Exam 17: Correlation and Regression

Because r indicates the degrees to which variation in one variable is related to variation in another,it can also be expressed in terms of the decomposition of the total variation.

Standardized variables have a mean of 1 and a variance of zero.

________ is a state of very high intercorrelations among independent variables.

Which statistic is associated only with multiple regression and not with bivariate regression?

Which of the following is not a problem associated with multicollinearity?

The coefficient of multiple determination is adjusted for the number of dependent variables and the sample size to account for diminishing returns.

r_y(x.z) represents the ________.

________ is the appropriate test statistic to use to determine the significance of the coefficient of determination in bivariate regression.

When fitting a straight line to a scattergram,the best-fitting line is called the regression line.

In the equation COV_xy/ S_xS_y,S_x and S_y represent ________.

In multiple regression,if the overall null hypothesis is rejected,which statement is true?

To estimate the accuracy of predicted values,Ŷ,found in bivariate regression,it is useful to calculate the ________,the standard deviation of the actual Y values from the predicted Ŷ values.

When determining the correlation coefficient,r,it does matter which variable is considered to be the dependent variable and which is the independent.

The general form of the multiple regression model is: Y = β₀ + β₁ X₁ + β₂ X₂ + β₃X₃ + ....+ β_kX_{k +} e

Regression analysis is concerned with the nature and degree of association between variables and does not imply or assume any causality.

What are the assumptions made by the regression model in estimating the parameters and in significance testing?

If the nonmetric variables are nominal and numeric,Spearman's rho and Kendall's tau are two measures of nonmetric correlation that can be used to examine the correlation between them.

In regression with dummy variables,the predicted Ŷ for each category is the mean of Y for each category.

The statistical significance of the linear relationship between X and Y may be tested by examining the hypotheses: H₀: β₁ ≠ 0;H₁: β₁ = 0.

The purpose of stepwise regression is to select,from a large number of predictor variables,a small subset of variables that account for most of the variation in the dependent or criterion variable.