Question 1

In a regression with 60 observations and 7 predictors,there will be ________ residuals.

Accepted Answer

A) 60 
B) 59 
C) 52 
D) 6 
A) 60 
B) 59 
C) 52 
D) 6

Question 2

A log transformation might be appropriate to alleviate which problem(s)?

Accepted Answer

A) Heteroscedastic residuals 
B) Multicollinearity 
C) Autocorrelated residuals 
A) Heteroscedastic residuals 
B) Multicollinearity 
C) Autocorrelated residuals

Question 3

Which is not a name often given to an independent variable that takes on just two values (0 or 1)according to whether or not a given characteristic is absent or present?

Accepted Answer

A) Absent variable 
B) Binary variable 
C) Dummy variable 
A) Absent variable 
B) Binary variable 
C) Dummy variable

Question 4

Based on the following regression ANOVA table,what is the R2?

Accepted Answer

A) 0.1336 
B) 0.6005 
C) 0.3995 
D) Insufficient information to answer 
A) 0.1336 
B) 0.6005 
C) 0.3995 
D) Insufficient information to answer

Question 5

The backward elimination of stepwise regression

Accepted Answer

A) sometimes misses the best model for a given number of predictors. 
B) adds predictors one at a time starting with the best single predictor. 
C) runs all possible models and then chooses the best one. 
D) requires nonlinear estimation using maximum likelihood. 
A) sometimes misses the best model for a given number of predictors. 
B) adds predictors one at a time starting with the best single predictor. 
C) runs all possible models and then chooses the best one. 
D) requires nonlinear estimation using maximum likelihood.

Question 6

Simple tests for nonlinearity in a regression model can be performed by

Accepted Answer

A) squaring the standard error. 
B) including squared predictors. 
C) deleting predictors one at a time. 
A) squaring the standard error. 
B) including squared predictors. 
C) deleting predictors one at a time.

Question 7

Using data for a large sample of cars (n = 93),a statistics student calculated a matrix of correlation coefficients for selected variables describing each car.(a)In the spaces provided,write the two-tailed critical values of the correlation coefficient for α = .05 and α = .01 respectively.Show how you derived these critical values.(b)Mark with * all correlations that are significant at α = .05,and mark with ** those that are significant at α = .01.(c)Why might you expect a negative correlation between Weight and HwyMPG? (d)Why might you expect a positive correlation between HPMax and Length? Explain your reasoning.(e)Why is the matrix empty above the diagonal?

Accepted Answer

(a)As explained in Chapter 12,for d.f.=

Question 8

Which statement best describes this regression where Y = highway miles per gallon (MPG)in 91 cars?

Accepted Answer

A) Regression is statistically significant but with large error in the MPG predictions. 
B) Regression is statistically significant and has quite small MPG prediction errors. 
C) Regression is not quite significant,but predictions should be very good. 
D) This is not a significant regression at any customary level of α. 
A) Regression is statistically significant but with large error in the MPG predictions. 
B) Regression is statistically significant and has quite small MPG prediction errors. 
C) Regression is not quite significant,but predictions should be very good. 
D) This is not a significant regression at any customary level of α.

Question 9

There is one residual for each predictor in the regression model.

Accepted Answer

A) True 
 B)False

Question 10

Which is not a correct way to find the coefficient of determination?

Accepted Answer

A) SSR/SSE 
B) SSR/SST 
C) 1 − SSE/SST 
A) SSR/SSE 
B) SSR/SST 
C) 1 − SSE/SST

Question 11

In a multiple regression with five predictors in a sample of 56 U.S.cities,what would be the critical value for an F-test of overall significance at α = .05?

Accepted Answer

A) 2.45 
B) 2.37 
C) 2.40 
D) 2.56 
A) 2.45 
B) 2.37 
C) 2.40 
D) 2.56

Question 12

In a regression,the model with the best fit is preferred over all other models.

Accepted Answer

A) True 
 B)False

Question 13

A regression of Y using four independent variables X1,X2,X3,X4 could also have up to four nonlinear terms (X2)and six simple interaction terms (XjXk)if you have enough observations to justify them.

Accepted Answer

A) True 
 B)False

Question 14

A negative estimated coefficient in a regression usually indicates a weak predictor.

Accepted Answer

A) True 
 B)False

Question 15

Unlike other predictors,a binary predictor has a t-value that is either 0 or 1.

Accepted Answer

A) True 
 B)False

Question 16

Which of the following is not true of the standard error of the regression?

Accepted Answer

A) It is a measure of the accuracy of the prediction. 
B) It is based on squared vertical deviations between the actual and predicted values of Y. 
C) It would be negative when there is an inverse relationship in the model. 
D) It is used in constructing confidence and prediction intervals for Y. 
A) It is a measure of the accuracy of the prediction. 
B) It is based on squared vertical deviations between the actual and predicted values of Y. 
C) It would be negative when there is an inverse relationship in the model. 
D) It is used in constructing confidence and prediction intervals for Y.

Question 17

A regression with 72 observations and 9 predictors violates

Accepted Answer

A) Evans' Rule. 
B) Klein's Rule. 
C) Doane's Rule. 
D) Sturges' Rule. 
A) Evans' Rule. 
B) Klein's Rule. 
C) Doane's Rule. 
D) Sturges' Rule.

Question 18

The random error term in a regression model reflects all factors omitted from the model.

Accepted Answer

A) True 
 B)False

Question 19

The F-test for ANOVA in a regression model with 4 predictors and 47 observations would have how many degrees of freedom?

Accepted Answer

A) (3,44) 
B) (4,46) 
C) (4,42) 
D) (3,43) 
A) (3,44) 
B) (4,46) 
C) (4,42) 
D) (3,43)

Question 20

Which statement is incorrect?

Accepted Answer

A) Positive autocorrelation results in too many centerline crossings in the residual plot over time. 
B) The R2 statistic can only increase (or stay the same)when you add more predictors to a regression. 
C) If the F-statistic is insignificant,the t statistics for the predictors also are insignificant at the same α. 
D) A regression with 60 observations and 5 predictors does not violate Evans' Rule. 
A) Positive autocorrelation results in too many centerline crossings in the residual plot over time. 
B) The R2 statistic can only increase (or stay the same)when you add more predictors to a regression. 
C) If the F-statistic is insignificant,the t statistics for the predictors also are insignificant at the same α. 
D) A regression with 60 observations and 5 predictors does not violate Evans' Rule.

In a regression with 60 observations and 7 predictors,there will be ________ residuals.

A log transformation might be appropriate to alleviate which problem(s)?

Which is not a name often given to an independent variable that takes on just two values (0 or 1)according to whether or not a given characteristic is absent or present?

Based on the following regression ANOVA table,what is the R2?

The backward elimination of stepwise regression

Simple tests for nonlinearity in a regression model can be performed by

Which statement best describes this regression where Y = highway miles per gallon (MPG)in 91 cars?

There is one residual for each predictor in the regression model.

Which is not a correct way to find the coefficient of determination?

In a multiple regression with five predictors in a sample of 56 U.S.cities,what would be the critical value for an F-test of overall significance at α = .05?

In a regression,the model with the best fit is preferred over all other models.

A regression of Y using four independent variables X1,X2,X3,X4 could also have up to four nonlinear terms (X2)and six simple interaction terms (XjXk)if you have enough observations to justify them.

A negative estimated coefficient in a regression usually indicates a weak predictor.

Unlike other predictors,a binary predictor has a t-value that is either 0 or 1.

Which of the following is not true of the standard error of the regression?

A regression with 72 observations and 9 predictors violates

The random error term in a regression model reflects all factors omitted from the model.

The F-test for ANOVA in a regression model with 4 predictors and 47 observations would have how many degrees of freedom?

Which statement is incorrect?

Overview of Statistics

Data Collection

Describing Data Visually

Descriptive Statistics

Probability

Discrete Probability Distributions

Continuous Probability Distributions

Sampling Distributions and Estimation

One-Sample Hypothesis Tests

Two-Sample Hypothesis Tests

Analysis of Variance

Simple Regression

Chi-Square Tests

Filters

Exam 13: Multiple Regression

In a regression with 60 observations and 7 predictors,there will be ________ residuals.

A log transformation might be appropriate to alleviate which problem(s)?

Which is not a name often given to an independent variable that takes on just two values (0 or 1)according to whether or not a given characteristic is absent or present?

Based on the following regression ANOVA table,what is the R2?

The backward elimination of stepwise regression

Simple tests for nonlinearity in a regression model can be performed by

Which statement best describes this regression where Y = highway miles per gallon (MPG)in 91 cars?

There is one residual for each predictor in the regression model.

Which is not a correct way to find the coefficient of determination?

In a multiple regression with five predictors in a sample of 56 U.S.cities,what would be the critical value for an F-test of overall significance at α = .05?

In a regression,the model with the best fit is preferred over all other models.

A regression of Y using four independent variables X1,X2,X3,X4 could also have up to four nonlinear terms (X2)and six simple interaction terms (XjXk)if you have enough observations to justify them.

A negative estimated coefficient in a regression usually indicates a weak predictor.

Unlike other predictors,a binary predictor has a t-value that is either 0 or 1.

Which of the following is not true of the standard error of the regression?

A regression with 72 observations and 9 predictors violates

The random error term in a regression model reflects all factors omitted from the model.

The F-test for ANOVA in a regression model with 4 predictors and 47 observations would have how many degrees of freedom?

Which statement is incorrect?

Overview of Statistics

Data Collection

Describing Data Visually

Descriptive Statistics

Probability

Discrete Probability Distributions

Continuous Probability Distributions

Sampling Distributions and Estimation

One-Sample Hypothesis Tests

Two-Sample Hypothesis Tests

Analysis of Variance

Simple Regression

Chi-Square Tests

Filters