Question 1

The forward selection procedure starts with how many independent variable(s) in the multiple regression model?

Accepted Answer

A)  0 
B)  1 
C)  2 
D)  All of the answers are correct. 
A)  0 
B)  1 
C)  2 
D)  All of the answers are correct.

Question 2

The parameters of nonlinear models have exponents _____.

Accepted Answer

A)  larger than 0 
B)  other than 1 
C)  only equal to 2 
D)  larger than 3 
A)  larger than 0 
B)  other than 1 
C)  only equal to 2 
D)  larger than 3

Question 3

In a regression analysis involving 18 observations and four independent variables, the following information was obtained: $$\begin{array} { l } 
\text { Multiple } R = .6000 \
\text { R Square } = .3600 \
\text { Standard Error } = 4.8000
\end{array}$$ Based on the above information, fill in all the blanks in the following ANOVA table. $$\begin{array}{l}
\begin{array} { l l l l l } 
\text { Source of Variation } & \text { Degrees of } & \text { Sum of } & \text { Mean } & \text { F } \
& \text { Freedom } & \text { Squares } & \text { Squares } \
\text { Regression } & \_\_\_\_? & \_\_\_\_?& \_\_\_\_?& \_\_\_\_? \
 \text { Error (Residual) } & \_\_\_\_? & \_\_\_\_? & \_\_\_\_?\
\text { Total } & \_\_\_\_? & \_\_\_\_?
\end{array}
\end{array}$$

Accepted Answer

The answer of In a regression analysis involving 18 observations...

Question 4

In multiple regression analysis, the general linear model _____.

Accepted Answer

A)  cannot 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 two independent variables 
D)  None of the answers is correct. 
A)  cannot 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 two independent variables 
D)  None of the answers is correct.

Question 5

Excel's Regression tool can be used to perform the ____ procedure.

Accepted Answer

A)  stepwise regression 
B)  forward selection 
C)  backward elimination 
D)  best-subsets 
A)  stepwise regression 
B)  forward selection 
C)  backward elimination 
D)  best-subsets

Question 6

The null hypothesis in the Durbin-Watson test is always that there is _____.

Accepted Answer

A)  positive autocorrelation 
B)  negative autocorrelation 
C)  either positive or negative autocorrelation 
D)  no autocorrelation 
A)  positive autocorrelation 
B)  negative autocorrelation 
C)  either positive or negative autocorrelation 
D)  no autocorrelation

Question 7

Thirty-four observations of a dependent variable (y) and two independent variables resulted in an SSE of 300. When a third independent variable was added to the model, the SSE was reduced to 250. At a 5% level of significance, determine if the third independent variable contributes significantly to the model.

Accepted Answer

F = 6 > 4.17; Reject

Question 8

The following model y = β0 + β1x1 + ε is referred to as a _____.

Accepted Answer

A)  curvilinear model 
B)  curvilinear model with one predictor variable 
C)  simple second-order model with one predictor variable 
D)  simple first-order model with one predictor variable 
A)  curvilinear model 
B)  curvilinear model with one predictor variable 
C)  simple second-order model with one predictor variable 
D)  simple first-order model with one predictor variable

Question 9

Consider the following data. $$\begin{array} { l } 
x _ { i }&y _ { i }\
1 & 2 \
4 & 3 \
6 & 5 \
7 & 8 \
8 & 10
\end{array}$$ Use Excel's Regression tool to estimate a second-order model of the form $$y = \beta _ { 0 } + \beta _ { 1 } x _ { 1 } + \beta _ { 2 } x _ { 1 } ^ { 2 } + \varepsilon$$

Accepted Answer

The answer of Consider the following data. \[\begin{array} { l...

Question 10

Consider the following data. $$\begin{array} { l l } 
x & y \
4 & 8 \
6 & 10 \
8 & 8 \
10 & 12 \
14 & 4
\end{array}$$ Use Excel's Regression tool to estimate a general linear model that uses a reciprocal transformation on the dependent variable.
​

Accepted Answer

The answer of Consider the following data. \[\begin{array} { l...

Question 11

A researcher is trying to decide whether or not to add another variable to his model. He has estimated the following model from a sample of 28 observations:
​ $\widehat { y }$ = 23.62 + 18.86x1 + 24.72x2
​
SSE = 1,425 SSR = 1,326
​
He has also estimated the model with an additional variable x3. The results are
​ $\widehat { y }$ = 25.32 + 15.29x1 + 7.63x2 + 12.72x3
​
SSE = 1,300 SSR = 1,451
​
What advice would you give this researcher? Use a .05 level of significance.

Accepted Answer

Do not inc

Question 12

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 = 0.05, determine if x2 contributes significantly to the model. The sample size for both models was 30.

Accepted Answer

F = 6.75 >

Question 13

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

Accepted Answer

A)  β0, β1, . . . βp, all have exponents of 0 
B)  β0, β1, . . . βp, all have exponents of 1 
C)  β0, β1, . . . βp, all have exponents of at least 1 
D)  β0, β1, . . . βp, all have exponents of less than 1 
A)  β0, β1, . . . βp, all have exponents of 0 
B)  β0, β1, . . . βp, all have exponents of 1 
C)  β0, β1, . . . βp, all have exponents of at least 1 
D)  β0, β1, . . . βp, all have exponents of less than 1

Question 14

Which of the following tests is used to determine whether an additional variable makes a significant contribution to a multiple regression model?

Accepted Answer

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

Question 15

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 16

In a regression analysis involving 20 observations and five independent variables, the following information was obtained: $$\begin{array}{l}
\begin{array} { l l l l l } 
\text { Source of Variation } & \text { Degrees of } & \text { Sum of } & \text { Mean } & \text { F } \
& \text { Freedom } & \text { Squares } & \text { Squares } \
\text { Regression } & \_\_\_\_? & \_\_\_\_?& \_\_\_\_?& \_\_\_\_? \
 \text { Error (Residual) } & \_\_\_\_? & \_\_\_\_? &30 \
\text { Total } & \_\_\_\_? & 990
\end{array}
\end{array}$$ Fill in all the blanks in the above ANOVA table.

Accepted Answer

The answer of In a regression analysis involving 20 observations...

The forward selection procedure starts with how many independent variable(s) in the multiple regression model?

The parameters of nonlinear models have exponents _____.

In multiple regression analysis, the general linear model _____.

Excel's Regression tool can be used to perform the ____ procedure.

The null hypothesis in the Durbin-Watson test is always that there is _____.

The following model y = β0 + β1x1 + ε is referred to as a _____.

Consider the following data. 1 2 4 3 6 5 7 8 8 10 Use Excel's Regression tool to estimate a second-order model of the form $y = \beta _ { 0 } + \beta _ { 1 } x _ { 1 } + \beta _ { 2 } x _ { 1 } ^ { 2 } + \varepsilon$

Consider the following data. x y 4 8 6 10 8 8 10 12 14 4 Use Excel's Regression tool to estimate a general linear model that uses a reciprocal transformation on the dependent variable.

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 = 0.05, determine if x₂ contributes significantly to the model. The sample size for both models was 30.

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

Which of the following tests is used to determine whether an additional variable makes a significant contribution to a multiple regression 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 _____.

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

Tests of Goodness of Fit, Independence, and Multiple Proportions

Experimental Design and Analysis of Variance

Simple Linear Regression

Multiple Regression

Time Series Analysis and Forecasting

Nonparametric Methods

Statistical Methods for Quality Control

Decision Analysis

Sample Survey

Filters

Exam 16: Regression Analysis: Model Building

The forward selection procedure starts with how many independent variable(s) in the multiple regression model?

The parameters of nonlinear models have exponents _____.

In multiple regression analysis, the general linear model _____.

Excel's Regression tool can be used to perform the ____ procedure.

The null hypothesis in the Durbin-Watson test is always that there is _____.

The following model y = β0 + β1x1 + ε is referred to as a _____.

Consider the following data. 1 2 4 3 6 5 7 8 8 10 Use Excel's Regression tool to estimate a second-order model of the form y=β0+β1x1+β2x12+εy = \beta _ { 0 } + \beta _ { 1 } x _ { 1 } + \beta _ { 2 } x _ { 1 } ^ { 2 } + \varepsilony=β0​+β1​x1​+β2​x12​+ε

Consider the following data. x y 4 8 6 10 8 8 10 12 14 4 Use Excel's Regression tool to estimate a general linear model that uses a reciprocal transformation on the dependent variable. ​

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 = 0.05, determine if x2 contributes significantly to the model. The sample size for both models was 30.

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

Which of the following tests is used to determine whether an additional variable makes a significant contribution to a multiple regression 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 _____.

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

Tests of Goodness of Fit, Independence, and Multiple Proportions

Experimental Design and Analysis of Variance

Simple Linear Regression

Multiple Regression

Time Series Analysis and Forecasting

Nonparametric Methods

Statistical Methods for Quality Control

Decision Analysis

Sample Survey

Filters

Consider the following data. 1 2 4 3 6 5 7 8 8 10 Use Excel's Regression tool to estimate a second-order model of the form $y = \beta _ { 0 } + \beta _ { 1 } x _ { 1 } + \beta _ { 2 } x _ { 1 } ^ { 2 } + \varepsilon$

Consider the following data. x y 4 8 6 10 8 8 10 12 14 4 Use Excel's Regression tool to estimate a general linear model that uses a reciprocal transformation on the dependent variable.

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 = 0.05, determine if x₂ contributes significantly to the model. The sample size for both models was 30.

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 _____.