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Stats Final
Baylor STA 3381 Final-Dr. Young
24
Mathematics
Undergraduate 3
05/08/2014

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Term
Analysis of Variance (ANOVA)
Definition
compare multiple means from multiple populations
Term
2 types of variability for ANOVA tests are:
Definition
1) within the sample (random error)
2) between the samples (treatment error)
Term
ANOVA test assumptions:
Definition
1) normality of the populations
2) homoscedasticity of the population variances
3) independence of the observations
Term
If the MSA/MSE ratio is small, the P-value will be _______, and we would _____ Ho.
Definition
large; fail to reject
Term
When P is _____, ______ Ho.
Definition
low; reject
Term
Familywise confidence interval
Definition
interval containing all the u's. We'd use Turkey's test for this
Term
Simple linear regression's 3 Types of Relationships:
Definition
1) No relationship (β1 = 0)
2) Positive (1 > β1 > 0)
3) Negative (0 > β1 > -1)
Term
For the regression model, we wish to minimize ______.
Definition
random error (Ei)
Term
Assumptions for Regression Model (y = βo + β1*X + Ei):
Definition
1) Ei ~ N(0, σ^2)
2) Values of y must have equal variance across all values of x
3) Ei must be independently & identically distributed
Term
The Coefficient of Determination (R^2)
Definition
-shows how well the regression line fits the data (we want it to be close to 1)
-R^2 = proportion of the total variability explained by x & y
-0 would indicate the line is not fit for the data
-we want R^2 to be at least .7 or greater generally
Term
Checking Assumptions of ANOVA Test:
Definition
1) Check specifcity (if we're using the correct model) by creating a scatterplot
2) Check homostastity (if the variances of y are equal) by searching for heterostasticity with a residual plot. Heterostasticity is shown only is the data does not look like a horizontal line.
3) Test for independence by making sure there is no pattern to the data on the residual plot
Term
Residual Analysis:
Definition
-Checks all previous assumptions (except specifcity)
-Root mean square error is S
-Use a q-q plot of the residual to test normality
Term
Prediction Intervals predict _______.
Definition
future values of random variables
Term
Confidence Intervals estimate _______.
Definition
population parameters
Term
What effects the width of a confidence interval for Yo?
Definition
-Std. Deviation
-Sample Size
-The degrees of freedom
-How spread out the X's are (the more spread out the smaller the interval, aka if SSx is larger the width is smaller)
-How far Xo is from the center of the data (Xo - X bar)
Term
Prediction Interval for Yo compared to Confidence Interval for Yo:
Definition
-Added source of variability because of random variable (specifically the added variability of the normal distribution)
-Prediction intervals will always be wider than the confidence interval
Term
Correlation coefficient (e)
Definition
-measure of the linear association of two random variables
-NOT a measure of causality or prediction
-Just because there is no linear relationship, does not mean there isn't a relationship of another type
Term
r
Definition
-an estimate of e
-gives the direction & strength of the linear relation
Term
Assuming Ho is true, the statistics _____ and _____ both estimate the common popilation variance σ^2.
Definition
MST; MSE
Term
A multiple comparison method in one factor ANOVA preserves the overall level of _____ that all ___________ simultaneously hold.
Definition
confidence; confidence intervals
Term
Purpose of a multiple-comparison method in ANOVA:
Definition
to detect differences among population means and to estimate the differences in population means, provided differences exist.
Term
There are _____ basic assumptions in simple linear regression analysis, which can be check.
Definition
four
Term
The population simple regression model is composed of:
Definition
infinitely many homoscedastic normal distributions whose means compose a line in the form of E(Y) = βo + β1*X
Term
Residual plots where the empirical residuals are plotted against the independent variable are used to check for:
Definition
gross violations of the homoscedasticity assumption
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