Take this form of linear model: Find a transformation of the explanatory variables and/or the response...
Decide (with short explanations) whether the following
statements are true or false.
e) In a simple linear regression model with explanatory variable x and outcome variable y, we have these summary statisties z-10, s/-3 sy-5 and у-20. For a new data point with x = 13, it is possible that the predicted value is y = 26. f A standard multiple regression model with continuous predictors and r2, a categorical predictor T with four values, an interaction between a and...
Consider a binary response variable y and two explanatory variables xy and x2. The following table contains the parameter estimates of the linear probability model (LPM) and the logit model, with the associated p-values shown in parentheses. Constant .40 -2.30 x1 x2 0.06 (0.03) 0.36 0.90 (0.03)(0.07) -0.03-0.10 (0.02) (0.01) a. At the 5% significance level, comment on the significance of the variables for both models. Logit gnificant 0 (Not significant x1 x2 b. What is the predicted probability implied...
4. The following table lists the explanatory variables used to explain the response variable breastfeeding. The response variable was binary (Y/N), did the mother breastfeed or not. All possible categories for the explanatory variables are listed below as well. Variable Education Categories High school or lower Some college Undergraduate degree Graduate Degree Full Time Part Time Cesarean Natural Work Status Method of delivery The following 95% confidence intervals of the odds ratios were generated once the logistic regression model was...
Select all of the following statements that are true about linear regression analysis of quantitative variables. If the purpose of our regression model is prediction, it does not matter which variables we define as the explanatory and response variable. The observed values of Y will fall on the estimated regression line, while the predicted values of Y will vary around the regression line. The purpose of linear regression is to investigate if there exists a linear relationship between a response...
Assume a model with 1 numerical explanatory variable (x1) and 1
categorical explanatory variable with 2 category levels (Red,
Blue). Further assume the model includes the possibility that the
relationship between the numerical explanatory variable and the
response depends on the levels of the categorical variable (include
an interaction between the numerical and categorical variable).
x2 is defined to
take the value of 1 for Red and 0 for Blue.
The population model is
μy=β0+β1x1+β2x2+β3x1x2
The simplified version of the...
Question 3. Multiple linear regression [6 marks] Create a multiple linear regression model, including as explanatory variables wt, am and qsec. To run multiple linear regression to predict variable A based on variables B, C and D you need to use R’s linear model command, Im as follows, storing the results in an object I'll call regm. regm <- lm (A B + C + D) summary(regm) Report the output from the relevant summary() command. Explain why the R2 and...
Consider a binary response variable y and two explanatory variables x1 and x2. The following table contains the parameter estimates of the linear probability model (LPM) and the logit model, with the associated p-values shown in parentheses. Variable LPM Logit Constant −0.60 −2.50 0.02 (0.03 ) x1 0.28 0.99 (0.06 ) (0.06 ) x2 −0.06 −0.30 (0.03 ) (0.06 ) a. At the 5% significance level, comment on the significance of the variables for both models. Variable LPM Logit x1...
Suppose there was an interest in studying which explanatory variables are indicative of patients experiencing a certain adverse event or not? Assume demographic characteristics, laboratory values at baseline and medications at start of the study are considered as explanatory variables. How would you set up to answer this question (explain how the response variable would be set up and which model you would use) (1)
Consider a linear regression model where y represents the response variable, x is a quantitative explanatory variable, and d is a dummy variable. The model is estimated as yˆy^ = 14.6 + 4.5x − 3.4d. a. Interpret the dummy variable coefficient. Intercept shifts down by 3.4 units as d changes from 0 to 1. Slope shifts down by 3.4 units as d changes from 0 to 1. Intercept shifts up by 3.4 units as d changes from 0 to 1. Slope shifts...
Consider a linear regression model where y represents the response variable, x is a quantitative explanatory variable, and d is a dummy variable. The model is estimated as yˆy^ = 14.4 + 4.6x − 3.1d. a. Interpret the dummy variable coefficient. Intercept shifts down by 3.1 units as d changes from 0 to 1. Slope shifts down by 3.1 units as d changes from 0 to 1. Intercept shifts up by 3.1 units as d changes from 0 to 1. Slope shifts...