Question 1

The following correlations were computed as part of a multiple regression analysis that used education,job,and age to predict income.  What is this table called?

Accepted Answer

A) Net regression coefficients 
B) Coefficients of nondetermination 
C) Analysis of variance 
D) Correlation matrix

Question 2

A researcher is studying the effect of 10 different variables on a critical measure of business performance. A multiple regression analysis including all 10 variables is performed. What criterion could be used to eliminate 1 of the 10 variables?

Accepted Answer

A) Multiple R2 
B) Largest p-value 
C) Smallest p-value 
D) Smallest regression coefficient

Question 3

What does the correlation matrix for a multiple regression analysis contain?

Accepted Answer

A) Multiple correlation coefficients 
B) Simple correlation coefficients 
C) Multiple coefficients of determination 
D) Multiple standard errors of estimate

Question 4

If the correlation between the two independent variables of a regression analysis is 0.11,and each independent variable is highly correlated to the dependent variable,what does this indicate?

Accepted Answer

A) Multicollinearity between these two independent variables. 
B) A negative relationship is not possible. 
C) Only one of the two independent variables will explain a high percent of the variation. 
D) An effective regression equation.

Question 5

All other things being held constant,what is the change in the dependent variable for a unit change in X1 for the multiple regression equation: Ŷ = 5.2 + 6.3X1 − 7.1 X2?

Accepted Answer

A) −7.1 
B) +6.3 
C) +5.2 
D) +4.4

Question 6

For a global test of a multiple regression equation,the F-distribution is defined by the regression and residual degrees of freedom.

Accepted Answer

A) True 
 B)False

Question 7

A manager at a local bank analyzed the relationship between monthly salary and three independent variables: length of service (measured in months),gender (0 = female,1 = male),and job type (0 = clerical,1 = technical). The following ANOVA summarizes the regression results:   Based on the hypothesis tests for the individual regression coefficients,________.

Accepted Answer

A) all the regression coefficients are not equal to zero 
B) "job" is the only nonsignificant variable in the model 
C) the intercept is the only significant variable in the model 
D) "service" is the only significant variable in the model

Question 8

Consider a multiple regression analysis involving 14 independent variables and 150 observations,with SSE = 180 and SS Total = 600. The coefficient of multiple determination is ________.

Accepted Answer

A) 0.70 
B) 0.40 
C) 0.21 
D) 0.30

Question 9

In a multiple regression equation with three independent variables,X1,X2,and X3,the interaction term is expressed as (Y)(X1).

Accepted Answer

A) True 
 B)False

Question 10

In multiple regression analysis,a dummy variable is ________.

Accepted Answer

A) an additional quantitative variable 
B) a nominal variable with three or more values 
C) a nominal variable with only two values 
D) a new regression coefficient

Question 11

Twenty-one executives in a large corporation were randomly selected to study the effect of several factors on annual salary (expressed in $000s). The factors selected were age,seniority,years of college,number of company divisions to which they had been exposed,and the level of their responsibility. The results of the regression analysis follow:   Which one of the following is the dependent variable?

Accepted Answer

A) Age 
B) Seniority 
C) Level of responsibility 
D) Annual salary

Question 12

A valid multiple regression analysis assumes or requires that ________.

Accepted Answer

A) the dependent variable is measured using an ordinal,interval,or ratio scale 
B) the residuals follow an F-distribution 
C) the independent variables and the dependent variable have a linear relationship 
D) the observations are auto correlated

Question 13

A correlation matrix can be used to assess multicollinearity between independent variables.

Accepted Answer

A) True 
 B)False

Question 14

In multiple regression analysis,a residual is the difference between the value of an independent variable and its corresponding dependent-variable value.

Accepted Answer

A) True 
 B)False

Question 15

A correlation matrix shows individual correlation coefficients for all pairs of variables.

Accepted Answer

A) True 
 B)False

Question 16

Consider a regression model involving more than one independent variable. The test used to determine if the relationship between the dependent variable and the set of independent variables is significant is the ________.

Accepted Answer

A) z-test 
B) test 
C) chi-square test 
D) F-test

Question 17

A multiple regression model includes the term (X1)(X2). If the hypothesis concerning the term's regression coefficient is not rejected,what is a valid conclusion?

Accepted Answer

A) The independent variables are correlated. 
B) There is only one independent variable in the regression model. 
C) The effect of X1 on the dependent variable is independent of the value of X2. 
D) The effect of X1 on the dependent variable depends on the value of X2.

Question 18

Multiple regression analysis is applied when analyzing the relationship between ________.

Accepted Answer

A) an independent variable and several dependent variables 
B) a dependent variable and several independent variables 
C) several dependent variables and several independent variables 
D) several regression equations and a single sample

Question 19

In multiple regression analysis,residuals (Y −  )should be ________.

Accepted Answer

A) qualitative variables 
B) significantly different from zero 
C) correlated 
D) normally distributed with a mean of zero

Question 20

The degrees of freedom associated with the regression sum of squares equals ________.

Accepted Answer

A) the number of independent variables 
B) 1 
C) the F-ratio 
D) (n − 2)

Exam 14: Multiple Regression Analysis

The following correlations were computed as part of a multiple regression analysis that used education,job,and age to predict income. What is this table called?

A researcher is studying the effect of 10 different variables on a critical measure of business performance. A multiple regression analysis including all 10 variables is performed. What criterion could be used to eliminate 1 of the 10 variables?

What does the correlation matrix for a multiple regression analysis contain?

If the correlation between the two independent variables of a regression analysis is 0.11,and each independent variable is highly correlated to the dependent variable,what does this indicate?

All other things being held constant,what is the change in the dependent variable for a unit change in X₁ for the multiple regression equation: Ŷ = 5.2 + 6.3X₁ − 7.1 X₂?

For a global test of a multiple regression equation,the F-distribution is defined by the regression and residual degrees of freedom.

Consider a multiple regression analysis involving 14 independent variables and 150 observations,with SSE = 180 and SS Total = 600. The coefficient of multiple determination is ________.

In a multiple regression equation with three independent variables,X₁,X₂,and X₃,the interaction term is expressed as (Y)(X₁).

In multiple regression analysis,a dummy variable is ________.

A valid multiple regression analysis assumes or requires that ________.

A correlation matrix can be used to assess multicollinearity between independent variables.

In multiple regression analysis,a residual is the difference between the value of an independent variable and its corresponding dependent-variable value.

A correlation matrix shows individual correlation coefficients for all pairs of variables.

Consider a regression model involving more than one independent variable. The test used to determine if the relationship between the dependent variable and the set of independent variables is significant is the ________.

A multiple regression model includes the term (X₁) (X₂) . If the hypothesis concerning the term's regression coefficient is not rejected,what is a valid conclusion?

Multiple regression analysis is applied when analyzing the relationship between ________.

In multiple regression analysis,residuals (Y − ) should be ________.

The degrees of freedom associated with the regression sum of squares equals ________.

Exam 14: Multiple Regression Analysis

The following correlations were computed as part of a multiple regression analysis that used education,job,and age to predict income. What is this table called?

A researcher is studying the effect of 10 different variables on a critical measure of business performance. A multiple regression analysis including all 10 variables is performed. What criterion could be used to eliminate 1 of the 10 variables?

What does the correlation matrix for a multiple regression analysis contain?

If the correlation between the two independent variables of a regression analysis is 0.11,and each independent variable is highly correlated to the dependent variable,what does this indicate?

All other things being held constant,what is the change in the dependent variable for a unit change in X1 for the multiple regression equation: Ŷ = 5.2 + 6.3X1 − 7.1 X2?

For a global test of a multiple regression equation,the F-distribution is defined by the regression and residual degrees of freedom.

Consider a multiple regression analysis involving 14 independent variables and 150 observations,with SSE = 180 and SS Total = 600. The coefficient of multiple determination is ________.

In a multiple regression equation with three independent variables,X1,X2,and X3,the interaction term is expressed as (Y)(X1).

In multiple regression analysis,a dummy variable is ________.

A valid multiple regression analysis assumes or requires that ________.

A correlation matrix can be used to assess multicollinearity between independent variables.

In multiple regression analysis,a residual is the difference between the value of an independent variable and its corresponding dependent-variable value.

A correlation matrix shows individual correlation coefficients for all pairs of variables.

Consider a regression model involving more than one independent variable. The test used to determine if the relationship between the dependent variable and the set of independent variables is significant is the ________.

A multiple regression model includes the term (X1) (X2) . If the hypothesis concerning the term's regression coefficient is not rejected,what is a valid conclusion?

Multiple regression analysis is applied when analyzing the relationship between ________.

In multiple regression analysis,residuals (Y − ) should be ________.

The degrees of freedom associated with the regression sum of squares equals ________.

All other things being held constant,what is the change in the dependent variable for a unit change in X₁ for the multiple regression equation: Ŷ = 5.2 + 6.3X₁ − 7.1 X₂?

In a multiple regression equation with three independent variables,X₁,X₂,and X₃,the interaction term is expressed as (Y)(X₁).

A multiple regression model includes the term (X₁) (X₂) . If the hypothesis concerning the term's regression coefficient is not rejected,what is a valid conclusion?