Exam 16: Regression Analysis: Model Building

Exhibit 16-1 In a regression analysis involving 25 observations,the following estimated regression equation was developed. Also,the following standard errors and the sum of squares were obtained. -Refer to Exhibit 16-1.The coefficient of X₃

Consider the following data. a.Draw a scatter diagram.Does the relationship between X and Y appear to be linear? b.Assume the relationship between X and Y can best be given by Estimate the parameters of this curvilinear function.

In multiple regression analysis,the word linear in the term "general linear model" refers to the fact that

In a regression analysis involving 18 observations and four independent variables,the following information was obtained. Based on the above information,fill in all the blanks in the following ANOVA table.

The following regression model Is known as

The following model Is referred to as a

Exhibit 16-2 In a regression model involving 30 observations,the following estimated regression equation was obtained. For this model,SSR = 1,740 and SST = 2,000. -Refer to Exhibit 16-2.The degrees of freedom associated with SST are

All the variables in a multiple regression analysis

A regression analysis relating a company's sales,their advertising expenditure,price,and time resulted in the following. a.At 95% confidence,determine whether or not the regression model is significant.Fully explain how you arrived at your conclusion (give numerical reasoning)and what your answer indicates. b.At 95% confidence determine which variables are significant and which are not.Explain how you arrived at your conclusion (Give numerical reasoning). c.Fully explain the meaning of R-square,which is given in this model.Be very specific and give numerical explanation.

Exhibit 16-1 In a regression analysis involving 25 observations,the following estimated regression equation was developed. Also,the following standard errors and the sum of squares were obtained. -Refer to Exhibit 16-1.The multiple coefficient of determination is

Exhibit 16-4 In a laboratory experiment,data were gathered on the life span (Y in months)of 33 rats,units of daily protein intake (X₁),and whether or not agent X₂ (a proposed life extending agent)was added to the rats diet (X₂ = 0 if agent X₂ was not added,and X₂ = 1 if agent was added. )From the results of the experiment,the following regression model was developed. Also provided are SSR = 60 and SST = 180. -Refer to Exhibit 16-4.The degrees of freedom associated with SSE are

Exhibit 16-1 In a regression analysis involving 25 observations,the following estimated regression equation was developed. Also,the following standard errors and the sum of squares were obtained. -Refer to Exhibit 16-1.If we are interested in testing for the significance of the relationship among the variables (i.e. ,significance of the model)the critical value of F at $\alpha$ = 0.05 is

Exhibit 16-2 In a regression model involving 30 observations,the following estimated regression equation was obtained. For this model,SSR = 1,740 and SST = 2,000. -Refer to Exhibit 16-2.The value of MSE is

In a regression analysis involving 21 observations and 4 independent variables,the following information was obtained. = 0.80 S = 5.0 Based on the above information,fill in all the blanks in the following ANOVA. Hint: = ,but also = 1- .

Multiple regression analysis was used to study the relationship between a dependent variable,Y,and four independent variables;X₁,X₂,X₃ and,X₄.The following is a partial result of the regression analysis involving 31 observations. a.Compute the coefficient of determination. b.Perform a t test and determine whether or not $\beta$ ₁ is significantly different from zero ( $\alpha$ = 0.05). c.Perform a t test and determine whether or not $\beta$ ₄ is significantly different from zero ( $\alpha$ = 0.05). d.At $\alpha$ = 0.05,perform an F test and determine whether or not the regression model is significant.

Exhibit 16-2 In a regression model involving 30 observations,the following estimated regression equation was obtained. For this model,SSR = 1,740 and SST = 2,000. -Refer to Exhibit 16-2.The value of MSR is

The correlation in error terms that arises when the error terms at successive points in time are related is termed

A regression analysis (involving 45 observations)relating a dependent variable (Y)and two independent variables resulted in the following information. The SSE for the above model is 49. When two other independent variables were added to the model,the following information was provided. This latter model's SSE is 40. At 95% confidence test to determine if the two added independent variables contribute significantly to the model.

Which of the following tests is used to determine whether an additional variable makes a significant contribution to a multiple regression model?

A regression analysis was applied in order to determine the relationship between a dependent variable and 4 independent variables.The following information was obtained from the regression analysis. a.Fill in the blanks in the following ANOVA table. b.At $\alpha$ = 0.05 level of significance,test to determine if the model is significant.