Question 1

If the Durbin-Watson statistic has a value close to 0,which assumption is violated?

Accepted Answer

A) Homoscedasticity. 
B) Normality of the errors. 
C) Independence of errors. 
D) None of these choices. 
A) Homoscedasticity. 
B) Normality of the errors. 
C) Independence of errors. 
D) None of these choices.

Question 2

If all the points for a multiple regression model with two independent variables were right on the regression plane,then the coefficient of determination would equal:

Accepted Answer

A) 0. 
B) 1. 
C) 2,since there are two independent variables. 
D) None of these choices. 
A) 0. 
B) 1. 
C) 2,since there are two independent variables. 
D) None of these choices.

Question 3

Large values of the Durbin-Watson statistic d (d > 2)indicate a positive first-order autocorrelation.

Accepted Answer

A) True 
 B)False

Question 4

Real Estate Builder
 A real estate builder wishes to determine how house size is influenced by family income,family size,and education of the head of household.House size is measured in hundreds of square feet,income is measured in thousands of dollars,and education is measured in years.A partial computer output is shown below. SUMMARY OUTPUT Regression Statistics Multiple R 0.865 R Square 0.748 Adjusted R Square 0.726 Standard Error 5.195 Observations 50 ANOVA     ​ ​
-{Real Estate Builder Narrative} What percentage of the variability in house size is explained by this model?

Accepted Answer

86.5% of the variability in ho

Question 5

In testing the validity of a multiple regression model in which there are four independent variables,the null hypothesis is:

Accepted Answer

A)    . 
B)    . 
C)    . 
D)   
) 
A)    . 
B)    . 
C)    . 
D)   
)

Question 6

Life Expectancy
 An actuary wanted to develop a model to predict how long individuals will live.After consulting a number of physicians,she collected the age at death (y),the average number of hours of exercise per week (xS1U1B11S1U1B0),the cholesterol level (xS1U1B12S1U1B0),and the number of points that the individual's blood pressure exceeded the recommended value (xS1U1B13S1U1B0).A random sample of 40 individuals was selected.The computer output of the multiple regression model is shown below. THE REGRESSION EQUATION IS y = 55.8 + 1.79xS1U1B11S1U1B0− 0.021xS1U1B12S1U1B0− 0.061xS1U1B13S1U1B0   ​ S = 9.47 ​ R−Sq = 22.5% ANALYSIS OF VARIANCE   ​ ​
-{Life Expectancy Narrative} Interpret the coefficient b3.

Accepted Answer

b₃ = 0.016.This tells us for each additio

Question 7

Life Expectancy
 An actuary wanted to develop a model to predict how long individuals will live.After consulting a number of physicians,she collected the age at death (y),the average number of hours of exercise per week (xS1U1B11S1U1B0),the cholesterol level (xS1U1B12S1U1B0),and the number of points that the individual's blood pressure exceeded the recommended value (xS1U1B13S1U1B0).A random sample of 40 individuals was selected.The computer output of the multiple regression model is shown below. THE REGRESSION EQUATION IS y = 55.8 + 1.79xS1U1B11S1U1B0− 0.021xS1U1B12S1U1B0− 0.061xS1U1B13S1U1B0   ​ S = 9.47 ​ R−Sq = 22.5% ANALYSIS OF VARIANCE   ​ ​
-{Life Expectancy Narrative} Interpret the coefficient b1.

Accepted Answer

b₁ = 1.79.This tells us for each addition

Question 8

Suppose a multiple regression analysis involving 25 data points has   and SSE = 36.Then,the number of the independent variables must be:

Accepted Answer

A) 3 
B) 4 
C) 5 
D) 6 
A) 3 
B) 4 
C) 5 
D) 6

Question 9

Student's Final Grade 
A statistics professor investigated some of the factors that affect an individual student's final grade in her course.She proposed the multiple regression model   ,where y is the final grade (out of 100 points),xS1U1B11S1U1B0 is the number of lectures skipped,xS1U1B12S1U1B0 is the number of late assignments,and xS1U1B13S1U1B0 is the midterm exam score (out of 100).The professor recorded the data for 50 randomly selected students.The computer output is shown below. THE REGRESSION EQUATION IS   ​   ​ ​ S = 13.74 R−Sq = 30.0% ​ ANALYSIS OF VARIANCE   ​ ​
-{Student's Final Grade Narrative} Does this data provide enough evidence at the 5% significance level to conclude that the final grade and the number of late assignments are negatively linearly related?

Accepted Answer

@#IMG-DLM& Rejection region: t < −t_0.05,46≈−1.679 Test st

Question 10

A multiple regression model involves 40 observations and 4 independent variables produces a total variation in y of 100,000 and SSR = 80,400.Then,the value of MSE is 560.

Accepted Answer

A) True 
 B)False

Question 11

The Durbin-Watson d statistic is used to check the assumption of normality.

Accepted Answer

A) True 
 B)False

Question 12

In calculating the standard error of the estimate,   ,there are (n−k− 1)degrees of freedom,where n is the sample size and k is the number of independent variables in the model.

Accepted Answer

A) True 
 B)False

Question 13

____________________ is a condition that exists when independent variables are correlated with one another.

Accepted Answer

The answer of ____________________ is a condition that exists when...

Question 14

The computer output for the multiple regression model   is shown below.However,because of a printer malfunction some of the results are not shown.These are indicated by the boldface letters a to i.Fill in the missing results (up to three decimal places).   S = d
R−Sq = e
ANALYSIS OF VARIANCE

Accepted Answer

a = 25.277 
b = 2.80

Question 15

If the Durbin-Watson statistic,d,has values greater than 2,this indicates

Accepted Answer

A) a positive first-order autocorrelation 
B) a negative first-order autocorrelation 
C) no first-order autocorrelation at all 
D) None of these choices. 
A) a positive first-order autocorrelation 
B) a negative first-order autocorrelation 
C) no first-order autocorrelation at all 
D) None of these choices.

Question 16

The following is the regression output for a regression of calories on fiber and sugars for 10 popular types of cereal.Fill in the missing information,indicated by the boldface lettersa to f (up to three decimal places).
​
​   Analysis of variance table for multiple regression model:   ​

Accepted Answer

a.127.074, 
b.1.292,

Question 17

In a multiple regression model,the probability distribution of the error variable ε is assumed to be:

Accepted Answer

A) normal. 
B) non-normal. 
C) positively skewed. 
D) negatively skewed. 
A) normal. 
B) non-normal. 
C) positively skewed. 
D) negatively skewed.

Question 18

Test the hypotheses: H0: There is no first-order autocorrelation vs.H1: There is negative first-order autocorrelation,given that: Durbin-Watson Statistic d = 1.75,n = 20,k = 2,and α = 0.01.

Accepted Answer

d_L = 0.86 and d_U = 1.27 The decision is ma

Question 19

For the multiple regression model:   ,if x2 were to increase by 5,holding x1 and x3 constant,the value of y will:

Accepted Answer

A) increase by 5. 
B) increase by 75. 
C) decrease on average by 5. 
D) decrease on average by 75. 
A) increase by 5. 
B) increase by 75. 
C) decrease on average by 5. 
D) decrease on average by 75.

Question 20

The adjusted coefficient of determination is adjusted for the:

Accepted Answer

A) number of independent variables and the sample size. 
B) number of dependent variables and the sample size. 
C) coefficient of correlation and the significance level. 
D) number of regression parameters including the y-intercept. 
A) number of independent variables and the sample size. 
B) number of dependent variables and the sample size. 
C) coefficient of correlation and the significance level. 
D) number of regression parameters including the y-intercept.

If the Durbin-Watson statistic has a value close to 0,which assumption is violated?

If all the points for a multiple regression model with two independent variables were right on the regression plane,then the coefficient of determination would equal:

Large values of the Durbin-Watson statistic d (d > 2)indicate a positive first-order autocorrelation.

In testing the validity of a multiple regression model in which there are four independent variables,the null hypothesis is:

Suppose a multiple regression analysis involving 25 data points has and SSE = 36.Then,the number of the independent variables must be:

A multiple regression model involves 40 observations and 4 independent variables produces a total variation in y of 100,000 and SSR = 80,400.Then,the value of MSE is 560.

The Durbin-Watson d statistic is used to check the assumption of normality.

In calculating the standard error of the estimate, ,there are (n−k− 1)degrees of freedom,where n is the sample size and k is the number of independent variables in the model.

____________________ is a condition that exists when independent variables are correlated with one another.

The computer output for the multiple regression model is shown below.However,because of a printer malfunction some of the results are not shown.These are indicated by the boldface letters a to i.Fill in the missing results (up to three decimal places). S = d R−Sq = e ANALYSIS OF VARIANCE

If the Durbin-Watson statistic,d,has values greater than 2,this indicates

The following is the regression output for a regression of calories on fiber and sugars for 10 popular types of cereal.Fill in the missing information,indicated by the boldface lettersa to f (up to three decimal places). Analysis of variance table for multiple regression model:

In a multiple regression model,the probability distribution of the error variable ε is assumed to be:

Test the hypotheses: H₀: There is no first-order autocorrelation vs.H₁: There is negative first-order autocorrelation,given that: Durbin-Watson Statistic d = 1.75,n = 20,k = 2,and α = 0.01.

For the multiple regression model: ,if x₂ were to increase by 5,holding x₁ and x₃ constant,the value of y will:

The adjusted coefficient of determination is adjusted for the:

What Is Statistics

Graphical Descriptive Techniques 1

Graphical Descriptive Techniques 2

Numerical Descriptive Techniques

Data Collection and Sampling

Probability

Random Variables and Discrete Probability Distributions

Continuous Probability Distributions

Sampling Distributions

Introduction to Estimation

Introduction to Hypothesis Testing

Inference About a Population

Inference About Comparing Two Populations

Analysis of Variance

Chi-Squared Tests

Simple Linear Regression and Correlation

Model Building

Nonparametric Statistics

Time-Series Analytics and Forecasting

Statistical Process Control

Decision Analysis

Conclusion

Filters

Exam 17: Multiple Regression

If the Durbin-Watson statistic has a value close to 0,which assumption is violated?

If all the points for a multiple regression model with two independent variables were right on the regression plane,then the coefficient of determination would equal:

Large values of the Durbin-Watson statistic d (d > 2)indicate a positive first-order autocorrelation.

In testing the validity of a multiple regression model in which there are four independent variables,the null hypothesis is:

Suppose a multiple regression analysis involving 25 data points has and SSE = 36.Then,the number of the independent variables must be:

A multiple regression model involves 40 observations and 4 independent variables produces a total variation in y of 100,000 and SSR = 80,400.Then,the value of MSE is 560.

The Durbin-Watson d statistic is used to check the assumption of normality.

In calculating the standard error of the estimate, ,there are (n−k− 1)degrees of freedom,where n is the sample size and k is the number of independent variables in the model.

____________________ is a condition that exists when independent variables are correlated with one another.

The computer output for the multiple regression model is shown below.However,because of a printer malfunction some of the results are not shown.These are indicated by the boldface letters a to i.Fill in the missing results (up to three decimal places). S = d R−Sq = e ANALYSIS OF VARIANCE

If the Durbin-Watson statistic,d,has values greater than 2,this indicates

The following is the regression output for a regression of calories on fiber and sugars for 10 popular types of cereal.Fill in the missing information,indicated by the boldface lettersa to f (up to three decimal places). ​ ​ Analysis of variance table for multiple regression model: ​

In a multiple regression model,the probability distribution of the error variable ε is assumed to be:

Test the hypotheses: H0: There is no first-order autocorrelation vs.H1: There is negative first-order autocorrelation,given that: Durbin-Watson Statistic d = 1.75,n = 20,k = 2,and α = 0.01.

For the multiple regression model: ,if x2 were to increase by 5,holding x1 and x3 constant,the value of y will:

The adjusted coefficient of determination is adjusted for the:

What Is Statistics

Graphical Descriptive Techniques 1

Graphical Descriptive Techniques 2

Numerical Descriptive Techniques

Data Collection and Sampling

Probability

Random Variables and Discrete Probability Distributions

Continuous Probability Distributions

Sampling Distributions

Introduction to Estimation

Introduction to Hypothesis Testing

Inference About a Population

Inference About Comparing Two Populations

Analysis of Variance

Chi-Squared Tests

Simple Linear Regression and Correlation

Model Building

Nonparametric Statistics

Time-Series Analytics and Forecasting

Statistical Process Control

Decision Analysis

Conclusion

Filters

The following is the regression output for a regression of calories on fiber and sugars for 10 popular types of cereal.Fill in the missing information,indicated by the boldface lettersa to f (up to three decimal places). Analysis of variance table for multiple regression model:

Test the hypotheses: H₀: There is no first-order autocorrelation vs.H₁: There is negative first-order autocorrelation,given that: Durbin-Watson Statistic d = 1.75,n = 20,k = 2,and α = 0.01.

For the multiple regression model: ,if x₂ were to increase by 5,holding x₁ and x₃ constant,the value of y will: