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Statistical Techniques Study Set 1
Exam 14: Multiple Regression Analysis
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Question 101
Essay
It has been hypothesized that overall academic success for college freshmen as measured by grade point average (GPA) is a function of IQ scores, X
1
, hours spent studying each week, X
2
, and one's high school average, X
3
. Suppose the regression equation is
. The multiple standard error is 6.313 and R
2
= 0.826. What is the predicted GPA for a student with an IQ of 108, 32 hours spent studying per week, and a high school average of 82?
Question 102
Short Answer
In a multiple regression analysis with five independent variables, the null hypothesis, H
0
: β
4
= 0, is not rejected. When predicting the dependent variable, the independent variable, X
4
, has ______ relationship to the dependent variable.
Question 103
True/False
In a multiple regression analysis, if the regression coefficient of a dummy variable is significant and has a sample value of 100, then the dummy variable's effect on the dependent variable is an increase of 100.
Question 104
Multiple Choice
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:
The results for the variable gender show that ______________.
Question 105
Short Answer
In the ANOVA table for a multiple regression analysis, the regression degrees of freedom is equal to ___________________.
Question 106
Essay
A multiple regression analysis showed the following results of the individual independent variables.
Which independent variables are significantly related to the dependent variable?
Question 107
Essay
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 they had been exposed to, and the level of their responsibility. The results of the regression analysis follow:
Which independent variable has the most significant effect on annual salary?
Question 108
Short Answer
What-statistic is used to assess multicollinearity in multiple regression analysis?
Question 109
Multiple Choice
What can we conclude if the global test of regression rejects the null hypothesis?
Question 110
Multiple Choice
Which statistic is used to test a global hypothesis about a multiple regression equation?
Question 111
Multiple Choice
In an ANOVA table for a multiple regression analysis, the global test of significance is based on the _________.
Question 112
Multiple Choice
If there are four independent variables in a multiple regression equation, there are also four ______.
Question 113
Multiple Choice
The best example of a null hypothesis for testing an individual regression coefficient is __________.
Question 114
Short Answer
When applying the stepwise regression technique, _________ independent is included in the first multiple regression model.
Question 115
Essay
How are scatter diagrams used to evaluate the assumptions of linear multiple regression?
Question 116
Multiple Choice
The adjusted R
2
accounts for the number of independent variables by ____________.
Question 117
Multiple Choice
All other things being held constant, what is the change in the dependent variable for a unit change in X
1
for the multiple regression equation: Ŷ = 5.2 + 6.3X
1
- 7.1 X
2
?
Question 118
Essay
In a multiple regression analysis, the following correlation matrix was computed.
What does the correlation matrix suggest about the independent variables?
Question 119
Multiple Choice
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 _______.