When testing linear restrictions,the test statistic is assumed to follow the y = β0 + β1x1 + β2x2 + β3x3 + ε,you wish to test H0: β1 = β2 versus HA: β1 ≠ β2 The value of the test statistic is F(1,30) = 7.75 and its associated p-value is 0.0092.At the 1% significance level,the conclusion is to ____________________________________________________________________________.

A) reject the null hypothesis and conclude that the influence of x1 and x2 on y is the same B) reject the null hypothesis and conclude that the influence of x1 and x2 on y is not the same C) not reject the null hypothesis and conclude that the influence of x1 and x2 on y is the same D) not reject the null hypothesis and conclude that the influence of x1 and x2 on y is not the same A) reject the null hypothesis and conclude that the influence of x1 and x2 on y is the same B) reject the null hypothesis and conclude that the influence of x1 and x2 on y is not the same C) not reject the null hypothesis and conclude that the influence of x1 and x2 on y is the same D) not reject the null hypothesis and conclude that the influence of x1 and x2 on y is not the same

The accompanying table shows the regression results when estimating y = β0 + β1x1 + β2x2 + β3x3 + ε. When testing whether the explanatory variables are jointly significant at the 5% significance level,the conclusion is to ____________________________________________________________________.

A) reject H0,and conclude that the explanatory variables are jointly significant B) not reject H0,and conclude that the explanatory variables are jointly significant C) reject H0,and conclude that the explanatory variables are not jointly significant D) not reject H0,and conclude that the explanatory variables are not jointly significant A) reject H0,and conclude that the explanatory variables are jointly significant B) not reject H0,and conclude that the explanatory variables are jointly significant C) reject H0,and conclude that the explanatory variables are not jointly significant D) not reject H0,and conclude that the explanatory variables are not jointly significant

The accompanying table shows the regression results when estimating y = β0 + β1x1 + β2x2 + β3x3 + ε. At the 5% significance level,which of the following explanatory variable(s)is(are)individually significant?

A) Only x1 B) Only x3 C) x1 and x2 D) x2 and x3 A) Only x1 B) Only x3 C) x1 and x2 D) x2 and x3

A real estate analyst believes that the three main factors that influence an apartment's rent in a college town are the number of bedrooms,the number of bathrooms,and the apartment's square footage.For 40 apartments,she collects data on the rent (y,in $),the number of bedrooms (x1),the number of bathrooms (x2),and its square footage (x3).She estimates the following model: Rent = β0 + β1 Bedroom + β2 Bath + β3Sqft + ε.The following table shows a portion of the regression results. When testing whether Bedroom is significant at the 5% significance level,she ___________________________________________________________________.

A) rejects H0:β1 = 0,and concludes that the number of bedrooms significantly influences rent B) does not reject H0:β1 = 0,and concludes that the number of bedrooms significantly influences rent C) rejects H0:β1 = 0,and concludes that the number of bedrooms does not significantly influence rent D) does not reject H0:β1 = 0,and concludes that the number of bedrooms does not significantly influence rent A) rejects H0:β1 = 0,and concludes that the number of bedrooms significantly influences rent B) does not reject H0:β1 = 0,and concludes that the number of bedrooms significantly influences rent C) rejects H0:β1 = 0,and concludes that the number of bedrooms does not significantly influence rent D) does not reject H0:β1 = 0,and concludes that the number of bedrooms does not significantly influence rent

Exam 15: Inference With Regression Models

When testing linear restrictions,the test statistic is assumed to follow the y = β₀ + β₁x₁ + β₂x₂+ β₃x₃ + ε,you wish to test H₀: β₁= β₂versus H_A: β₁≠ β₂ The value of the test statistic is F_(1,30) = 7.75 and its associated p-value is 0.0092.At the 1% significance level,the conclusion is to ____________________________________________________________________________.

(Multiple Choice)

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Question 81

Consider the following simple linear regression model: y = β₀ + β₁x + ε.When determining whether there is a positive linear relationship between x and y,the alternative hypothesis takes the form ______________.

(Multiple Choice)

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Question 82

In a multiple regression based on 30 observations,the following information is provided: = 38.6 - 0.1x₁and s_e= 5.4.Also, evaluated at x₁ = 40 and x₂ = 30 is 2.8. a.Construct a 95% confidence interval for E(y)if x₁ equals 40 and x₂ equals 30. b.Construct a 95% prediction interval for y if x₁ equals 40 and x₂ equals 30. c.Which interval is narrower? Explain.

(Essay)

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Question 83

In regression,the two types of interval estimates concerning y are called _________________________________.

(Multiple Choice)

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Question 84

Excel and virtually all other statistical packages report the p-value ____________________________________.

(Multiple Choice)

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Question 85

When estimating y = β₀ + β₁x₁ + β₂x₂ + β₃x₃ + ε,you wish to test H₀: β₁ = β₂ = 0 versus H_A: At least one β_i= 0.The value of the test statistic is F_(2,20) = 2.50 and its associated p-value is 0.1073.At the 5% significance level,the conclusion is to ____________________________________________________________.

(Multiple Choice)

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Question 86

The accompanying table shows the regression results when estimating y = β₀ + β₁x₁ + β₂x₂ + β₃x₃ + ε. When testing whether the explanatory variables are jointly significant at the 5% significance level,the conclusion is to ____________________________________________________________________.

(Multiple Choice)

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Question 87

The accompanying table shows the regression results when estimating y = β₀ + β₁x₁ + β₂x₂ + β₃x₃ + ε. At the 5% significance level,which of the following explanatory variable(s)is(are)individually significant?

(Multiple Choice)

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Question 88

A real estate analyst believes that the three main factors that influence an apartment's rent in a college town are the number of bedrooms,the number of bathrooms,and the apartment's square footage.For 40 apartments,she collects data on the rent (y,in $),the number of bedrooms (x₁),the number of bathrooms (x₂),and its square footage (x₃).She estimates the following model: Rent = β₀ + β₁ Bedroom + β₂ Bath + β₃Sqft + ε.The following table shows a portion of the regression results. When testing whether Bedroom is significant at the 5% significance level,she ___________________________________________________________________.

(Multiple Choice)

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Question 89

Which of the following can be used to conduct the test for individual significance of explanatory variables?

(Multiple Choice)

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Question 90

A researcher analyzes the factors that may influence amusement park attendance.She estimates the following model: Attendance = β₀ + β₁ Price + β₂ Temperature + β₃ Rides + ε,whereAttendance is the daily attendance (in 1,000s),Price is the gate price (in $),Temperature is the average daily temperature (in ^oF),and Rides is the number of rides at the amusement park.A portion of the regression results is shown in the accompanying table. Which of the following is the value of the test statistic for testing the joint significance of the linear regression model?

(Multiple Choice)

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Question 91

A sociologist studies the relationship between a district's average score on a standardized test for 10th grade students (y),the average school expenditures per student (x₁in $1,000s),and an index of socioeconomic status of the district (x₂).The results of the regression are = 10.16 + 8.50x₁ + 4.30x₂;n = 25;SSE = 450; He would like to determine whether the influence of expenditures on test scores differs from the influence of the index on test scores,or β₁ ≠ β₂.The results of the restricted model for this test are = 12.25 + 6.05(x₁ + x₂);n = 25;SSE = 600. a.Formulate the hypotheses to determine whether Expenditures and Index Rate have the same influence on Scores. b.Calculate the value of the test statistic. c.At the 5% significance level,find the critical value(s). d.What is the conclusion to the test?

(Essay)

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Question 92

Which of the following violates the assumptions of regression analysis?

(Multiple Choice)

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Question 93

Refer to the portion of regression results in the accompanying table. When testing the overall significance of the regression model at the 5% level given a critical value of F_{0.05, (2,20)} = 3.49,the decision is to _______________________________________________________.

(Multiple Choice)

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Question 94

Tiffany & Co.has been the world's premier jeweler since 1837.The performance of Tiffany's stock is likely to be strongly influenced by the economy.Monthly data for Tiffany's risk-adjusted return and the risk-adjusted market return are collected for a five-year period (n = 60).The accompanying table shows the regression results when estimating the CAPM model for Tiffany's return. When testing whether there are abnormal returns,or whether the alpha coefficient is significantly different from zero,the value of the test statistic is ____.

(Multiple Choice)

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Question 95

A researcher analyzes the factors that may influence amusement park attendance and estimates the following model: Attendance = β₀ + β₁ Price + β₂ Rides + ε,where Attendance is the daily attendance (in 1,000s),Price is the gate price (in $),and Rides is the number of rides at the amusement park.The researcher would like to construct interval estimates for Attendance when Price and Rides equal $85 and 30,respectively.The researcher estimates a modified model where Attendance is the response variable and the explanatory variables are now defined as Price* = Price - 85 and Rides* = Rides - 30.A portion of the regression results is shown in the accompanying table. According to the modified model,which of the following is the predicted value for Attendance when Price and Rides equal $85 and 30,respectively?

(Multiple Choice)

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Question 96

In regression,the predicted values concerning y are subject to _____________.

(Multiple Choice)

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Question 97

Tiffany & Co.has been the world's premier jeweler since 1837.The performance of Tiffany's stock is likely to be strongly influenced by the economy.Monthly data for Tiffany's risk-adjusted return and the risk-adjusted market return are collected for a five-year period (n = 60).The accompanying table shows the regression results when estimating the CAPM model for Tiffany's return. When testing whether the beta coefficient is significantly greater than one,the relevant critical value at the 5% significance level is t_0.05,58 = 1.672.The conclusion to the test is to _______________________________________________________________________________.

(Multiple Choice)

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Question 98

For a given confidence level,the prediction interval is always wider than the confidence interval because _________________________________________________________________________________.

(Multiple Choice)

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Question 99

Tiffany & Co.has been the world's premier jeweler since 1837.The performance of Tiffany's stock is likely to be strongly influenced by the economy.Monthly data for Tiffany's risk-adjusted return and the risk-adjusted market return are collected for a five-year period (n = 60).The accompanying table shows the regression results when estimating the CAPM model for Tiffany's return. When testing whether the beta coefficient is significantly greater than one,the value of the test statistic is ____.

(Multiple Choice)

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Question 100

Showing 81 - 100 of 124

Consider the following simple linear regression model: y = β₀ + β₁x + ε.When determining whether there is a positive linear relationship between x and y,the alternative hypothesis takes the form ______________.

In regression,the two types of interval estimates concerning y are called _________________________________.

Excel and virtually all other statistical packages report the p-value ____________________________________.

The accompanying table shows the regression results when estimating y = β₀ + β₁x₁ + β₂x₂ + β₃x₃ + ε. At the 5% significance level,which of the following explanatory variable(s)is(are)individually significant?

Which of the following can be used to conduct the test for individual significance of explanatory variables?

Which of the following violates the assumptions of regression analysis?

Refer to the portion of regression results in the accompanying table. When testing the overall significance of the regression model at the 5% level given a critical value of F_{0.05, (2,20)} = 3.49,the decision is to _______________________________________________________.

In regression,the predicted values concerning y are subject to _____________.

For a given confidence level,the prediction interval is always wider than the confidence interval because _________________________________________________________________________________.

Statistics and Data

Tabular and Graphical Methods

Numerical Descriptive Measures

Basic Probability Concepts

Discrete Probability Distributions

Continuous Probability Distributions

Sampling and Sampling Distributions

Interval Estimation

Hypothesis Testing

Statistical Inference Concerning Two Populations

Statistical Inference Concerning Variance

Chi-Square Tests

Analysis of Variance

Regression Analysis

Regression Models for Nonlinear Relationships

Regression Models With Dummy Variables

Time Series and Forecasting

Returns, Index Numbers and Inflation

Nonparametric Tests

Filters

Exam 15: Inference With Regression Models

Consider the following simple linear regression model: y = β0 + β1x + ε.When determining whether there is a positive linear relationship between x and y,the alternative hypothesis takes the form ______________.

In regression,the two types of interval estimates concerning y are called _________________________________.

Excel and virtually all other statistical packages report the p-value ____________________________________.

The accompanying table shows the regression results when estimating y = β0 + β1x1 + β2x2 + β3x3 + ε. When testing whether the explanatory variables are jointly significant at the 5% significance level,the conclusion is to ____________________________________________________________________.

The accompanying table shows the regression results when estimating y = β0 + β1x1 + β2x2 + β3x3 + ε. At the 5% significance level,which of the following explanatory variable(s)is(are)individually significant?

Which of the following can be used to conduct the test for individual significance of explanatory variables?

Which of the following violates the assumptions of regression analysis?

Refer to the portion of regression results in the accompanying table. When testing the overall significance of the regression model at the 5% level given a critical value of F0.05, (2,20) = 3.49,the decision is to _______________________________________________________.

In regression,the predicted values concerning y are subject to _____________.

For a given confidence level,the prediction interval is always wider than the confidence interval because _________________________________________________________________________________.

Statistics and Data

Tabular and Graphical Methods

Numerical Descriptive Measures

Basic Probability Concepts

Discrete Probability Distributions

Continuous Probability Distributions

Sampling and Sampling Distributions

Interval Estimation

Hypothesis Testing

Statistical Inference Concerning Two Populations

Statistical Inference Concerning Variance

Chi-Square Tests

Analysis of Variance

Regression Analysis

Regression Models for Nonlinear Relationships

Regression Models With Dummy Variables

Time Series and Forecasting

Returns, Index Numbers and Inflation

Nonparametric Tests

Filters

Consider the following simple linear regression model: y = β₀ + β₁x + ε.When determining whether there is a positive linear relationship between x and y,the alternative hypothesis takes the form ______________.

The accompanying table shows the regression results when estimating y = β₀ + β₁x₁ + β₂x₂ + β₃x₃ + ε. At the 5% significance level,which of the following explanatory variable(s)is(are)individually significant?

Refer to the portion of regression results in the accompanying table. When testing the overall significance of the regression model at the 5% level given a critical value of F_{0.05, (2,20)} = 3.49,the decision is to _______________________________________________________.