A Rule of Thumb Is That

A rule of thumb is that
DW test statistic values in the range of 1.5 to 2.5 are

relatively normal. Values outside this range could, however, be a cause for
concern. The Durbin–Watson statistic, while displayed by many regression
analysis programs, is not applicable in certain situations.
If the P value is equal to . 000, which is less than . 05. Then, the results are
statistically significant.Aug
The largest condition index is called the condition number. A condition

number between 10 and 30 indicates the presence of multicollinearity and
when a value is larger than 30, the multicollinearity is regarded as strong.
Detecting Multicollinearity
A VIF of 1 will mean that the variables are not correlated; a VIF between 1
and 5 shows that variables are moderately correlated, and a VIF between 5
and 10 will mean that variables are highly correlated.2
Leaders recognize and praise employees, their work behaviors, and results through oral praise, thank-
you letters, emails, etc., which is helpful to ...
Employee recognition, an incentive approach often used in management practice, plays an important role in organizat
A good t-statistic is one that is statistically significant, meaning that the difference between the two
sample means is unlikely to have occurred by chance. Generally, a t-statistic of 2 or higher is
considered to be statistically significant. ions.
A value of 0.8-0.9 is seen by providers and regulators alike as an

adequate demonstration of acceptable reliability for any assessment.
Of the other statistical parameters, Standard Error of Measurement
(SEM) is mainly seen as useful only in determining the accuracy of a
pass mark.2 ጁን 2010
A positive beta is associated with a tendency of the portfolio to move in the
same direction as the market. A negative beta is associated with the
expectation that a portfolio will move in the opposite direction of the market. A
beta close to zero indicates the portfolio is not influenced by the market's
direction.30 ኖቬም 2018
For investors who are seeking lower-risk investments, a beta close to

1 may be considered "good." For investors who have a higher
tolerance for risk and are seeking higher returns, a beta greater than 1
may be considered "good.
egative beta: A beta less than 0, which would indicate an inverse relation to the market,
is possible but highly unlikely. Some investors argue that gold and gold stocks should have
negative betas because they tend to do better when the stock market declines.
R-squared (R2) is a statistical measure that represents the proportion

of the variance for a dependent variable that's explained by an
independent variable in a regression model.
The Pearson correlation coefficient (r) is used to identify patterns in things
whereas the coefficient of determination (R²) is used to identify the strength of
a model.3 ኦገስ 20
It is also called the coefficient of determination, or the coefficient of multiple determination for
multiple regression. For the same data set, higher R-squared values represent smaller
differences between the observed data and the fitted values.
R-squared or R2 explains the degree to which your input variables explain the
variation of your output / predicted variable. So, if R-square is 0.8, it
means 80% of the variation in the output variable is explained by the input
variables.26 ጃንዩ 2
Pearson correlation coefficient (r) value Strength Direction
Greater than .5 Strong Positive
Between .3 and .5 Moderate Positive
Between 0 and .3 Weak Positive
0 None None
A correlation coefficient measures the strength of that relationship. Calculating a Pearson correlation
coefficient requires the assumption that the relationship between the two variables is linear. The
relationship between two variables is generally considered strong when their r value is larger than
0.7.
Residual = actual y value − predicted y value , r i = y i − y i ^ . Having

a negative residual means that the predicted value is too high,
similarly if you have a positive residual it means that the predicted
value was too low. The aim of a regression line is to minimise the sum
of residuals.
50 to 60 per cent good
Residual = actual y value − predicted y value , r i = y i − y i ^ . Having a negative residual means
that the predicted value is too high, similarly if you have a positive residual it means that the
predicted value was too low. The aim of a regression line is to minimise the sum of residuals.
The closer a data point's residual is to 0, the better the fit.
If adjacent residuals are correlated, one residual can predict the next residual. In statistics, this
is known as autocorrelation. This correlation represents explanatory information that the
independent variables do not describe. Models that use time-series data are susceptible to this
problem.
In analysis of variance (ANOVA), the total sum of squares helps express the total variation that can
be attributed to various factors. For example, you do an experiment to test the effectiveness of three
The sum of squares measures the deviation of data points
laundry detergents.
away from the mean value. A higher sum of squares indicates higher
variability while a lower result indicates low variability from the mean. To
calculate the sum of squares, subtract the mean from the data points, square
the differences, and add them together.
minimize the sum of square error will give you CONSISTENT estimator of

your model parameters. Least squares is not a requirement for consistency.
Consistency isn't a very high hurdle -- plenty of estimators will be consistent.
Almost all estimators people use in practice are consistent.27 ጃንዩ 2015
here is no correct value for MSE. Simply put, the lower the value the better
and 0 means the model is perfect.5 ጁላይ 2018
he DF define the shape of the t-distribution that your t-test uses to calculate the p-value. The
graph below shows the t-distribution for several different degrees of freedom. Because the
degrees of freedom are so closely related to sample size, you can see the effect of sample size.
because higher degrees of freedom generally mean larger sample

sizes, a higher degree of freedom means more power to reject a false
null hypothesis and find a significant result.
Models have degrees of freedom (df). Then higher df imply that better fit to the data is possible,
because more freedom is allowed in the model structure. So, fit to the data will usually be better.
As the degrees of freedom increases, the area in the tails of the t-distribution
decreases while the area near the center increases. (The tails consist of the
extreme values of the distribution, both negative and positive.)26 ማ
As the degrees of freedom increases, the area in the tails of the t-distribution
decreases while the area near the center increases. (The tails consist of the
extreme values of the distribution, both negative and positive.)26 ማርች 2016

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A rule of thumb is that

DW test statistic values in the range of 1.5 to 2.5 are

The largest condition index is called the condition number. A condition

A value of 0.8-0.9 is seen by providers and regulators alike as an

For investors who are seeking lower-risk investments, a beta close to

R-squared (R2) is a statistical measure that represents the proportion

Pearson correlation coefficient (r) value Strength Direction

Greater than .5 Strong Positive

Between .3 and .5 Moderate Positive

Between 0 and .3 Weak Positive

Residual = actual y value − predicted y value , r i = y i − y i ^ . Having

The closer a data point's residual is to 0, the better the fit.

minimize the sum of square error will give you CONSISTENT estimator of

because higher degrees of freedom generally mean larger sample

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