. Explain the assumptions that need to be satisfied for our confidence interval around a partial regression coefficient to be valid.
What will be an ideal response?
Ans: For our confidence interval to be valid, we assume that our scores are a random sample from a multivariate distribution with the following properties:
the means of the conditional distributions are described by the regression equation;
the prediction errors are normally distributed;
the prediction errors are homoscedastic;
the prediction errors are independent.
If these assumptions are valid, then the sampling distribution of bi will be a normal distribution with mean bi ?i and a standard error ?_(b_i ), which is estimated by s_(b_i ).
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What will be an ideal response?
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