Mix and Match

Match each task or property of a regression model in the left-hand column with an expression in the right-hand column.

1. Test statistic unaffected by collinearity (a) t-statistic for b1
2. Minimum value of VIF (b) 1 − R2
3. Regression estimate without VIF (c) s2x2
4. Effect of collinearity on se(b1) (d) VIF(X1)
5. Correlations among variables (e) 1
6. Scatterplots among variables (f) F-statistic
7. Percentage of variation in residuals (g) Scatterplot matrix
8. Test whether adding X1 improves fit of model (h) s2x2/VIF(X2)
9. Variance in X2 (i) b0
10. Unique variance in X2 (j) Correlation matrix


Mark each statement True or False. If you believe that a statement is false, briefly explain ...

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