Regression and normal distribution

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14 Terms

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Normal distribution

What distribution does linear regression assume for the errors?

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Mean

What does a regression line model the change in?

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Mean of the errors

What value are regression errors assumed to centre on?

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Standard deviation of the errors

What spread do the errors share at every predictor value?

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Intercept

What is the baseline term in a regression equation?

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Slope

What is the change in the outcome per one-unit increase in the predictor?

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Observed minus predicted

How is a residual calculated?

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Error term

What does the random part of the regression equation represent?

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Random error

What does the error term model, as opposed to the change in the mean?

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Linear term

What part of a regression equation models the change in the mean?

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Same standard deviation at every predictor value

What does homoscedasticity mean?

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Homoscedasticity

What is it called when the scatter of the residuals is constant?

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Heteroscedasticity

What is it called when the scatter of the residuals changes across the predictor?

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Linearly

How is the mean assumed to change with the predictor?