Four assumptions of multiple regression that researchers should always test

North Carolina State University

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Abstract

Most statistical tests rely upon certain assumptions about the variables used in the analysis. When these assumptions are not met the results may not be trustworthy, resulting in a Type I or Type II error, or over- or under-estimation of significance or effect size(s). As Pedhazur (1997, p. 33) notes, "Knowledge and understanding of the situations when violations of assumptions lead to serious biases, and when they are of little consequence, are essential to meaningful data analysis". However, as Osborne, Christensen, and Gunter (2001) observe, few articles report having tested assumptions of the statistical tests they rely on for drawing their conclusions. This creates a situation where we have a rich…

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1,038
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Authors

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Topics & keywords

Keywords
  • Homoscedasticity
  • Normality
  • Type I and type II errors
  • Econometrics
  • Regression analysis
  • Regression
  • Independence (probability theory)
  • Test (biology)
UN Sustainable Development Goals
  • Quality Education
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