Exam 16: Regression Analysis: Model Building

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Forty-eight observations of a dependent variable and five independent variables resulted in an SSE of 438. When two additional independent variables were added to the model, the SSE was reduced to 375. At a 5% level of significance, determine whether or not the two added independent variables contribute significantly to the model.

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A regression analysis involving 45 observations relating a dependent variable and two independent variables resulted in the following information. ​ A regression analysis involving 45 observations relating a dependent variable and two independent variables resulted in the following information. ​   = .408 + 1.3387x<sub>1</sub> + 2x<sub>2</sub> ​ The SSE for the above model is 49. When two other independent variables were added to the model, the following information was provided. ​   = 1.2 + 3x<sub>1</sub> + 12x<sub>2</sub> + 4x<sub>3</sub> + 8x<sub>4</sub> ​ This model's SSE is 40. ​ At a .05 level of significance, test to determine if the two added independent variables contribute significantly to the model. = .408 + 1.3387x1 + 2x2 ​ The SSE for the above model is 49. When two other independent variables were added to the model, the following information was provided. ​ A regression analysis involving 45 observations relating a dependent variable and two independent variables resulted in the following information. ​   = .408 + 1.3387x<sub>1</sub> + 2x<sub>2</sub> ​ The SSE for the above model is 49. When two other independent variables were added to the model, the following information was provided. ​   = 1.2 + 3x<sub>1</sub> + 12x<sub>2</sub> + 4x<sub>3</sub> + 8x<sub>4</sub> ​ This model's SSE is 40. ​ At a .05 level of significance, test to determine if the two added independent variables contribute significantly to the model. = 1.2 + 3x1 + 12x2 + 4x3 + 8x4 ​ This model's SSE is 40. ​ At a .05 level of significance, test to determine if the two added independent variables contribute significantly to the model.

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The following model ​ Y = β0 + β1x1 + ε ​ Is referred to as a

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Which of the following statements about the backward elimination procedure is false?​

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The joint effect of two independent variables acting together is called

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In a regression analysis of a first-order model involving 3 predictor variables and 25 observations, the following estimated regression equation was developed. ​ In a regression analysis of a first-order model involving 3 predictor variables and 25 observations, the following estimated regression equation was developed. ​   = 12 - 18x<sub>1</sub> + 4x<sub>2</sub> + 15x<sub>3</sub> ​ Also, the following standard errors and the sum of squares were obtained. S<sub>b</sub><sub>1 </sub>= 3 S<sub>b</sub><sub>2 </sub>= 6 S<sub>b</sub><sub>3 </sub>= 7 SST = 4900 SSE = 1296 ​ The test statistic for testing the significance of the model is = 12 - 18x1 + 4x2 + 15x3 ​ Also, the following standard errors and the sum of squares were obtained. Sb1 = 3 Sb2 = 6 Sb3 = 7 SST = 4900 SSE = 1296 ​ The test statistic for testing the significance of the model is

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The range of the Durbin-Watson statistic is from

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The variable selection procedure that identifies the best regression model, given a specified number of independent variables, is​

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Using the Durbin-Watson test for negative autocorrelation, we conclude that negative autocorrelation is present if​

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A model in the form of y = β0 + β1z1 + β2z2 + . . . + βpzp + ε, where each independent variable zj (for j = 1, 2, . . ., p) is a function of x1, x2,..., xk, is known as the _____ model.

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A researcher is trying to decide whether or not to add another variable to his regression model. He has estimated the following equation for the model from a sample of 28 observations. A researcher is trying to decide whether or not to add another variable to his regression model. He has estimated the following equation for the model from a sample of 28 observations.   = 23.62 + 18.86x<sub>1</sub> + 24.72x<sub>2</sub> SSE = 1425 SSR = 1320 ​ He has also estimated the model with an additional variable x<sub>3</sub>. The results are:   = 25.32 + 15.29x<sub>1</sub> + 7.63x<sub>2</sub> + 12.72x<sub>3</sub> SSE = 1350 SSR = 1465 ​ What advice would you give this researcher? Use a .10 level of significance. = 23.62 + 18.86x1 + 24.72x2 SSE = 1425 SSR = 1320 ​ He has also estimated the model with an additional variable x3. The results are: A researcher is trying to decide whether or not to add another variable to his regression model. He has estimated the following equation for the model from a sample of 28 observations.   = 23.62 + 18.86x<sub>1</sub> + 24.72x<sub>2</sub> SSE = 1425 SSR = 1320 ​ He has also estimated the model with an additional variable x<sub>3</sub>. The results are:   = 25.32 + 15.29x<sub>1</sub> + 7.63x<sub>2</sub> + 12.72x<sub>3</sub> SSE = 1350 SSR = 1465 ​ What advice would you give this researcher? Use a .10 level of significance. = 25.32 + 15.29x1 + 7.63x2 + 12.72x3 SSE = 1350 SSR = 1465 ​ What advice would you give this researcher? Use a .10 level of significance.

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In a regression analysis of a first-order model involving 3 predictor variables and 25 observations, the following estimated regression equation was developed. In a regression analysis of a first-order model involving 3 predictor variables and 25 observations, the following estimated regression equation was developed.   = 12 - 18x<sub>1</sub> + 4x<sub>2</sub> + 15x<sub>3</sub> Also, the following standard errors and the sum of squares were obtained. S<sub>b</sub><sub>1</sub><sub> </sub>= 3 S<sub>b</sub><sub>2</sub><sub> </sub>= 6 S<sub>b</sub><sub>3 </sub>= 7 SST = 4900 SSE = 1296 ​ At the 5% level, the coefficient of x<sub>1</sub> = 12 - 18x1 + 4x2 + 15x3 Also, the following standard errors and the sum of squares were obtained. Sb1 = 3 Sb2 = 6 Sb3 = 7 SST = 4900 SSE = 1296 ​ At the 5% level, the coefficient of x1

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

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In a regression analysis of a first-order model involving 3 predictor variables and 25 observations, the following estimated regression equation was developed. ​ In a regression analysis of a first-order model involving 3 predictor variables and 25 observations, the following estimated regression equation was developed. ​   = 12 - 18x<sub>1</sub> + 4x<sub>2</sub> + 15x<sub>3</sub> ​ Also, the following standard errors and the sum of squares were obtained. S<sub>b</sub><sub>1</sub> = 3 S<sub>b</sub><sub>2</sub> = 6 S<sub>b</sub><sub>3</sub>= 7 SST = 4900 SSE = 1296 ​ At the 1% level, the coefficient of x<sub>2</sub> = 12 - 18x1 + 4x2 + 15x3 ​ Also, the following standard errors and the sum of squares were obtained. Sb1 = 3 Sb2 = 6 Sb3= 7 SST = 4900 SSE = 1296 ​ At the 1% level, the coefficient of x2

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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 = .05, determine if x2 contributes significantly to the model. The sample size for both models was 30.

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

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In a regression analysis of a first-order model involving 3 predictor variables and 25 observations, the following estimated regression equation was developed. In a regression analysis of a first-order model involving 3 predictor variables and 25 observations, the following estimated regression equation was developed.   = 12 - 18x<sub>1</sub> + 4x<sub>2</sub> + 15x<sub>3</sub> Also, the following standard errors and the sum of squares were obtained. S<sub>b</sub><sub>1</sub> = 3 S<sub>b</sub><sub>2</sub> = 6 S<sub>b</sub><sub>3</sub> = 7 SST = 4900 SSE = 1296 ​ If you want to determine whether or not the coefficients of the independent variables are significant, the critical t value at α = .01 is = 12 - 18x1 + 4x2 + 15x3 Also, the following standard errors and the sum of squares were obtained. Sb1 = 3 Sb2 = 6 Sb3 = 7 SST = 4900 SSE = 1296 ​ If you want to determine whether or not the coefficients of the independent variables are significant, the critical t value at α = .01 is

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

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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

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A regression model relating a dependent variable, y, with one independent variable, x1, resulted in an SSE of 400. Another regression model with the same dependent variable, y, and two independent variables, x1 (used in the first model) and x2 (added in the second model), resulted in an SSE of 320. At α = .05, determine if x2 contributed significantly to the model. The sample size for both models was 20.

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