Question 1

R2 is defined as:

Accepted Answer

A) Total variation/explained variation. 
B) Explained variation/total variation. 
C) Unexplained variation/explained variation. 
D) Unexplained variation/total variation. 
A) Total variation/explained variation. 
B) Explained variation/total variation. 
C) Unexplained variation/explained variation. 
D) Unexplained variation/total variation.

Question 2

Which of the following residual plots is not used in regression analysis?

Accepted Answer

A) Residuals vs.parameter estimates 
B) Residuals vs.values of an independent variable 
C) Residuals vs.time order 
D) Residuals vs.predicted values of the dependent variable 
E) Standardized residuals vs.predicted values of the dependent variable 
A) Residuals vs.parameter estimates 
B) Residuals vs.values of an independent variable 
C) Residuals vs.time order 
D) Residuals vs.predicted values of the dependent variable 
E) Standardized residuals vs.predicted values of the dependent variable

Question 3

In multiple regression analysis,the mean square regression divided by mean square error yields the _________.

Accepted Answer

A) Standard error 
B) F statistic 
C) R2 
D) Adjusted R2 or 
E) t statistic 
A) Standard error 
B) F statistic 
C) R2 
D) Adjusted R2 or 
E) t statistic

Question 4

Consider the following partial computer output for a multiple regression model.

Accepted Answer

\[\begin{array} { l c c } 
\text { Predi

Question 5

Multicollinearity affects the ability of the ____ statistic in assessing the importance of an independent variable.

Accepted Answer

A) C 
B) F 
C) t 
D) VIP 
A) C 
B) F 
C) t 
D) VIP

Question 6

If a particular multiple regression model has a small value of the C statistic and C for this model is less than k + 1,where k is the number of independent variables in the model,then the model should be considered biased and therefore undesirable.

Accepted Answer

A) True 
 B)False

Question 7

In regression analysis,the standard error (s)is _________ greater than the standard deviation of y (the dependent variable).

Accepted Answer

A) Always 
B) Sometimes 
C) Never 
A) Always 
B) Sometimes 
C) Never

Question 8

If it is desired to include marital status in a multiple regression model by using the categories single,married,separated,divorced,widowed,what will be the effect on the model?

Accepted Answer

A) One more independent variable will be included. 
B) Two more independent variables will be included. 
C) Three more independent variables will be included. 
D) Four more independent variables will be includeD. 
E) Five more independent variables will be included. 
A) One more independent variable will be included. 
B) Two more independent variables will be included. 
C) Three more independent variables will be included. 
D) Four more independent variables will be includeD. 
E) Five more independent variables will be included.

Question 9

A member of the state legislature has expressed concern about the differences in the mathematics test scores of high school freshmen across the state.She asks her research assistant to conduct a study to investigate what factors could account for the differences.The research assistant looks at a random sample of school districts across the state and uses the factors of percentage of mathematics teachers in each district with a degree in mathematics,the average age of mathematics teachers,and the average salary of mathematics teachers.

Accepted Answer

\[\begin{array}{l}
\begin{array} { l r r

Question 10

Dummy or indicator variables typically are values of zero or one,and are used to model the effects of different levels of ___________ variables.

Accepted Answer

A) Qualitative 
B) Quantitative 
C) Ratio 
D) Measured 
A) Qualitative 
B) Quantitative 
C) Ratio 
D) Measured

Question 11

If the multiple coefficient of determination that relates x2 to all the other independent variables,R2(x2)= .94,calculate the variance inflation factor for x2.Should the analyst be concerned about multicollinearity? Why or why not?

Accepted Answer

VIF = 16.67.Yes,the analyst sh

Question 12

The manufacturer of a light fixture believes that the dollars spent on advertising,the price of the fixture,and the number of retail stores selling the fixture in a particular month influence the light fixture sales.The manufacturer randomly selects 10 months and collects the following data:

Accepted Answer

The sales are in thousands of units per

Question 13

The multiple _________ measures the proportion of the variation in y (response variable)explained by the multiple regression model or the set of independent variables included in the multiple regression equation.

Accepted Answer

A) Correlation coefficient 
B) Coefficient of determination 
C) Total variation 
D) Standard error 
E) F test 
A) Correlation coefficient 
B) Coefficient of determination 
C) Total variation 
D) Standard error 
E) F test

Question 14

Consider the following partial computer output for a multiple regression model.

Accepted Answer

\[\begin{array} { l l l } 
\text { Predi

Question 15

When the quadratic regression model y = β0 + β1x + β2x2 + ε is used,the term β1 shows the rate of curvature of the parabola.

Accepted Answer

A) True 
 B)False

Question 16

Even when an unimportant variable is added to a regression model,the explained variation will increase.

Accepted Answer

A) True 
 B)False

Question 17

Even when encountering extreme multicollinearity with the use of squared and interaction variables,t tests on the significance of individual independent variables is reliable.

Accepted Answer

A) True 
 B)False

Question 18

Below is a partial multiple regression computer output based on a quadratic regression model.

Accepted Answer

\[\begin{array} { l l l } 
\text { Sourc

Question 19

An application of the multiple regression model generated the following results involving the F test of the overall regression model: p-value = .0012,R2 = .67,and s = .076.Thus,the null hypothesis,which states that none of the independent variables are significantly related to the dependent variable,should be rejected at the .05 level of significance.

Accepted Answer

A) True 
 B)False

Question 20

Below is a partial multiple regression ANOVA table.

Accepted Answer

\[\begin{array} { l l l } 
\text { Sourc

R² is defined as:

Which of the following residual plots is not used in regression analysis?

In multiple regression analysis,the mean square regression divided by mean square error yields the _________.

Consider the following partial computer output for a multiple regression model.

Multicollinearity affects the ability of the ____ statistic in assessing the importance of an independent variable.

If a particular multiple regression model has a small value of the C statistic and C for this model is less than k + 1,where k is the number of independent variables in the model,then the model should be considered biased and therefore undesirable.

In regression analysis,the standard error (s)is _________ greater than the standard deviation of y (the dependent variable).

If it is desired to include marital status in a multiple regression model by using the categories single,married,separated,divorced,widowed,what will be the effect on the model?

Dummy or indicator variables typically are values of zero or one,and are used to model the effects of different levels of ___________ variables.

If the multiple coefficient of determination that relates x₂ to all the other independent variables,R²(x₂)= .94,calculate the variance inflation factor for x₂.Should the analyst be concerned about multicollinearity? Why or why not?

The manufacturer of a light fixture believes that the dollars spent on advertising,the price of the fixture,and the number of retail stores selling the fixture in a particular month influence the light fixture sales.The manufacturer randomly selects 10 months and collects the following data:

The multiple _________ measures the proportion of the variation in y (response variable)explained by the multiple regression model or the set of independent variables included in the multiple regression equation.

Consider the following partial computer output for a multiple regression model.

When the quadratic regression model y = β₀ + β₁x + β₂x² + ε is used,the term β₁ shows the rate of curvature of the parabola.

Even when an unimportant variable is added to a regression model,the explained variation will increase.

Even when encountering extreme multicollinearity with the use of squared and interaction variables,t tests on the significance of individual independent variables is reliable.

Below is a partial multiple regression computer output based on a quadratic regression model.

Below is a partial multiple regression ANOVA table.

Statistical Inferences for Population Variances

Experimental Design and Analysis of Variance

Chi-Square Tests

Simple Linear Regression Analysis

Time Series Forecasting and Index Numbers

Process Improvement Using Control Charts

Nonparametric Methods

Decision Theory

Filters

Exam 15: Multiple Regression and Model Building

R2 is defined as:

Which of the following residual plots is not used in regression analysis?

In multiple regression analysis,the mean square regression divided by mean square error yields the _________.

Consider the following partial computer output for a multiple regression model.

Multicollinearity affects the ability of the ____ statistic in assessing the importance of an independent variable.

If a particular multiple regression model has a small value of the C statistic and C for this model is less than k + 1,where k is the number of independent variables in the model,then the model should be considered biased and therefore undesirable.

In regression analysis,the standard error (s)is _________ greater than the standard deviation of y (the dependent variable).

If it is desired to include marital status in a multiple regression model by using the categories single,married,separated,divorced,widowed,what will be the effect on the model?

Dummy or indicator variables typically are values of zero or one,and are used to model the effects of different levels of ___________ variables.

If the multiple coefficient of determination that relates x2 to all the other independent variables,R2(x2)= .94,calculate the variance inflation factor for x2.Should the analyst be concerned about multicollinearity? Why or why not?

The manufacturer of a light fixture believes that the dollars spent on advertising,the price of the fixture,and the number of retail stores selling the fixture in a particular month influence the light fixture sales.The manufacturer randomly selects 10 months and collects the following data:

The multiple _________ measures the proportion of the variation in y (response variable)explained by the multiple regression model or the set of independent variables included in the multiple regression equation.

Consider the following partial computer output for a multiple regression model.

When the quadratic regression model y = β0 + β1x + β2x2 + ε is used,the term β1 shows the rate of curvature of the parabola.

Even when an unimportant variable is added to a regression model,the explained variation will increase.

Even when encountering extreme multicollinearity with the use of squared and interaction variables,t tests on the significance of individual independent variables is reliable.

Below is a partial multiple regression computer output based on a quadratic regression model.

Below is a partial multiple regression ANOVA table.

Statistical Inferences for Population Variances

Experimental Design and Analysis of Variance

Chi-Square Tests

Simple Linear Regression Analysis

Time Series Forecasting and Index Numbers

Process Improvement Using Control Charts

Nonparametric Methods

Decision Theory

Filters

R² is defined as:

If the multiple coefficient of determination that relates x₂ to all the other independent variables,R²(x₂)= .94,calculate the variance inflation factor for x₂.Should the analyst be concerned about multicollinearity? Why or why not?

When the quadratic regression model y = β₀ + β₁x + β₂x² + ε is used,the term β₁ shows the rate of curvature of the parabola.