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