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5-02-2011 Homoscedasticity

5-02-2011 Homoscedasticity - Lecture 26 May 2 2011 Final...

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•5/2/2011 •1 Lecture 26: May 2, 2011 Final Exam: Thursday, May 5, 8:00 a.m., Boyden Gym Material for the final exam begins where Exam 2 ended. A complete list of topics is presented beginning on the next slide. » Chapter 12 (Simple Regression): next slide » Chapter 13 (Multiple Regression): slide after next Lecture material: Lecture 19 through Lecture 26 Review session: Wednesday, May 4: Thompson 104, 3:30 p.m. Closing Time for Both Connect Homework No. 13 and QUIZ No.5 Wednesday, May 4 at 6:00 p.m. Material on the Final Exam Chapter 12 (Simple Regression): Correlation and Introduction to Simple Regression: page 488-middle page 491; bottom page 494-page 498. Solving for Regression Coefficients; Minimizing SSE: pages 499-501 Assessing fit with R 2 ; standard error of the regression: page 502-bottom page 504 Confidence intervals for slope and intercept; hypothesis tests of regression coefficients; F-statistic and overall fit: bottom page 504-bottom page 515 Constructing intervals around the fitted dependent variable: bottom page 515-page 517 Exploring the behavior of the error term in a regression equation: middle page 518- page 522: Assessing if the error term is normally distributed : We will bypass this. Assessing if the error term has constant variance : bottom page 519-top page 521 Non-constant vaiance is called heteoscedasticity. We will assess this with a plot of the error term. Formal tests and corrections are reserved for a higher – level course. Assessing if the error terms are independent of each other: top page 521-page 522 Non-independence is called autocorrelation. We will assess this with a plot of the error term. Formal tests and corrections are reserved for a higher –level course. Material on the Final Exam Chapter 13 (Multiple Regression): Background and set-up for a multiple regression model: pages 544-547 Using the fitted regression equation to make predictions: pages 548-549 Assessing regression results: F-test: Overall fit of the regression model: page 551 • R 2 and adjusted R 2 : pages 552-553 Hypothesis tests and confidence intervals for the regression coefficients: pages 554-556 Standard error of the regression: page 558 Prediction Interval for Y: pages 558-559

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