence, the predicted values are same for both in all the cases. However, the variance of the two is different.

3) FALSE. If the assumptions are true, then we use t test to test hypothesis related to (beta1, beta2), and chi square to test hypothesis related to the variance of error.

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
True or False? Show Proof. - Based on the normality assumption of ? ?? ? =...
True or False? Show Proof. - Based on the normality assumption of ? ?? ? = ? ∗ ? + ? , ? has a Chi-Square distribution. -If the assumptions in Classical Normal Linear Regression Model are true, for a model such as ? = ? + ? ? + ? , we use chi-square test to test hypothesis related to the parameters (?1, ?2), and t test to test hypothesis related to the variance of error (?2). - For...
True or False: 1) A crucial assumption of the linear model is that the sum of...
True or False: 1) A crucial assumption of the linear model is that the sum of the residuals is 0 2)In the simple linear regression model if the R^2 is equal to one, then the linear relationship between the variable is exact and residuals are all zero
True or false 1. Researchers should be careful to control for colliders and confounders, but avoid...
True or false 1. Researchers should be careful to control for colliders and confounders, but avoid controlling for mediators. 2. The only way to control for a possible confounder is to measure it and include it as a predictor in your regression model. 3. Homoskedasticity in regression is the same assumption as Homogeneity of Variance in ANOVA 4. Multilevel models offer one solution to violations of the assumption of independent observations. 5.The assumption of normality states that the values of...
1.Which of the following is true of Chow test? a. It is a type of sign...
1.Which of the following is true of Chow test? a. It is a type of sign test. b. It is only valid under heteroskedasticity. c. It is only valid under homoskedasticty. d. It is a type of t test. 2. Consider the following simple regression model y = β0 + β1x1 + u. Suppose Corr(x,u) > 0, Corr(z,x) > 0, and Corr(z,u) < 0. Then, the IV estimator has a(n) _____. a. substantial bias b. downward bias c. asymptotic bias...
12.1. State whether the following statements are true or false. Briefly justify your answer. a. When...
12.1. State whether the following statements are true or false. Briefly justify your answer. a. When autocorrelation is present, OLS estimators are biased as well as inefficient. b. The Durbin–Watson d test assumes that the variance of the error term ut is homoscedastic. c. The first-difference transformation to eliminate autocorrelation assumes that the coefficient of autocorrelation rho is -1. d. The R2 values of two models, one involving regression in the first-difference form and another in the level form, are...
Determine if the statements below are true or false: The chi-square distribution, just like the normal...
Determine if the statements below are true or false: The chi-square distribution, just like the normal distribution, has two parameters, mean and standard deviation. The chi-square distribution is always right skewed, regardless of the value of the degrees of freedom parameter. The chi-square statistic is always positive. As the degrees of freedom increases, the shape of the chi-square distribution becomes more skewed. "If you found χ2 = 10 with df = 5, you would fail to reject the Null hypothesis...
true or false: In a GEE analysis, the model-based variance should be used because it depends...
true or false: In a GEE analysis, the model-based variance should be used because it depends on the assumptions of the model.
1) Which is NOT a fundamental assumption of OLS (Ordinary Least Squares)? a)       The...
1) Which is NOT a fundamental assumption of OLS (Ordinary Least Squares)? a)       The regression model is nonlinear in the coefficients and error term.   b)       Observations of the error term are uncorrelated with each other.    c)    No independent variable is a perfect linear function of any other explanatory variables.    d)   The error term has homoscedasticity. e)   All independent variables will be uncorrelated with the error term. ----------------------------------------------------------------------------------------------------------------------------------------------- ----------------------------------------------------------------------------------------------------------------------------------------------- 2) You test a model that...
What are the pitfalls of simple linear regression? True or False for each Lacking an awareness...
What are the pitfalls of simple linear regression? True or False for each Lacking an awareness of the assumptions of least squares regression. Not knowing how to evaluate the assumptions of least squares regressions. Not knowing the alternatives to least squares regression if a particular assumption is violated. Using a regression model without knowledge of the subject matter. Extrapolating outside the relevant range of the X and Y variables. Concluding that a significant relationship identified always reflects a cause-and-effect relationship.
Section 2: True or False Please indicate whether the following statements are True, False, or Undetermined....
Section 2: True or False Please indicate whether the following statements are True, False, or Undetermined. Statement True False Undetermined Two variables that are highly correlated are causally related. Observed points closest to the regression line are given more weight than points far away (i.e., outliers).    The standard deviation is only useful as a measure of dispersion for normally distributed variables. Two variables that have no observed correlation cannot be causally related. When a survey sample has a potential bias...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT