Question 1

5% of the values in an F distribution with numerator degrees of freedom = 3 and denominator degrees of freedom = 17 are greater than ___.

Accepted Answer

A) 3.758 
B) 2.576 
C) 2.549 
D) 3.812 
E) 3.197 
A) 3.758 
B) 2.576 
C) 2.549 
D) 3.812 
E) 3.197

Question 2

In the ANOVA table for simple linear regression, the mean square regression (MSR) is the

Accepted Answer

A) sum of squares regression (SSR) divided by degrees of freedom = 1 
B) sum of squares regression (SSR) divided by degrees of freedom = n-2 
C) mean square total minus mean square error 
D) mean square error divided by mean square total 
E) none of the above 
A) sum of squares regression (SSR) divided by degrees of freedom = 1 
B) sum of squares regression (SSR) divided by degrees of freedom = n-2 
C) mean square total minus mean square error 
D) mean square error divided by mean square total 
E) none of the above

Question 3

A term used to describe the case when the independent variables in a multiple regression model are correlated is

Accepted Answer

A) auto-regression 
B) multi-collinearity 
C) correlation 
D) coefficient of determination 
E) none of the above 
A) auto-regression 
B) multi-collinearity 
C) correlation 
D) coefficient of determination 
E) none of the above

Question 4

The Mean Square Regression (MSR) in an Analysis of Variance (ANOVA) for multiple regression is the sum of squares divided by (sample size -1) degrees of freedom.

Accepted Answer

A) True 
 B)False

Question 5

In multiple linear regression, the correlation coefficient is reported as a non-negative value.

Accepted Answer

A) True 
 B)False

Question 6

Larger values of r2 imply that the observations are more closely grouped about the

Accepted Answer

A) average value of the independent variables 
B) average value of the dependent variable 
C) least squares line or plane 
D) origin 
E) none of the above 
A) average value of the independent variables 
B) average value of the dependent variable 
C) least squares line or plane 
D) origin 
E) none of the above

Question 7

Which of the following is NOT true regarding the coefficient of determination, r2?

Accepted Answer

A) it is the sum of squares error (SS
E)  divided by the sum of squares total (SST) 
B) it is a measure of the goodness of fit of the estimated regression equation 
C) it takes on values between 0 and 1 
D) it explains the amount of variation in y associated with variation in x 
E) none of the above: all are true 
A) it is the sum of squares error (SS
E)  divided by the sum of squares total (SST) 
B) it is a measure of the goodness of fit of the estimated regression equation 
C) it takes on values between 0 and 1 
D) it explains the amount of variation in y associated with variation in x 
E) none of the above: all are true

Question 8

A simple regression analysis linking dependent variable y to independent variable x is conducted with 25 observations.The value of Fstat used to test the $\beta$= 0 null hypothesis turns out to be 12.7.The value of tstat for the x coefficient is

Accepted Answer

A) 15 
B) 3.56 
C) 12.7 
D) 161.29 
E) cannot be determined from the information given 
A) 15 
B) 3.56 
C) 12.7 
D) 161.29 
E) cannot be determined from the information given

Question 9

In regression analysis, if r2 = 1, then

Accepted Answer

A) SSE = SST 
B) SSR = SST 
C) SSR = SSE 
D) SSE = 1 
E) none of the above 
A) SSE = SST 
B) SSR = SST 
C) SSR = SSE 
D) SSE = 1 
E) none of the above

Question 10

In multiple linear regression analysis, rejecting the "all $\beta$s are 0" null hypothesis means that you have found no useful relationship between the variables.

Accepted Answer

A) True 
 B)False

Question 11

Adding independent variables to a regression model will ______ decrease the value of r2.

Accepted Answer

A) sometimes 
B) never 
C) always 
D) rarely 
E) often 
A) sometimes 
B) never 
C) always 
D) rarely 
E) often

Question 12

1% of the values in an F distribution with numerator degrees of freedom= 5 and denominator degrees of freedom = 22 are greater than ___.

Accepted Answer

A) 3.988 
B) 2.661 
C) 4.102 
D) 3.939 
E) 2.699 
A) 3.988 
B) 2.661 
C) 4.102 
D) 3.939 
E) 2.699

Question 13

A multiple regression analysis uses 5 independent variables and 15 observations.The F ratio for testing the 'all s are 0' null hypothesis turns out to be statistically significant at the 5% significance level.It must be true that ____ of the regression coefficients are (is) statistically significant at the 5% level.

Accepted Answer

A) all 
B) at least one 
C) most 
D) none 
E) none of the above 
A) all 
B) at least one 
C) most 
D) none 
E) none of the above

Question 14

In simple linear regression analysis, which of the following is NOT true?

Accepted Answer

A) the F test and the t test yield the same results 
B) the F test and the t test have different p-values 
C) the relationship between x and y is represented by means of a straight line 
D) the value of F = t2 
E) none of the above 
A) the F test and the t test yield the same results 
B) the F test and the t test have different p-values 
C) the relationship between x and y is represented by means of a straight line 
D) the value of F = t2 
E) none of the above

Question 15

The adjusted r2 value is adjusted for

Accepted Answer

A) the number of dependent variables 
B) the number of independent variables 
C) the number of equations 
D) the number of numbers 
E) none of the above 
A) the number of dependent variables 
B) the number of independent variables 
C) the number of equations 
D) the number of numbers 
E) none of the above

Question 16

In regression analysis, a residual plot that shows a clear pattern rather than random behavior can be generally considered an indication that at least one assumption regarding the error terms is being violated.

Accepted Answer

A) True 
 B)False

Question 17

In a simple linear regression model, the variance of the error term $\varepsilon$ is assumed to be

Accepted Answer

A) the same for all values of x 
B) zero 
C) increasing as x values increase 
D) -1 
E) none of the above 
A) the same for all values of x 
B) zero 
C) increasing as x values increase 
D) -1 
E) none of the above

Question 18

In simple linear regression analysis, when testing for significance, the F test and the t test will always result in the same conclusion.

Accepted Answer

A) True 
 B)False

Question 19

In regression analysis, a set of binary (0-1) variables can be used to introduce qualitative (categorical) variables into the model.

Accepted Answer

A) True 
 B)False

Question 20

In regression analysis, a data point that does not fall along the least squares line (or plane) is called a residual.

Accepted Answer

A) True 
 B)False

5% of the values in an F distribution with numerator degrees of freedom = 3 and denominator degrees of freedom = 17 are greater than ___.

In the ANOVA table for simple linear regression, the mean square regression (MSR) is the

A term used to describe the case when the independent variables in a multiple regression model are correlated is

The Mean Square Regression (MSR) in an Analysis of Variance (ANOVA) for multiple regression is the sum of squares divided by (sample size -1) degrees of freedom.

In multiple linear regression, the correlation coefficient is reported as a non-negative value.

Larger values of r² imply that the observations are more closely grouped about the

Which of the following is NOT true regarding the coefficient of determination, r²?

A simple regression analysis linking dependent variable y to independent variable x is conducted with 25 observations.The value of F_stat used to test the $\beta$ = 0 null hypothesis turns out to be 12.7.The value of t_stat for the x coefficient is

In regression analysis, if r² = 1, then

In multiple linear regression analysis, rejecting the "all $\beta$ s are 0" null hypothesis means that you have found no useful relationship between the variables.

Adding independent variables to a regression model will ______ decrease the value of r².

1% of the values in an F distribution with numerator degrees of freedom= 5 and denominator degrees of freedom = 22 are greater than ___.

In simple linear regression analysis, which of the following is NOT true?

The adjusted r² value is adjusted for

In regression analysis, a residual plot that shows a clear pattern rather than random behavior can be generally considered an indication that at least one assumption regarding the error terms is being violated.

In a simple linear regression model, the variance of the error term $\varepsilon$ is assumed to be

In simple linear regression analysis, when testing for significance, the F test and the t test will always result in the same conclusion.

In regression analysis, a set of binary (0-1) variables can be used to introduce qualitative (categorical) variables into the model.

In regression analysis, a data point that does not fall along the least squares line (or plane) is called a residual.

An Introduction to Statistics

Descriptive Statistics I: Elementary Data Presentation and Description

Descriptive Statistics II: Additional Descriptive Measures and Data Displays

Probability

Discrete Probability Distributions

Continuous Probability Distributions

Statistical Inference: Estimating a Population Mean

Interval Estimates for Proportions, Mean Differences and Proportion Differences

Statistical Hypothesis Testing: Hypothesis Tests for a Population Mean

Hypothesis Tests for Proportions, Mean Differences and Proportion Differences

Basic Regression Analysis

F Tests and Analysis of Variance

Experimental Designonline Only

Chi-Square Tests

Filters

Exam 12: Multiple Regression

5% of the values in an F distribution with numerator degrees of freedom = 3 and denominator degrees of freedom = 17 are greater than ___.

In the ANOVA table for simple linear regression, the mean square regression (MSR) is the

A term used to describe the case when the independent variables in a multiple regression model are correlated is

The Mean Square Regression (MSR) in an Analysis of Variance (ANOVA) for multiple regression is the sum of squares divided by (sample size -1) degrees of freedom.

In multiple linear regression, the correlation coefficient is reported as a non-negative value.

Larger values of r2 imply that the observations are more closely grouped about the

Which of the following is NOT true regarding the coefficient of determination, r2?

A simple regression analysis linking dependent variable y to independent variable x is conducted with 25 observations.The value of Fstat used to test the β\betaβ = 0 null hypothesis turns out to be 12.7.The value of tstat for the x coefficient is

In regression analysis, if r2 = 1, then

In multiple linear regression analysis, rejecting the "all β\betaβ s are 0" null hypothesis means that you have found no useful relationship between the variables.

Adding independent variables to a regression model will ______ decrease the value of r2.

1% of the values in an F distribution with numerator degrees of freedom= 5 and denominator degrees of freedom = 22 are greater than ___.

In simple linear regression analysis, which of the following is NOT true?

The adjusted r2 value is adjusted for

In regression analysis, a residual plot that shows a clear pattern rather than random behavior can be generally considered an indication that at least one assumption regarding the error terms is being violated.

In a simple linear regression model, the variance of the error term ε\varepsilonε is assumed to be

In simple linear regression analysis, when testing for significance, the F test and the t test will always result in the same conclusion.

In regression analysis, a set of binary (0-1) variables can be used to introduce qualitative (categorical) variables into the model.

In regression analysis, a data point that does not fall along the least squares line (or plane) is called a residual.

An Introduction to Statistics

Descriptive Statistics I: Elementary Data Presentation and Description

Descriptive Statistics II: Additional Descriptive Measures and Data Displays

Probability

Discrete Probability Distributions

Continuous Probability Distributions

Statistical Inference: Estimating a Population Mean

Interval Estimates for Proportions, Mean Differences and Proportion Differences

Statistical Hypothesis Testing: Hypothesis Tests for a Population Mean

Hypothesis Tests for Proportions, Mean Differences and Proportion Differences

Basic Regression Analysis

F Tests and Analysis of Variance

Experimental Designonline Only

Chi-Square Tests

Filters

Larger values of r² imply that the observations are more closely grouped about the

Which of the following is NOT true regarding the coefficient of determination, r²?

A simple regression analysis linking dependent variable y to independent variable x is conducted with 25 observations.The value of F_stat used to test the $\beta$ = 0 null hypothesis turns out to be 12.7.The value of t_stat for the x coefficient is

In regression analysis, if r² = 1, then

In multiple linear regression analysis, rejecting the "all $\beta$ s are 0" null hypothesis means that you have found no useful relationship between the variables.

Adding independent variables to a regression model will ______ decrease the value of r².

The adjusted r² value is adjusted for

In a simple linear regression model, the variance of the error term $\varepsilon$ is assumed to be