Linear Statistical Models: Regression

Regression Assumptions

Assumptions in Regression Analysis

Violations of Assumptions

  • Regression analysis is generally robust to violations of assumptions

    Except for:

    Measurement Error

    In the dependent variable:

    In the independent variable:

    Specification Errors

  • Omission of relevant variables.
  • Inclusion of irrelevant variables.
  • Using linear regression when the relationship is no linear.

    Linear Statistical Models Course

    Phil Ender, 29dec99