Question: 1 When Weighted Least Squares (WLS) is utilized to correct for heteroskedasticity, the best choice of weight variable is: A. one that is proportional to
1
When Weighted Least Squares (WLS) is utilized to correct for heteroskedasticity, the best choice of weight variable is:
| A. | one that is proportional to the (non-constant) variance of the errors | |
| B. | any X variable that is highly correlated with other X variables | |
| C. | the inverse of the square of the smallest variable | |
| D. | a constant vector (with only one value) |
2
The dummy variable coding method that uses only 1 and 0 to represent values is
| A. | effect coding | |
| B. | interaction coding | |
| C. | reference coding | |
| D. | forward selection |
3
The theory that we can test certain constraints on a regression model by further decomposing the Error Sum of Squares is the:
| A. | general linear hypothesis | |
| B. | theory of least squares | |
| C. | general linear model | |
| D. | correct model specification |
4
The dummy variable coding method that uses 1, 0, and -1 to code the distinct values of a non-numeric variable is called:
| A. | effect coding | |
| B. | reference coding | |
| C. | SAS coding | |
| D. | inverse coding |
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