+ Reply to Thread
Results 1 to 9 of 9

Thread: Hell Please. Linear Regression Model

  1. #1

    Hell Please. Linear Regression Model




    Which of the following is NOT assumed to contribute to uncertainty in predicting y from x in a standard Model I linear regression.

    a. Uncertainty due to varian of y around model.
    b. Uncertainty over identifying the true model.
    c. Uncertainty in measuring X.
    d. Uncertainty in measuring Y.

  2. #2
    TS Contributor
    Points: 14,811, Level: 78
    Level completed: 91%, Points required for next Level: 39
    Miner's Avatar
    Location
    Greater Milwaukee area
    Posts
    1,171
    Thanks
    34
    Thanked 405 Times in 363 Posts

    Re: Hell Please. Linear Regression Model

    Since this appears to be homework, TS policy is to assist you in reasoning your way through it, but not to provide the answers directly. See policy http://www.talkstats.com/showthread....ho-show-effort


    Have you ruled any of these out? Which do you think is correct and why?

  3. The Following User Says Thank You to Miner For This Useful Post:

    trinker (05-18-2015)

  4. #3
    Points: 30, Level: 1
    Level completed: 60%, Points required for next Level: 20

    Posts
    6
    Thanks
    1
    Thanked 0 Times in 0 Posts

    Re: Hell Please. Linear Regression Model

    Hello, Thank you for your response. This question is actually part of my learning lectures as I am trying to self educate myself on statistics before starting a PhD in the fall. I struggled with this question trying to figure it out and this is what I have come up with so far.

    I initially thought the answer would be D (Uncertainty in measuring Y) because we are trying to predict y from x, so the assumption is that we are uncertain about y to begin with, thus it does NOT contribute to the uncertainty. Just a logical guess, but I am not sure my reasoning makes sense?

    Any help is greatly appreciated

  5. #4
    TS Contributor
    Points: 14,811, Level: 78
    Level completed: 91%, Points required for next Level: 39
    Miner's Avatar
    Location
    Greater Milwaukee area
    Posts
    1,171
    Thanks
    34
    Thanked 405 Times in 363 Posts

    Re: Hell Please. Linear Regression Model

    Most resources only list 4 assumptions for Ordinary Least Squares regression, but there are actually 5. This question pertains to that 5th assumption.


    Research the differences between Least Squares regression and Deming regression. That difference pertains to the 5th assumption and will lead you to the correct answer..

  6. #5
    Omega Contributor
    Points: 38,253, Level: 100
    Level completed: 0%, Points required for next Level: 0
    hlsmith's Avatar
    Location
    Not Ames, IA
    Posts
    6,989
    Thanks
    397
    Thanked 1,185 Times in 1,146 Posts

    Re: Hell Please. Linear Regression Model

    What type of program are you going into?
    Stop cowardice, ban guns!

  7. #6
    Points: 30, Level: 1
    Level completed: 60%, Points required for next Level: 20

    Posts
    6
    Thanks
    1
    Thanked 0 Times in 0 Posts

    Re: Hell Please. Linear Regression Model

    PhD in health systems

  8. #7
    Points: 30, Level: 1
    Level completed: 60%, Points required for next Level: 20

    Posts
    6
    Thanks
    1
    Thanked 0 Times in 0 Posts

    Re: Hell Please. Linear Regression Model

    Thank you Miner for guiding me in the right direction. I followed your advice and read up on the assumptions and based on what I understand the fifth assumption is one where there is No autocorrelation.

    Given my extreme limited background knowledge in statistics (hence I am taking this course) I am still a bit confused as to how that helps me answer my question.

    Initially I thought that if the fifth assumption is no autocorrelation then the correct answer should be A: Uncertainty due to variation of y around model. But the more I kept reading about the fifth assumption, the more confused I became and unsure about my answer.

    Kindly appreciate your help.

  9. #8
    TS Contributor
    Points: 14,811, Level: 78
    Level completed: 91%, Points required for next Level: 39
    Miner's Avatar
    Location
    Greater Milwaukee area
    Posts
    1,171
    Thanks
    34
    Thanked 405 Times in 363 Posts

    Re: Hell Please. Linear Regression Model

    OLS regression assumes that there is no variation about the independent variable(s) (i.e., no measurement error), that they can be treated as if they are fixed. OLS regression then minimizes the residuals vertical to the regression line.


    That is the distinction between OLS and Deming regression. Deming regression assumes that there is uncertainty about the IVs as well as about the DVs. In Deming regression the residuals perpendicular to the regression line are minimized.

  10. The Following User Says Thank You to Miner For This Useful Post:

    helppleasestats (05-19-2015)

  11. #9
    Points: 30, Level: 1
    Level completed: 60%, Points required for next Level: 20

    Posts
    6
    Thanks
    1
    Thanked 0 Times in 0 Posts

    Re: Hell Please. Linear Regression Model


    WOW Miner that helped me tremendously in understanding it. After reading your explanation, it just clicked as if a light bulb came on...

    It makes perfect sense now that the X Axis (Independent variable) is fixed in OLS regression while in Deming the uncertainty is in both the IV and DV.

    Thanks to you I can confidently and understandbly say that the correct answer to my question is C: Uncertainty in measuring X because the question asks : Which of the following is NOT assumed to contribute to uncertainty in predicting y from x in a standard Model I linear regression.

+ Reply to Thread

           




Tags for this Thread

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats