Which of the followings is correct in diagnosing a multiple linear regression? C

Question

Which of the followings is correct in diagnosing a multiple linear regression? Choose all correct answers.

a. Outliers can be checked using the residual plot versus the predicted values.

b. The Cook's distance is used for checking an outlier with respect to the dependent variable.

c. Variance inflation factor (VIF) is used for checking outliers with respect to independent variables.

d. Checking the linearity assumption requires using the partial scatter plots.

e. The leverages can be used to check for the Homoscedasticity assumption, as well as the normality assumption.

Explanation / Answer

A is incorrect

b)Cook's distance is useful for identifying outliers in the X values (observations for predictor variables). It also shows the influence of each observation on the fitted response values. An observation with Cook's distance larger than three times the mean Cook's distance might be an outlier.

option B is correct

C) Variance inflation factors (VIF) measure how much the variance of the estimated regression coefficients are inflated as compared to when the predictor variables are not linearly related.

option C is incorrect

D)There needs to be a linear relationship between (a) the dependent variable and each of your independent variables, and (b) the dependent variable and the independent variables collectively. Whilst there are a number of ways to check for these linear relationships, we suggest creating scatterplots and partial regression plots using SPSS Statistics, and then visually inspecting these scatterplots and partial regression plots to check for linearity

option D is incorrect..

E) The scatter plot is good way to check whether homoscedasticity (that is the error terms along the regression line are equal) is given.

The multiple linear regression analysis requires all variables to be normal. This assumption can best be checked with a histogram and a fitted normal curve or a Q-Q-Plot.

option E is incorrect.

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