Exam 14: Multiple Regression Analysis

To test the global hypothesis in multiple regression analysis, an F-statistic is used.

The following graph is used to evaluate two assumptions of a multiple regression analysis. What are the two assumptions?

In multiple regression, a dummy variable is significantly related to the dependent variable when

The multiple coefficient of determination, , reports the proportion of the variation in Y that is not explained by the variation in the set of independent variables.

In a multiple regression analysis, how many sources of variation are listed? Name the sources of variation. _____________

Twenty-one executives in a large corporation were randomly selected for a study to determine the effect of several factors on annual salary (expressed in $000's). The factors selected were age, seniority, years of college, number of company divisions they had been exposed to and the level of their responsibility. A regression analysis was performed using a popular spreadsheet program with the following regression output:

It has been hypothesized that overall academic success for college freshmen as measured by grade point average (GPA) is a function of IQ scores , hours spent studying each week , and one's high school average . Suppose the regression equation is: . The multiple standard error is 6.313 and R² = 0.826. What is the predicted GPA for a student with an IQ of 108, 32 hours spent studying per week and a high school average of 82?

In a multiple regression analysis, if the regression coefficient of a dummy variable is significant and has a sample value of 100, then the dummy variable's effect on the dependent variable is an increase of 100.

For a global test of a multiple regression equation, the F-statistic is based on the regression and residual degrees of freedom.