Assessment and Evaluation Flashcards

A plot of residuals against predicted values fans out as the predicted values increase. Which assumption is violated?

Answer: Constant variance (homoscedasticity)

A funnel shape means the error variance changes with the fitted value.

Which PROC REG statistic is commonly used to flag outliers when its absolute value exceeds 2 or 3?

Answer: RSTUDENT

Studentized deleted residuals (RSTUDENT) larger than 2 or 3 in absolute value suggest outliers.

A model with p parameters is fit to n observations. Which leverage cutoff is commonly used to flag high-leverage points?

Answer: 2p/n

Hat diagonal values above 2p/n are commonly flagged as high leverage.

Which PROC REG MODEL statement option tests for first-order autocorrelation in the residuals?

Answer: DW

The DW option prints the Durbin-Watson statistic; values near 2 indicate no autocorrelation.

You saved residuals to a data set. Which procedure and option produce a Shapiro-Wilk normality test?

Answer: PROC UNIVARIATE with NORMAL

The NORMAL option in PROC UNIVARIATE produces tests for normality, including Shapiro-Wilk.

In a one-way PROC GLM analysis, which syntax requests Levene's test for homogeneity of variance?

Answer: MEANS grp / HOVTEST=LEVENE;

The HOVTEST= option on the MEANS statement performs homogeneity-of-variance tests.

For an unbalanced design in PROC GLM, which type of sum of squares tests each effect after adjusting for all other effects?

Answer: Type III

Type III SS are partial sums of squares and do not depend on the order of the effects.