Match each of the following regression terms with its definition. Regression Term Definition a. Influential observation Measures

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Match each of the following regression terms with its definition. Regression Term Definition

a. Influential observation Measures the typical difference between the predicted response value and the actual response value.

b. SSE Represents the total variability in the values of the response variable alone, without reference to the predictor.

c. r2 An observation that has a very large standardized residual in absolute value.

d. Residual Measures the strength of the linear relationship between two quantitative variables, with values ranging from −1 to 1.

e. s An observation that significantly alters the regression parameters based on its presence or absence in the data set.

f. High leverage point Measures the level of influence of an observation, by taking into account both the size of the residual and the amount of leverage for that observation. g. r Represents an overall measure of the error in prediction resulting from the use of the estimated regression equation. h. SST An observation that is extreme in the predictor space, without reference to the response variable. i. Outlier Measures the overall improvement in prediction accuracy when using the regression as opposed to ignoring the predictor information. j. SSR The vertical distance between the predicted response and the actual response. k. Cook’s distance The proportion of the variability in the response that is explained by the linear relationship between the predictor and response variables.

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Data Mining And Predictive Analytics

ISBN: 9781118868676

2nd Edition

Authors: Daniel T Larose, Chantal D Larose

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