Question

What are some of the violations of the linearity assumption in the multiple linear regression model...

What are some of the violations of the linearity assumption in the multiple linear regression model and how can we correct those violations? Mainly focus on how to correct them by stating the violations.

Homework Answers

Answer #1

Assumptions of multiple linear regression model--and the way to correct violations-----

relationship-------

There must be a linear relationship between the outcome variable and the independent variables. Scatterplots can show whether there is a linear or curvilinear relationship.

Independent variables and the dependent variables could be transformed so that the relationship between them is linear.

Multivariate normality-----

Multipleregression assumes that the residuals are normally distributed

In the case where errors are not normally distributed, one could verify that the other assumptions are respected (i.e. homoscedasticity, linearity), as it may often be a tell-tale sign of such a violation, and fine-tune the model accordingly.

No multicolinearity---

Multipleregression assumes that the independent variables are not highly correlated with each other. This assumption is tested using Variance Inflation Factor (VIF) values....

Multicollinearity can be fixed by performing feature selection: deleting one or more independent variables.

Homoscedasticity---

Thisassumption states that the variance of error terms are similar across the values of the independent variables. A plot of standardized residuals versus predicted values can show whether points are equally distributed across all values of the independent variables

To verify homoscedasticity. one may look at the residual plot and verify that the variance of the error terms is constant across the values of the dependent variable...

As heteroscedasticity generally reflects the absence of confounding variables, it can be tackled by reviewing the predictors and providing additional independent variables

Note-if there is any understanding problem regarding this please feel free to ask via comment box..thank you

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
What is the assumption of linearity in a logistic regression model? How can this be checked?
What is the assumption of linearity in a logistic regression model? How can this be checked?
Explain the difference between simple and multiple linear regression. A. Simple linear regression is faster B....
Explain the difference between simple and multiple linear regression. A. Simple linear regression is faster B. The difference is in how many independent variables used in the regression model C. There is no difference D. There is a difference in the linearity
Multiple Linear Regression We consider the misspecification problem in multiple linear regression. Suppose that the following...
Multiple Linear Regression We consider the misspecification problem in multiple linear regression. Suppose that the following model is adopted y = X1β1 + ε while the true model is y = X1β1 + X2β2 + ε. For both models, we assume E(ε) = 0 and V (ε) = σ^2I. Figure out conditions under which the least squares estimate we obtained is unbiased.
why should we remove non-significant variables from multiple linear regression models? What problems may arise if...
why should we remove non-significant variables from multiple linear regression models? What problems may arise if we keep them in the model?
Complete the following ANOVA table for a multiple linear regression model and answer the following questions....
Complete the following ANOVA table for a multiple linear regression model and answer the following questions. Source df SS MS F Regression 93 30 Total 33 267 a) How many independent variables are included in the model? b) State the null and alternate hypothesis to be tested. c) At a 0.01 level of significance, is the multiple linear regression model significant? (Justify) d) How many data points have been collected?
Complete the following ANOVA table for a multiple linear regression model and answer the following questions....
Complete the following ANOVA table for a multiple linear regression model and answer the following questions. Source df SS MS F Regression 93 30 Total 33 267 a) How many independent variables are included in the model? b) State the null and alternate hypothesis to be tested. c) At a 0.01 level of significance, is the multiple linear regression model significant? (Justify) d) How many data points have been collected?
Simple linear regression can be used to determine the fitted model for an exponential regression function...
Simple linear regression can be used to determine the fitted model for an exponential regression function if we make the correct logarithmic transformation on the exponential formula. True or False
Would you use the Simple Linear Regression or Multiple Regression model to predict daily unit output?...
Would you use the Simple Linear Regression or Multiple Regression model to predict daily unit output? why?
In the multiple linear regression model with estimation by ordinary least squares, is it really necessary...
In the multiple linear regression model with estimation by ordinary least squares, is it really necessary to perform the normality analysis of the residues? What if the errors are not normal? How to proceed with the tests if the errors have a t-Student distribution with 5 degrees of freedom? (Do not confuse model errors with waste!)
In the multiple linear regression model with estimation by ordinary least squares, why should we make...
In the multiple linear regression model with estimation by ordinary least squares, why should we make an analysis of the scatter plot between each covariable xij, j = 1, 2,. . . ,p with the residues ei?
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT