Which of the followings is correct in diagnosing a multiple linear regression? C

Question

Which of the followings is correct in diagnosing a multiple linear regression? Choose all correct answers.

a. The DFBETA value by its sign indicates whether inclusion of a case leads to an increase or a decrease in the estimated regression coefficient, and its absolute magnitude shows the size of the difference relative to the estimated standard deviation of the regression coefficient.

c. Standardized residuals are simply the residuals of a regression, divided by the standard deviation of the residuals.

d. If the residuals are normal with mean zero, dividing each residual by its standard deviation makes the standardized residuals distributed as a standard normal.

e. To identify an outlier with respect to X, we simply look for standardized residuals which are large in absolute value.

Explanation / Answer

a,c,d, are the correct answers in diagnosing a multiple linear regression.

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