Question 1

TABLE 15-4
The superintendent of a school district wanted to predict the percentage of students passing a sixth-grade proficiency test.She obtained the data on percentage of students passing the proficiency test (% Passing),daily mean of the percentage of students attending class (% Attendance),mean teacher salary in dollars (Salaries),and instructional spending per pupil in dollars (Spending)of 47 schools in the state.
Let Y = % Passing as the dependent variable,XS1U1B11S1U1B0 = % Attendance,XS1U1B12S1U1B0 = Salaries and XS1U1B13S1U1B0 = Spending.
The coefficient of multiple determination (  )of each of the 3 predictors with all the other remaining predictors are,respectively,0.0338,0.4669,and 0.4743.
The output from the best-subset regressions is given below:  Following is the residual plot for % Attendance:  Following is the output of several multiple regression models:
Model (I):  Model (II):  Model (III): 
-Referring to Table 15-4,the "best" model using a 5% level of significance among those chosen by the Cp statistic is

Accepted Answer

A) X1,X3. 
B) X1,X2,X3. 
C) Either of the above 
D) None of the above

Question 2

In multiple regression,the ________ procedure permits variables to enter and leave the model at different stages of its development.

Accepted Answer

A) forward selection 
B) residual analysis 
C) backward elimination 
D) stepwise regression

Question 3

TABLE 15-6 Given below are results from the regression analysis on 40 observations where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Y)and the independent variables are the age of the worker (XS1U1B11S1U1B0),the number of years of education received (XS1U1B12S1U1B0),the number of years at the previous job (XS1U1B13S1U1B0),a dummy variable for marital status (XS1U1B14S1U1B0: 1 = married,0 = otherwise),a dummy variable for head of household (XS1U1B15S1U1B0: 1 = yes,0 = no)and a dummy variable for management position (XS1U1B16S1U1B0: 1 = yes,0 = no). The coefficient of multiple determination ( )for the regression model using each of the 6 variables XS1U1B1jS1U1B0 as the dependent variable and all other X variables as independent variables are,respectively,0.2628,0.1240,0.2404,0.3510,0.3342 and 0.0993. The partial results from best-subset regression are given below: -Referring to Table 15-6,what is the value of the Mallow's C_p statistic for the model that includes all the six independent variables?

Accepted Answer

The answer of TABLE 15-6
Given below are results from the...

Question 4

A regression diagnostic tool used to study the possible effects of collinearity is ________.

Accepted Answer

The answer of A regression diagnostic tool used to study...

Question 5

TABLE 15-6
Given below are results from the regression analysis on 40 observations where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Y)and the independent variables are the age of the worker (XS1U1B11S1U1B0),the number of years of education received (XS1U1B12S1U1B0),the number of years at the previous job (XS1U1B13S1U1B0),a dummy variable for marital status (XS1U1B14S1U1B0: 1 = married,0 = otherwise),a dummy variable for head of household (XS1U1B15S1U1B0: 1 = yes,0 = no)and a dummy variable for management position (XS1U1B16S1U1B0: 1 = yes,0 = no).
The coefficient of multiple determination (  )for the regression model using each of the 6 variables XS1U1B1jS1U1B0 as the dependent variable and all other X variables as independent variables are,respectively,0.2628,0.1240,0.2404,0.3510,0.3342 and 0.0993.
The partial results from best-subset regression are given below: 
-Referring to Table 15-6,what is the value of the variance inflationary factor of Married?

Accepted Answer

The answer of TABLE 15-6
Given below are results from the...

Question 6

True or False: In stepwise regression,an independent variable is not allowed to be removed from the model once it has entered into the model.

Accepted Answer

A) True 
 B)False

Question 7

TABLE 15-6
Given below are results from the regression analysis on 40 observations where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Y)and the independent variables are the age of the worker (XS1U1B11S1U1B0),the number of years of education received (XS1U1B12S1U1B0),the number of years at the previous job (XS1U1B13S1U1B0),a dummy variable for marital status (XS1U1B14S1U1B0: 1 = married,0 = otherwise),a dummy variable for head of household (XS1U1B15S1U1B0: 1 = yes,0 = no)and a dummy variable for management position (XS1U1B16S1U1B0: 1 = yes,0 = no).
The coefficient of multiple determination (  )for the regression model using each of the 6 variables XS1U1B1jS1U1B0 as the dependent variable and all other X variables as independent variables are,respectively,0.2628,0.1240,0.2404,0.3510,0.3342 and 0.0993.
The partial results from best-subset regression are given below: 
-True or False: Referring to Table 15-6,the variable X6 should be dropped to remove collinearity.

Accepted Answer

A) True 
 B)False

Question 8

TABLE 15-5
What are the factors that determine the acceleration time (in sec.)from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected:
Accel Time: Acceleration time in sec.
Cargo Vol: Cargo volume in cu.ft.
HP: Horsepower
MPG: Miles per gallon
SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0
Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0
The coefficient of multiple determination (  )for the regression model using each of the 5 variables XS1U1B1jS1U1B0 as the dependent variable and all other X variables as independent variables are,respectively,0.7461,0.5676,0.6764,0.8582,0.6632.
-True or False: Referring to Table 15-5,there is reason to suspect collinearity between some pairs of predictors based on the values of the variance inflationary factor.

Accepted Answer

A) True 
 B)False

Question 9

True or False: A high value of R2 significantly above 0 in multiple regression accompanied by insignificant t-values on all parameter estimates very often indicates a high correlation between independent variables in the model.

Accepted Answer

A) True 
 B)False

Question 10

TABLE 15-4
The superintendent of a school district wanted to predict the percentage of students passing a sixth-grade proficiency test.She obtained the data on percentage of students passing the proficiency test (% Passing),daily mean of the percentage of students attending class (% Attendance),mean teacher salary in dollars (Salaries),and instructional spending per pupil in dollars (Spending)of 47 schools in the state.
Let Y = % Passing as the dependent variable,XS1U1B11S1U1B0 = % Attendance,XS1U1B12S1U1B0 = Salaries and XS1U1B13S1U1B0 = Spending.
The coefficient of multiple determination (  )of each of the 3 predictors with all the other remaining predictors are,respectively,0.0338,0.4669,and 0.4743.
The output from the best-subset regressions is given below:  Following is the residual plot for % Attendance:  Following is the output of several multiple regression models:
Model (I):  Model (II):  Model (III): 
-Referring to Table 15-4,what is the value of the test statistic to determine whether the quadratic effect of daily average of the percentage of students attending class on percentage of students passing the proficiency test is significant at a 5% level of significance?

Accepted Answer

The answer of TABLE 15-4
The superintendent of a school district...

Question 11

True or False: Collinearity is present when there is a high degree of correlation between independent variables.

Accepted Answer

A) True 
 B)False

Question 12

TABLE 15-6
Given below are results from the regression analysis on 40 observations where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Y)and the independent variables are the age of the worker (XS1U1B11S1U1B0),the number of years of education received (XS1U1B12S1U1B0),the number of years at the previous job (XS1U1B13S1U1B0),a dummy variable for marital status (XS1U1B14S1U1B0: 1 = married,0 = otherwise),a dummy variable for head of household (XS1U1B15S1U1B0: 1 = yes,0 = no)and a dummy variable for management position (XS1U1B16S1U1B0: 1 = yes,0 = no).
The coefficient of multiple determination (  )for the regression model using each of the 6 variables XS1U1B1jS1U1B0 as the dependent variable and all other X variables as independent variables are,respectively,0.2628,0.1240,0.2404,0.3510,0.3342 and 0.0993.
The partial results from best-subset regression are given below: 
-True or False: Referring to Table 15-6,the model that includes X1,X3,X5 and X6 should be among the appropriate models using the Mallow's Cp statistic.

Accepted Answer

A) True 
 B)False

Question 13

TABLE 15-4
The superintendent of a school district wanted to predict the percentage of students passing a sixth-grade proficiency test.She obtained the data on percentage of students passing the proficiency test (% Passing),daily mean of the percentage of students attending class (% Attendance),mean teacher salary in dollars (Salaries),and instructional spending per pupil in dollars (Spending)of 47 schools in the state.
Let Y = % Passing as the dependent variable,XS1U1B11S1U1B0 = % Attendance,XS1U1B12S1U1B0 = Salaries and XS1U1B13S1U1B0 = Spending.
The coefficient of multiple determination (  )of each of the 3 predictors with all the other remaining predictors are,respectively,0.0338,0.4669,and 0.4743.
The output from the best-subset regressions is given below:  Following is the residual plot for % Attendance:  Following is the output of several multiple regression models:
Model (I):  Model (II):  Model (III): 
-True or False: Referring to Table 15-4,the quadratic effect of daily average of the percentage of students attending class on percentage of students passing the proficiency test is not significant at a 5% level of significance.

Accepted Answer

A) True 
 B)False

Question 14

True or False: Collinearity is present when there is a high degree of correlation between the dependent variable and any of the independent variables.

Accepted Answer

A) True 
 B)False

Question 15

True or False: The goals of model building are to find a good model with the fewest independent variables that is easier to interpret and has lower probability of collinearity.

Accepted Answer

A) True 
 B)False

Question 16

True or False: Referring to Table 15-3,suppose the chemist decides to use a t test to determine if the linear term is significant.Using a level of significance of 0.05,she would decide that the linear term is significant.

Accepted Answer

A) True 
 B)False

Question 17

TABLE 15-6
Given below are results from the regression analysis on 40 observations where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Y)and the independent variables are the age of the worker (XS1U1B11S1U1B0),the number of years of education received (XS1U1B12S1U1B0),the number of years at the previous job (XS1U1B13S1U1B0),a dummy variable for marital status (XS1U1B14S1U1B0: 1 = married,0 = otherwise),a dummy variable for head of household (XS1U1B15S1U1B0: 1 = yes,0 = no)and a dummy variable for management position (XS1U1B16S1U1B0: 1 = yes,0 = no).
The coefficient of multiple determination (  )for the regression model using each of the 6 variables XS1U1B1jS1U1B0 as the dependent variable and all other X variables as independent variables are,respectively,0.2628,0.1240,0.2404,0.3510,0.3342 and 0.0993.
The partial results from best-subset regression are given below: 
-Referring to Table 15-6,what is the value of the variance inflationary factor of Manager?

Accepted Answer

The answer of TABLE 15-6
Given below are results from the...

Question 18

Which of the following will not change a nonlinear model into a linear model?

Accepted Answer

A) Quadratic regression model 
B) Logarithmic transformation 
C) Square-root transformation 
D) Variance inflationary factor

Question 19

TABLE 15-6
Given below are results from the regression analysis on 40 observations where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Y)and the independent variables are the age of the worker (XS1U1B11S1U1B0),the number of years of education received (XS1U1B12S1U1B0),the number of years at the previous job (XS1U1B13S1U1B0),a dummy variable for marital status (XS1U1B14S1U1B0: 1 = married,0 = otherwise),a dummy variable for head of household (XS1U1B15S1U1B0: 1 = yes,0 = no)and a dummy variable for management position (XS1U1B16S1U1B0: 1 = yes,0 = no).
The coefficient of multiple determination (  )for the regression model using each of the 6 variables XS1U1B1jS1U1B0 as the dependent variable and all other X variables as independent variables are,respectively,0.2628,0.1240,0.2404,0.3510,0.3342 and 0.0993.
The partial results from best-subset regression are given below: 
-True or False: Referring to Table 15-6,the model that includes X1,X2,X3,X5 and X6 should be selected using the adjusted r2 statistic.

Accepted Answer

A) True 
 B)False

Question 20

The _______ (larger/smaller)the value of the Variance Inflationary Factor,the higher is the collinearity of the X variables.

Accepted Answer

The answer of The _______ (larger/smaller)the value of the Variance...

Exam 15: Multiple Regression Model Building

In multiple regression,the ________ procedure permits variables to enter and leave the model at different stages of its development.

A regression diagnostic tool used to study the possible effects of collinearity is ________.

True or False: In stepwise regression,an independent variable is not allowed to be removed from the model once it has entered into the model.

True or False: A high value of R² significantly above 0 in multiple regression accompanied by insignificant t-values on all parameter estimates very often indicates a high correlation between independent variables in the model.

True or False: Collinearity is present when there is a high degree of correlation between independent variables.

True or False: Collinearity is present when there is a high degree of correlation between the dependent variable and any of the independent variables.

True or False: The goals of model building are to find a good model with the fewest independent variables that is easier to interpret and has lower probability of collinearity.

True or False: Referring to Table 15-3,suppose the chemist decides to use a t test to determine if the linear term is significant.Using a level of significance of 0.05,she would decide that the linear term is significant.

Which of the following will not change a nonlinear model into a linear model?

The _______ (larger/smaller)the value of the Variance Inflationary Factor,the higher is the collinearity of the X variables.