Question 1

A variable that takes on the values of 0 or 1 and is used to incorporate the effect of categorical independent variables in a regression model is called

Accepted Answer

A)  an interaction. 
B)  a constant variable. 
C)  a dummy variable. 
D)  a logit variable. 
A)  an interaction. 
B)  a constant variable. 
C)  a dummy variable. 
D)  a logit variable.

Question 2

The _______ of an observation is determined by how far the values of the independent variables are from their means.​

Accepted Answer

A)  ​odds ratio 
B)  ​residual 
C)  ​collinearity 
D)  ​leverage 
A)  ​odds ratio 
B)  ​residual 
C)  ​collinearity 
D)  ​leverage

Question 3

Below you are given a partial computer output from a multiple regression analysis based on a sample of 16 observations.   ​ The t value obtained from the table which is used to test an individual parameter at the 1% level is

Accepted Answer

A)  2.650. 
B)  2.921. 
C)  2.977. 
D)  3.012. 
A)  2.650. 
B)  2.921. 
C)  2.977. 
D)  3.012.

Question 4

A measure of identifying the effect of an unusual x value on the regression results is called

Accepted Answer

A)  Cook's D. 
B)  Leverage. 
C)  odd ratio. 
D)  unusual regression. 
A)  Cook's D. 
B)  Leverage. 
C)  odd ratio. 
D)  unusual regression.

Question 5

A regression analysis involved 5 independent variables and 99 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have _____ degrees of freedom.

Accepted Answer

A)  98 
B)  93 
C)  90 
D)  4 
A)  98 
B)  93 
C)  90 
D)  4

Question 6

The following estimated regression equation was developed relating average yearly income (y in $1000s) of 50 individuals with their age (x1) and their gender (x2) (0 if male and 1 if female):   = 35 + .7x1 + 3x2  
Also provided are SST = 1400 and SSE = 400. The estimated income (in $) of a 40-year-old male is

Accepted Answer

A)  $63,000. 
B)  $21. 
C)  $120,000. 
D)  $63. 
A)  $63,000. 
B)  $21. 
C)  $120,000. 
D)  $63.

Question 7

In a multiple regression model, the values of the error term ε are assumed to be

Accepted Answer

A)  zero. 
B)  dependent on each other. 
C)  independent of each other. 
D)  always negative. 
A)  zero. 
B)  dependent on each other. 
C)  independent of each other. 
D)  always negative.

Question 8

The following estimated regression equation was developed relating yearly income (y in $1000s) of 30 individuals with their age (x1) and their gender (x2) (0 if male and 1 if female). ​   = 30 + .7x1 + 3x2​
​
Also provided are SST = 1200 and SSE = 384. If we want to test for the significance of the model, the critical value of F at α = .05 is

Accepted Answer

A)  3.33. 
B)  3.35. 
C)  3.34. 
D)  2.96. 
A)  3.33. 
B)  3.35. 
C)  3.34. 
D)  2.96.

Question 9

A regression analysis involved 2 independent variables and 27 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have _____ degrees of freedom.

Accepted Answer

A)  27 
B)  26 
C)  24 
D)  25 
A)  27 
B)  26 
C)  24 
D)  25

Question 10

The multiple coefficient of determination is

Accepted Answer

A)  MSR/MST. 
B)  MSR/MSE. 
C)  SSR/SST. 
D)  SSE/SSR. 
A)  MSR/MST. 
B)  MSR/MSE. 
C)  SSR/SST. 
D)  SSE/SSR.

Question 11

A regression model involving 4 independent variables and a sample of 15 observations resulted in the following sum of squares. SSR = 165
SSE = 60
​
The multiple coefficient of determination is

Accepted Answer

A)  .3636. 
B)  .7333. 
C)  .275. 
D)  .5. 
A)  .3636. 
B)  .7333. 
C)  .275. 
D)  .5.

Question 12

A regression analysis involved 10independent variables and 27 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have

Accepted Answer

A)  27 degrees of freedom. 
B)  26 degrees of freedom. 
C)  21 degrees of freedom. 
D)  16 degrees of freedom. 
A)  27 degrees of freedom. 
B)  26 degrees of freedom. 
C)  21 degrees of freedom. 
D)  16 degrees of freedom.

Question 13

A multiple regression model has the following estimated form:   = 4 - 6x + 8w As x increases by 1 unit (holding w constant), y is expected to

Accepted Answer

A)  increase by 10 units. 
B)  decrease by 10 units. 
C)  increase by 6 units. 
D)  decrease by 6 units. 
A)  increase by 10 units. 
B)  decrease by 10 units. 
C)  increase by 6 units. 
D)  decrease by 6 units.

Question 14

In a situation where the dependent variable can assume only one of the two possible discrete values,

Accepted Answer

A)  we must use multiple regression. 
B)  there can only be two independent variables. 
C)  logistic regression should be applied. 
D)  all the independent variables must have values of either zero or one. 
A)  we must use multiple regression. 
B)  there can only be two independent variables. 
C)  logistic regression should be applied. 
D)  all the independent variables must have values of either zero or one.

Question 15

Given the following data, determine if the model is significant at 5%.

Accepted Answer

Yes, p-val

Question 16

The following estimated regression equation was developed relating yearly income (y in $1000s) of 30 individuals with their age (x1) and their gender (x2) (0 if male and 1 if female). ​   = 30 + .7x1 + 3x2​
​
Also provided are SST = 1200 and SSE = 384. The yearly income (in $) expected of a 24-year-old male individual is

Accepted Answer

A)  $16,800. 
B)  $13,800. 
C)  $46,800. 
D)  $49,800. 
A)  $16,800. 
B)  $13,800. 
C)  $46,800. 
D)  $49,800.

Question 17

The equation which has the form of E(y) =   = b0 + b1x1 + b2x2 + ... + bpxp is a(n)

Accepted Answer

A)  estimated multiple nonlinear regression equation. 
B)  multiple nonlinear regression model. 
C)  estimated multiple regression equation. 
D)  multiple regression equation. 
A)  estimated multiple nonlinear regression equation. 
B)  multiple nonlinear regression model. 
C)  estimated multiple regression equation. 
D)  multiple regression equation.

Question 18

A regression model between sales (y in $1000), unit price (x1 in dollars), and television advertisement (x2 in dollars) resulted in the following function: ​   = 8 - 4x1 + 5x2
​
For this model, SSR = 3500, SSE = 1500, and the sample size is 20. The coefficient of x2 indicates that if television advertisement is increased by $1 (holding the unit price constant), sales are expected to

Accepted Answer

A)  increase by $5. 
B)  increase by $20,000. 
C)  increase by $5000. 
D)  decrease by $4000. 
A)  increase by $5. 
B)  increase by $20,000. 
C)  increase by $5000. 
D)  decrease by $4000.

Question 19

In order to test for the significance of a regression model involving 10 independent variables and 260 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are

Accepted Answer

A)  10 and 260. 
B)  260 and 10. 
C)  9 and 245. 
D)  10 and 245. 
A)  10 and 260. 
B)  260 and 10. 
C)  9 and 245. 
D)  10 and 245.

Question 20

In a multiple regression analysis involving 10 independent variables and 165 observations, SSR = 878 and SSE = 122. The multiple coefficient of determination is

Accepted Answer

A)  .1389. 
B)  .122. 
C)  .878. 
D)  .7317. 
A)  .1389. 
B)  .122. 
C)  .878. 
D)  .7317.

A variable that takes on the values of 0 or 1 and is used to incorporate the effect of categorical independent variables in a regression model is called

The _______ of an observation is determined by how far the values of the independent variables are from their means.

Below you are given a partial computer output from a multiple regression analysis based on a sample of 16 observations. The t value obtained from the table which is used to test an individual parameter at the 1% level is

A measure of identifying the effect of an unusual x value on the regression results is called

A regression analysis involved 5 independent variables and 99 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have _____ degrees of freedom.

In a multiple regression model, the values of the error term ε are assumed to be

A regression analysis involved 2 independent variables and 27 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have _____ degrees of freedom.

The multiple coefficient of determination is

A regression model involving 4 independent variables and a sample of 15 observations resulted in the following sum of squares. SSR = 165 SSE = 60 The multiple coefficient of determination is

A regression analysis involved 10independent variables and 27 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have

A multiple regression model has the following estimated form: = 4 - 6x + 8w As x increases by 1 unit (holding w constant), y is expected to

In a situation where the dependent variable can assume only one of the two possible discrete values,

Given the following data, determine if the model is significant at 5%.

The equation which has the form of E(y) = = b₀ + b₁x₁ + b₂x₂ + ... + b_px_p is a(n)

In order to test for the significance of a regression model involving 10 independent variables and 260 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are

In a multiple regression analysis involving 10 independent variables and 165 observations, SSR = 878 and SSE = 122. The multiple coefficient of determination 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

Comparing Multiple Proportions, Tests of Independence and Goodness of Fit

Experimental Design and Analysis of Variance

Simple Linear Regression

Regression Analysis: Model Building

Time Series Analysis and Forecasting

Nonparametric Methods

Decision Analysis

Index Numbers

Statistical Methods for Quality Control

Sample Survey

Filters

Exam 15: Multiple Regression

A variable that takes on the values of 0 or 1 and is used to incorporate the effect of categorical independent variables in a regression model is called

The _______ of an observation is determined by how far the values of the independent variables are from their means.​

Below you are given a partial computer output from a multiple regression analysis based on a sample of 16 observations. ​ The t value obtained from the table which is used to test an individual parameter at the 1% level is

A measure of identifying the effect of an unusual x value on the regression results is called

A regression analysis involved 5 independent variables and 99 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have _____ degrees of freedom.

In a multiple regression model, the values of the error term ε are assumed to be

A regression analysis involved 2 independent variables and 27 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have _____ degrees of freedom.

The multiple coefficient of determination is

A regression model involving 4 independent variables and a sample of 15 observations resulted in the following sum of squares. SSR = 165 SSE = 60 ​ The multiple coefficient of determination is

A regression analysis involved 10independent variables and 27 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have

A multiple regression model has the following estimated form: = 4 - 6x + 8w As x increases by 1 unit (holding w constant), y is expected to

In a situation where the dependent variable can assume only one of the two possible discrete values,

Given the following data, determine if the model is significant at 5%.

The equation which has the form of E(y) = = b0 + b1x1 + b2x2 + ... + bpxp is a(n)

In order to test for the significance of a regression model involving 10 independent variables and 260 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are

In a multiple regression analysis involving 10 independent variables and 165 observations, SSR = 878 and SSE = 122. The multiple coefficient of determination 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

Comparing Multiple Proportions, Tests of Independence and Goodness of Fit

Experimental Design and Analysis of Variance

Simple Linear Regression

Regression Analysis: Model Building

Time Series Analysis and Forecasting

Nonparametric Methods

Decision Analysis

Index Numbers

Statistical Methods for Quality Control

Sample Survey

Filters

The _______ of an observation is determined by how far the values of the independent variables are from their means.

Below you are given a partial computer output from a multiple regression analysis based on a sample of 16 observations. The t value obtained from the table which is used to test an individual parameter at the 1% level is

A regression model involving 4 independent variables and a sample of 15 observations resulted in the following sum of squares. SSR = 165 SSE = 60 The multiple coefficient of determination is

The equation which has the form of E(y) = = b₀ + b₁x₁ + b₂x₂ + ... + b_px_p is a(n)