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ci we spent more than a week discussing ordinary least squares cols regression.

ID: 3149373 • Letter: C

Question

ci we spent more than a week discussing ordinary least squares cols regression. In ous, we made some assumptions on the distribution of the error terms, E. Which ofthe following are assumptions we made? (Check all that are correct) O The are independent. O The Eare correlated with the independent variable. O The chave a constant variance. D The are Normally distributed. C2. Under the assumptions of ordinary least squares regression. which of the following are bi? (Check all that are conrect) true about the estimate O The bl are independent of the data. O The bi are random variables. O The b are O The bi are unbiased estimators of ca. which of the following tests did we use to test the equalwariance awaumptioe of OLS regression? (Check all that are O Breusch-Pagan tost O Jack-Davies test O Runs test O Shapiro-Wilk test the logit function in a couple places in this part of the course. Which ofthe are true statements about the logit function? (Check all that are correct) following Its inverse is also afunction. o It can be used to transform dependent variables that are bounded above and below. o the canonicallink function for the Binomial family in Gus. CS. To model using generalized linear models, one needs to know (hypothesize) three things about reality. Which three of the following must be knowm? Check alu that are correct.) O distribution the independent variables of O conditional distribution of the response variable O link function.

Explanation / Answer

C1 The errors are independent, normally distributed and have constant variance.

C2

bi are random varibales, normally distirbuted and unbiased estimators of beta.

C3

Breusch Pagan test and Jack Davies test.

C4

its inverse is also a function.