Question 1

In multiple regression analysis,before testing the significance of the individual regression coefficients,________.

Accepted Answer

A) the intercept must equal 0 
B) the multiple standard error of the estimate must be less than the error mean square 
C) the null hypothesis that all regression coefficients equal zero must not be rejected 
D) the null hypothesis that all regression coefficients equal zero must be rejected 
A) the intercept must equal 0 
B) the multiple standard error of the estimate must be less than the error mean square 
C) the null hypothesis that all regression coefficients equal zero must not be rejected 
D) the null hypothesis that all regression coefficients equal zero must be rejected

Question 2

In multiple regression analysis,residual analysis is used to test the requirement that ________.

Accepted Answer

A) the variation in the residuals is the same for all predicted values of Y 
B) the independent variables are the direct cause of the dependent variable 
C) the number of independent variables included in the analysis is correct 
D) the prediction error is minimized 
A) the variation in the residuals is the same for all predicted values of Y 
B) the independent variables are the direct cause of the dependent variable 
C) the number of independent variables included in the analysis is correct 
D) the prediction error is minimized

Question 3

What can we conclude if the global test of regression does not reject the null hypothesis?

Accepted Answer

A) A strong relationship exists among the variables. 
B) No relationship exists between the dependent variable and any of the independent variables. 
C) The independent variables are good predictors. 
D) Good forecasts are possible. 
A) A strong relationship exists among the variables. 
B) No relationship exists between the dependent variable and any of the independent variables. 
C) The independent variables are good predictors. 
D) Good forecasts are possible.

Question 4

Stepwise regression analysis is also called a "backward elimination" method.

Accepted Answer

A) True 
 B)False

Question 5

Consider the multiple regression model shown next between the dependent variable Y and four independent variables X1,X2,X3,and X4,which result in the following function:   = 33 + 8X1 − 6X2 + 16X3 + 18X4 For this model,there were 35 observations; SSR = 1,400 and SSE = 600.
The critical F-value at the 1% level of significance is

Accepted Answer

A) 3.83 
B) 2.61 
C) 4.02 
D) 2.53 
A) 3.83 
B) 2.61 
C) 4.02 
D) 2.53

Question 6

Interaction occurs when the relationship between an independent variable and a dependent variable is affected by another independent variable.

Accepted Answer

A) True 
 B)False

Question 7

Multiple regression analysis is used when one independent variable is used to predict values of two or more dependent variables.

Accepted Answer

A) True 
 B)False

Question 8

In multiple regression analysis,testing the global null hypothesis that all regression coefficients are zero is based on ________.

Accepted Answer

A) a z-statistic 
B) a t-statistic 
C) an F-statistic 
D) a binomial distribution 
A) a z-statistic 
B) a t-statistic 
C) an F-statistic 
D) a binomial distribution

Question 9

Which statistic is used to test hypotheses about individual regression coefficients?

Accepted Answer

A) t-statistic 
B) z-statistic 
C) Χ2 (chi-square statistic) 
D) F 
A) t-statistic 
B) z-statistic 
C) Χ2 (chi-square statistic) 
D) F

Question 10

The best example of an alternate hypothesis for a global test of a multiple regression model is ________.

Accepted Answer

A) H1: β1 = β2 = β3 = β4 = 0 
B) H1: β1 ≠ β2 ≠ β3 ≠ β4 ≠ 0 
C) H1: Not all the βi's are equal to 0. 
D) if F is less than 20.00,then fail to reject. 
A) H1: β1 = β2 = β3 = β4 = 0 
B) H1: β1 ≠ β2 ≠ β3 ≠ β4 ≠ 0 
C) H1: Not all the βi's are equal to 0. 
D) if F is less than 20.00,then fail to reject.

Question 11

The best example of a null hypothesis for testing an individual regression coefficient is ________.

Accepted Answer

A) H0: β1 = β2 = β3 = β4 = 0 
B) H0: µ1 = µ2 = µ3 = µ4 = 0 
C) H0: β1 = 0 
D) H0: β1 ≠ 0 
A) H0: β1 = β2 = β3 = β4 = 0 
B) H0: µ1 = µ2 = µ3 = µ4 = 0 
C) H0: β1 = 0 
D) H0: β1 ≠ 0

Question 12

Stepwise regression analysis is a method that assists in selecting the most significant variables for a multiple regression equation.

Accepted Answer

A) True 
 B)False

Question 13

A manager at a local bank analyzed the relationship between monthly salary and three independent variables: length of service (measured in months),gender (0 = female,1 = male),and job type (0 = clerical,1 = technical). The following ANOVA summarizes the regression results:     In the regression model,which of the following are dummy variables?

Accepted Answer

A) Intercept 
B) Service 
C) Service and gender 
D) Gender and job 
A) Intercept 
B) Service 
C) Service and gender 
D) Gender and job

Question 14

A manager at a local bank analyzed the relationship between monthly salary and three independent variables: length of service (measured in months),gender (0 = female,1 = male),and job type (0 = clerical,1 = technical). The following ANOVA summarizes the regression results:     Based on the ANOVA and a 0.05 significance level,the global null hypothesis test of the multiple regression model ________.

Accepted Answer

A) will be rejected and conclude that monthly salary is related to all of the independent variables 
B) will be rejected and conclude that monthly salary is related to at least one of the independent variables 
C) will not be rejected 
D) will show a high multiple coefficient of determination 
A) will be rejected and conclude that monthly salary is related to all of the independent variables 
B) will be rejected and conclude that monthly salary is related to at least one of the independent variables 
C) will not be rejected 
D) will show a high multiple coefficient of determination

Question 15

If the correlation between the two independent variables of a regression analysis is 0.11 and each independent variable is highly correlated to the dependent variable,what does this indicate?

Accepted Answer

A) Only one of the independent variables should be used in the regression equation. 
B) The independent variables are strongly related. 
C) Two separate regression equations are required. 
D) Both independent variables should be used to predict the dependent variable. 
A) Only one of the independent variables should be used in the regression equation. 
B) The independent variables are strongly related. 
C) Two separate regression equations are required. 
D) Both independent variables should be used to predict the dependent variable.

Question 16

A manager at a local bank analyzed the relationship between monthly salary and three independent variables: length of service (measured in months),gender (0 = female,1 = male),and job type (0 = clerical,1 = technical). The following ANOVA summarizes the regression results:     Based on the hypothesis tests for the individual regression coefficients,________.

Accepted Answer

A) all the regression coefficients are not equal to zero 
B) "job" is the only significant variable in the model 
C) only months of service and gender are significantly related to monthly salary 
D) "service" is the only significant variable in the model 
A) all the regression coefficients are not equal to zero 
B) "job" is the only significant variable in the model 
C) only months of service and gender are significantly related to monthly salary 
D) "service" is the only significant variable in the model

Question 17

What can we conclude if the global test of regression rejects the null hypothesis?

Accepted Answer

A) Strong correlations exist among the variables. 
B) No relationship exists between the dependent variable and any of the independent variables. 
C) At least one of the regression coefficients is not equal to zero. 
D) Good predictions are not possible. 
A) Strong correlations exist among the variables. 
B) No relationship exists between the dependent variable and any of the independent variables. 
C) At least one of the regression coefficients is not equal to zero. 
D) Good predictions are not possible.

Question 18

In multiple regression analysis,how is the degree of association between a set of independent variables and a dependent variable measured?

Accepted Answer

A) Confidence intervals 
B) Autocorrelation 
C) Coefficient of multiple determination 
D) Standard error of estimate 
A) Confidence intervals 
B) Autocorrelation 
C) Coefficient of multiple determination 
D) Standard error of estimate

Question 19

Which of the following is a characteristic of the F-distribution?

Accepted Answer

A) Normally distributed 
B) Positively skewed 
C) Negatively skewed 
D) Equal to the t-distribution 
A) Normally distributed 
B) Positively skewed 
C) Negatively skewed 
D) Equal to the t-distribution

Question 20

In multiple regression analysis,residuals (Y −   )are used to ________.

Accepted Answer

A) provide a global test of a multiple regression model 
B) evaluate multicollinearity 
C) evaluate homoscedasticity 
D) compare two regression coefficients 
A) provide a global test of a multiple regression model 
B) evaluate multicollinearity 
C) evaluate homoscedasticity 
D) compare two regression coefficients

In multiple regression analysis,before testing the significance of the individual regression coefficients,________.

In multiple regression analysis,residual analysis is used to test the requirement that ________.

What can we conclude if the global test of regression does not reject the null hypothesis?

Stepwise regression analysis is also called a "backward elimination" method.

Interaction occurs when the relationship between an independent variable and a dependent variable is affected by another independent variable.

Multiple regression analysis is used when one independent variable is used to predict values of two or more dependent variables.

In multiple regression analysis,testing the global null hypothesis that all regression coefficients are zero is based on ________.

Which statistic is used to test hypotheses about individual regression coefficients?

The best example of an alternate hypothesis for a global test of a multiple regression model is ________.

The best example of a null hypothesis for testing an individual regression coefficient is ________.

Stepwise regression analysis is a method that assists in selecting the most significant variables for a multiple regression equation.

If the correlation between the two independent variables of a regression analysis is 0.11 and each independent variable is highly correlated to the dependent variable,what does this indicate?

What can we conclude if the global test of regression rejects the null hypothesis?

In multiple regression analysis,how is the degree of association between a set of independent variables and a dependent variable measured?

Which of the following is a characteristic of the F-distribution?

In multiple regression analysis,residuals (Y − )are used to ________.

What Is Statistics

Describing Data: Frequency Tables, Frequency Distributions, and Graphic Presentation

Describing Data: Numerical Measures

Describing Data: Displaying and Exploring Data

A Survey of Probability Concepts

Discrete Probability Distributions

Continuous Probability Distributions

Sampling Methods and the Central Limit Theorem

Estimation and Confidence Intervals

One-Sample Tests of Hypothesis

Two-Sample Tests of Hypothesis

Analysis of Variance

Correlation and Linear Regression

Nonparametric Methods: Nominal Level Hypothesis Tests

Nonparametric Methods: Analysis of Ordinal Data

Index Numbers

Time Series and Forecasting

Statistical Process Control and Quality Management

An Introduction to Decision Theory

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Exam 14: Multiple Regression Analysis

In multiple regression analysis,before testing the significance of the individual regression coefficients,________.

In multiple regression analysis,residual analysis is used to test the requirement that ________.

What can we conclude if the global test of regression does not reject the null hypothesis?

Stepwise regression analysis is also called a "backward elimination" method.

Interaction occurs when the relationship between an independent variable and a dependent variable is affected by another independent variable.

Multiple regression analysis is used when one independent variable is used to predict values of two or more dependent variables.

In multiple regression analysis,testing the global null hypothesis that all regression coefficients are zero is based on ________.

Which statistic is used to test hypotheses about individual regression coefficients?

The best example of an alternate hypothesis for a global test of a multiple regression model is ________.

The best example of a null hypothesis for testing an individual regression coefficient is ________.

Stepwise regression analysis is a method that assists in selecting the most significant variables for a multiple regression equation.

If the correlation between the two independent variables of a regression analysis is 0.11 and each independent variable is highly correlated to the dependent variable,what does this indicate?

What can we conclude if the global test of regression rejects the null hypothesis?

In multiple regression analysis,how is the degree of association between a set of independent variables and a dependent variable measured?

Which of the following is a characteristic of the F-distribution?

In multiple regression analysis,residuals (Y − )are used to ________.

What Is Statistics

Describing Data: Frequency Tables, Frequency Distributions, and Graphic Presentation

Describing Data: Numerical Measures

Describing Data: Displaying and Exploring Data

A Survey of Probability Concepts

Discrete Probability Distributions

Continuous Probability Distributions

Sampling Methods and the Central Limit Theorem

Estimation and Confidence Intervals

One-Sample Tests of Hypothesis

Two-Sample Tests of Hypothesis

Analysis of Variance

Correlation and Linear Regression

Nonparametric Methods: Nominal Level Hypothesis Tests

Nonparametric Methods: Analysis of Ordinal Data

Index Numbers

Time Series and Forecasting

Statistical Process Control and Quality Management

An Introduction to Decision Theory

Filters