1 For each part below CIRCLE the ONE BEST answer a A scalelo

1. For each part below, CIRCLE the ONE BEST answer. (a) A scale-location plot is intended to diagnose curvature in the mean heteroscedasticity both neither (b) Variance inflation factors are computed from the dependent variable the independent variables both neither (c) Generalized least squares is a special case of measurement error weighted least squares ordinary least squares none of these (d) A lack-of-fit test requires the data to have replications when pure error is zero pure error is positive o2 is known 0.2 is unknown (e) In regression, a prediction interval is usually designed to contain a new value of (f) In the usual regression model y = X Beta +E , the (ordinary) least squares predicted values vector equals (g) A Cook?s distance is a function of the (internally) standardized residual leverage both neither (h) Under the Gauss-Markov conditions, the (ordinary) least squares estimator of cTf

Solution

a) both

b) dependent variable

c) ordinary least squares

d)

e) Y

f) y- epsilon