Stat 136 Review Part 2

The following are estimators of the regression coefficients EXCEPT

A high leverage value indicates that the observation has ...

The hat matrix will be affected by the following problems EXCEPT

• The presence of Outliers

• Non-normality

• Autocorrelation

• Heteroskedasticity

Spurious accuracy is a consequence of the following problems EXCEPT

• Nonlinearity

• Multicollinearity

• Non-normality

• Heteroskedasticity

A consequence of multicollinearity is

• Parameter Estimates approaching zero

• Standard Errors approaching unity

• Underestimated Standard Errors

• Parameter Estimates that are not unique

Addressing Heteroskedasticity involves

This test of normality looks at the skewness of the distribution of the residuals

• Cramer-von Mises Test

• Anderson-Darling Test

• Jarque-Bera Test

• Shapiro-Wilk Test