Question 1

In multiple regression analysis, the word linear in the term "general linear model" refers to the fact that

Accepted Answer

A) $\beta$0, $\beta$1, . . . $\beta$p, all have exponents of 0 
B) $\beta$0, $\beta$1, . . . $\beta$p, all have exponents of 1 
C) $\beta$0, $\beta$1, . . . $\beta$p, all have exponents of at least 1 
D) $\beta$0, $\beta$1, . . . $\beta$p, all have exponents of less than 1 
A) $\beta$0, $\beta$1, . . . $\beta$p, all have exponents of 0 
B) $\beta$0, $\beta$1, . . . $\beta$p, all have exponents of 1 
C) $\beta$0, $\beta$1, . . . $\beta$p, all have exponents of at least 1 
D) $\beta$0, $\beta$1, . . . $\beta$p, all have exponents of less than 1 B

Question 2

What value of Durbin-Watson statistic indicates no autocorrelation is present?

Accepted Answer

A) 1 
B) 2 
C) -2 
D) 0 
A) 1 
B) 2 
C) -2 
D) 0 B

Question 3

Multiple regression analysis was used to study the relationship between a dependent variable, Y, and four independent variables; X1, X2, X3 and, X4. The following is a partial result of the regression analysis involving 31 observations.   
a.Compute the coefficient of determination.
b.Perform a t test and determine whether or not $\beta$1 is significantly different from zero ($\alpha$ = 0.05).
c.Perform a t test and determine whether or not $\beta$4is significantly different from zero ($\alpha$ = 0.05).
d.At $\alpha$ = 0.05, perform an F test and determine whether or not the regression model is significant.

Accepted Answer

a.0.6579
b.t = 1.5; p-value is between 0.1 and 0.2; do not reject H₀; not significant (critical t = 2.056)
c.t = 8; p-value < .01; reject H₀; significant (critical t = 2.056)
d.F = 12.5; p-value < .01; reject H₀; significant (critical F = 2.76)

Question 4

When dealing with the problem of non-constant variance, the reciprocal transformation means using

Accepted Answer

A) 1/X as the independent variable instead of X 
B) X2 as the independent variable instead of X 
C) Y2 as the dependent variable instead of Y 
D) 1/Y as the dependent variable instead of Y 
A) 1/X as the independent variable instead of X 
B) X2 as the independent variable instead of X 
C) Y2 as the dependent variable instead of Y 
D) 1/Y as the dependent variable instead of Y

Question 5

Exhibit 16-4
In a laboratory experiment, data were gathered on the life span (Y in months) of 33 rats, units of daily protein intake (XS1U1B11S1U1B0), and whether or not agent XS1U1B12S1U1B0 (a proposed life extending agent) was added to the rats diet (XS1U1B12S1U1B0 = 0 if agent XS1U1B12S1U1B0 was not added, and XS1U1B12S1U1B0 = 1 if agent was added.) From the results of the experiment, the following regression model was developed.   Also provided are SSR = 60 and SST = 180.
-Refer to Exhibit 16-4. The model

Accepted Answer

A) is significant 
B) is not significant 
C) Not enough information is provided to answer this question. 
D) None of these alternatives is correct. 
A) is significant 
B) is not significant 
C) Not enough information is provided to answer this question. 
D) None of these alternatives is correct.

Question 6

A regression analysis was applied in order to determine the relationship between a dependent variable and 4 independent variables. The following information was obtained from the regression analysis.
R Square = 0.60
SSR = 4,800
Total number of observations n = 35

Accepted Answer

The answer of A regression analysis was applied in order...

Question 7

Part of an Excel output relating Y (dependent variable) and 4 independent variables, X1 through X4, is shown below.   
a.Fill in all the blanks marked with "?"
b.At 95% confidence, which independent variables are significant and which ones are not? Fully explain how you arrived at your answers.

Accepted Answer

The answer of Part of an Excel output relating Y...

Question 8

Exhibit 16-1
In a regression analysis involving 25 observations, the following estimated regression equation was developed.   Also, the following standard errors and the sum of squares were obtained.
SS1U1B1b1S1U1B0 = 3
SS1U1B1b2S1U1B0 = 6
SS1U1B1b3S1U1B0 = 7
SST = 4,800
SSE = 1,296
-Refer to Exhibit 16-1. If you want to determine whether or not the coefficients of the independent variables are significant, the critical value of t statistic at$\alpha$ = 0.05 is

Accepted Answer

A) 2.080 
B) 2.060 
C) 2.064 
D) 1.96 
A) 2.080 
B) 2.060 
C) 2.064 
D) 1.96

Question 9

Exhibit 16-4
In a laboratory experiment, data were gathered on the life span (Y in months) of 33 rats, units of daily protein intake (XS1U1B11S1U1B0), and whether or not agent XS1U1B12S1U1B0 (a proposed life extending agent) was added to the rats diet (XS1U1B12S1U1B0 = 0 if agent XS1U1B12S1U1B0 was not added, and XS1U1B12S1U1B0 = 1 if agent was added.) From the results of the experiment, the following regression model was developed.   Also provided are SSR = 60 and SST = 180.
-Refer to Exhibit 16-4. The degrees of freedom associated with SSR are

Accepted Answer

A) 2 
B) 33 
C) 32 
D) 30 
A) 2 
B) 33 
C) 32 
D) 30

Question 10

Exhibit 16-2
In a regression model involving 30 observations, the following estimated regression equation was obtained.   For this model, SSR = 1,740 and SST = 2,000.
-Refer to Exhibit 16-2. The degrees of freedom associated with SSR are

Accepted Answer

A) 24 
B) 6 
C) 19 
D) 5 
A) 24 
B) 6 
C) 19 
D) 5

Question 11

In multiple regression analysis, the general linear model

Accepted Answer

A) can not be used to accommodate curvilinear relationships between dependent variables and independent variables 
B) can be used to accommodate curvilinear relationships between the independent variables and dependent variable 
C) must contain more than 2 independent variables 
D) None of these alternatives is correct. 
A) can not be used to accommodate curvilinear relationships between dependent variables and independent variables 
B) can be used to accommodate curvilinear relationships between the independent variables and dependent variable 
C) must contain more than 2 independent variables 
D) None of these alternatives is correct.

Question 12

We want to test whether or not the addition of 3 variables to a model will be statistically significant. You are given the following information based on a sample of 25 observations.   SSE = 725
SSR = 526
The equation was also estimated including the 3 variables. The results are   SSE = 520
SSR = 731 
a.State the null and alternative hypotheses.
b.Test the null hypothesis at the 5% level of significance.

Accepted Answer

a.H₀: @#LAT-DLM&₃= @#LAT-DLM&₄ = @#LAT-DLM&₅= 0 H_a: at least one

Question 13

Exhibit 16-4
In a laboratory experiment, data were gathered on the life span (Y in months) of 33 rats, units of daily protein intake (XS1U1B11S1U1B0), and whether or not agent XS1U1B12S1U1B0 (a proposed life extending agent) was added to the rats diet (XS1U1B12S1U1B0 = 0 if agent XS1U1B12S1U1B0 was not added, and XS1U1B12S1U1B0 = 1 if agent was added.) From the results of the experiment, the following regression model was developed.   Also provided are SSR = 60 and SST = 180.
-Refer to Exhibit 16-4. The life expectancy of a rat that was not given any protein and that did not take agent X2 is

Accepted Answer

A) 36.7 
B) 34.3 
C) 36 
D) 38.4 
A) 36.7 
B) 34.3 
C) 36 
D) 38.4

Question 14

A variable such as Z, whose value is Z = X1X2 is added to a general linear model in order to account for potential effects of two variables X1 and X2 acting together. This type of effect is

Accepted Answer

A) impossible to occur 
B) called interaction 
C) called multicollinearity effect 
D) called transformation effect 
A) impossible to occur 
B) called interaction 
C) called multicollinearity effect 
D) called transformation effect

Question 15

A regression model relating units sold (Y), price (X1), and whether or not promotion was used (X2 = 1 if promotion was used and 0 if it was not) resulted in the following model.   and the following information is provided.   
a.Is price a significant variable?
b.Is promotion significant?

Accepted Answer

a.t = -3; p-value is between .

Question 16

A test to determine whether or not first-order autocorrelation is present is

Accepted Answer

A) a t test 
B) an F test 
C) a test of interaction 
D) a chi-square test 
A) a t test 
B) an F test 
C) a test of interaction 
D) a chi-square test

Question 17

Ziba, Inc. has provided the following information regarding their sales for January through December of 2009. (Part of the data file is shown below.)   The results of the regression analysis relating these variables are shown below.   
a.The company is planning to increase their advertising by 5% per month for the months of January and February of 2010. What would be the advertising for January and February of 2010? Give your answers in dollars.
b.Use the regression model that is provided above and forecast sales for January and February of 2010, assuming the company increases their advertising by 5% per month for the months of January and February of 2010. Show your computations and write your answers in dollars below.

Accepted Answer

a.Advertising
January 2010 $29

Question 18

A regression model with one independent variable, X1, resulted in an SSE of 50. When a second independent variable, X2, was added to the model, the SSE was reduced to 40. At $\alpha$ = 0.05, determine if X2 contributes significantly to the model. The sample size for both models was 30.

Accepted Answer

F = 6.75; p-value is between .

Question 19

A regression analysis (involving 45 observations) relating a dependent variable (Y) and two independent variables resulted in the following information.   The SSE for the above model is 49.
When two other independent variables were added to the model, the following information was provided.   This latter model's SSE is 40.
At 95% confidence test to determine if the two added independent variables contribute significantly to the model.

Accepted Answer

F = 4.5; p-value is between .0

Question 20

The parameters of nonlinear models have exponents

Accepted Answer

A) larger than zero 
B) larger than 1 
C) larger than 2 
D) larger than 3 
A) larger than zero 
B) larger than 1 
C) larger than 2 
D) larger than 3

In multiple regression analysis, the word linear in the term "general linear model" refers to the fact that

What value of Durbin-Watson statistic indicates no autocorrelation is present?

When dealing with the problem of non-constant variance, the reciprocal transformation means using

A regression analysis was applied in order to determine the relationship between a dependent variable and 4 independent variables. The following information was obtained from the regression analysis. R Square = 0.60 SSR = 4,800 Total number of observations n = 35

Part of an Excel output relating Y (dependent variable) and 4 independent variables, X1 through X4, is shown below. a.Fill in all the blanks marked with "?" b.At 95% confidence, which independent variables are significant and which ones are not? Fully explain how you arrived at your answers.

Exhibit 16-2 In a regression model involving 30 observations, the following estimated regression equation was obtained. For this model, SSR = 1,740 and SST = 2,000. -Refer to Exhibit 16-2. The degrees of freedom associated with SSR are

In multiple regression analysis, the general linear model

A variable such as Z, whose value is Z = X₁X₂ is added to a general linear model in order to account for potential effects of two variables X₁ and X₂ acting together. This type of effect is

A regression model relating units sold (Y), price (X₁), and whether or not promotion was used (X₂ = 1 if promotion was used and 0 if it was not) resulted in the following model. and the following information is provided. a.Is price a significant variable? b.Is promotion significant?

A test to determine whether or not first-order autocorrelation is present is

A regression model with one independent variable, X₁, resulted in an SSE of 50. When a second independent variable, X₂, was added to the model, the SSE was reduced to 40. At $\alpha$ = 0.05, determine if X₂ contributes significantly to the model. The sample size for both models was 30.

The parameters of nonlinear models have exponents

Data and Statistics

Descriptive Statistics: Tabular and Graphical Displays

Descriptive Statistics: Numerical Measures

Introduction to Probability

Discrete Probability Distributions

Continuous Probability Distributions

Sampling and Sampling Distributions

Interval Estimation

Hypothesis Tests

Inference About Means and Proportions With Two Populations

Inferences About Population Variances

Comparing Multiple Proportions, Test of Independence and Goodness of Fit

Experimental Design and Analysis of Variance

Simple Linear Regression

Multiple Regression

Time Series Analysis and Forecasting

Nonparametric Methods

Statistical Methods for Quality Control

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Exam 16: Regression Analysis: Model Building

In multiple regression analysis, the word linear in the term "general linear model" refers to the fact that

What value of Durbin-Watson statistic indicates no autocorrelation is present?

When dealing with the problem of non-constant variance, the reciprocal transformation means using

A regression analysis was applied in order to determine the relationship between a dependent variable and 4 independent variables. The following information was obtained from the regression analysis. R Square = 0.60 SSR = 4,800 Total number of observations n = 35

Part of an Excel output relating Y (dependent variable) and 4 independent variables, X1 through X4, is shown below. a.Fill in all the blanks marked with "?" b.At 95% confidence, which independent variables are significant and which ones are not? Fully explain how you arrived at your answers.

Exhibit 16-2 In a regression model involving 30 observations, the following estimated regression equation was obtained. For this model, SSR = 1,740 and SST = 2,000. -Refer to Exhibit 16-2. The degrees of freedom associated with SSR are

In multiple regression analysis, the general linear model

A variable such as Z, whose value is Z = X1X2 is added to a general linear model in order to account for potential effects of two variables X1 and X2 acting together. This type of effect is

A regression model relating units sold (Y), price (X1), and whether or not promotion was used (X2 = 1 if promotion was used and 0 if it was not) resulted in the following model. and the following information is provided. a.Is price a significant variable? b.Is promotion significant?

A test to determine whether or not first-order autocorrelation is present is

A regression model with one independent variable, X1, resulted in an SSE of 50. When a second independent variable, X2, was added to the model, the SSE was reduced to 40. At α\alphaα = 0.05, determine if X2 contributes significantly to the model. The sample size for both models was 30.

The parameters of nonlinear models have exponents

Data and Statistics

Descriptive Statistics: Tabular and Graphical Displays

Descriptive Statistics: Numerical Measures

Introduction to Probability

Discrete Probability Distributions

Continuous Probability Distributions

Sampling and Sampling Distributions

Interval Estimation

Hypothesis Tests

Inference About Means and Proportions With Two Populations

Inferences About Population Variances

Comparing Multiple Proportions, Test of Independence and Goodness of Fit

Experimental Design and Analysis of Variance

Simple Linear Regression

Multiple Regression

Time Series Analysis and Forecasting

Nonparametric Methods

Statistical Methods for Quality Control

Index Numbers

Decision Analysis on Website

Sample Survey on Website

Filters

A variable such as Z, whose value is Z = X₁X₂ is added to a general linear model in order to account for potential effects of two variables X₁ and X₂ acting together. This type of effect is

A regression model relating units sold (Y), price (X₁), and whether or not promotion was used (X₂ = 1 if promotion was used and 0 if it was not) resulted in the following model. and the following information is provided. a.Is price a significant variable? b.Is promotion significant?

A regression model with one independent variable, X₁, resulted in an SSE of 50. When a second independent variable, X₂, was added to the model, the SSE was reduced to 40. At $\alpha$ = 0.05, determine if X₂ contributes significantly to the model. The sample size for both models was 30.