STATS 2B03 Chapter Notes - Chapter 9: Simple Linear Regression, Squared Deviations From The Mean, Regression Analysis
19 Jun 2013
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Values of the independent variable x are said to be fixed. This means that the values of x are preselected by the investigator so that in the collection of the data they are not allowed to vary from these preselected values. In this model, x is referred to by some writers as a non-random variable and by others as a mathematical variable. It should be pointed out at this time that the statement of this assumption classifies our model as the classical regression model. Regression analysis also can be carried out on data in which x is a random. The variable x is measure without error. Since no measuring procedure is perfect, this means that the magnitude of the measurement error in x is negligible. For each value of x there is a subpopulation y values. For the usual inferential procedures of estimation and hypothesis testing to be valid, these subpopulations must be normally distributed.
