Deck 13: Multiple Regression Analysis
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Deck 13: Multiple Regression Analysis
1
In a multiple regression analysis with N observations and k independent variables, the degrees of freedom for the residual error is given by (N - k - 1).
True
2
In a multiple regression model, the proportion of the variation of the dependent variable, y, accounted for the independent variables in the regression model is given by the coefficient of multiple correlation.
False
3
The F value that is used to test for the overall significance of a multiple regression model is calculated by dividing the sum of mean squares regression (SSreg)by the sum of squares error (SSerr).
False
4
If we reject H0: β1= β2=0 using the F-test, then we should conclude that both slopes are different from zero.
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5
The model y = 0 + 1x1 + 2x2 + is a second-order regression model.
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6
In the model y = 0 + 1x1 + 2x2 + 3x3 + ,y is the independent variable.
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7
The F value that is used to test for the overall significance of a multiple regression model is calculated by dividing the mean square regression (MSreg)by the mean square error (MSerr).
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8
The mean square error (MSerr)is calculated by dividing the sum of squares error (SSerr)by the number of degrees of freedom in the error (dferr).
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9
In a multiple regression analysis with N observations and k independent variables, the degrees of freedom for the residual error is given by (N - k).
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10
The model y = 0 + 1x1 + 2x2 + 3x3 + is a first-order regression model.
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11
Multiple t-tests are used to determine whether the independent variables in the regression model are significant.
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12
The standard error of the estimate of a multiple regression model is computed by taking the square root of the SSE divided by the degrees of freedom of error for the model.
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13
In the model y = 0 + 1x1 + 2x2 + 3x3 + , is a constant.
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14
The mean square error (MSerr)is calculated by dividing the sum of squares error (SSerr)by the number of observations in the data set (N).
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15
Regression analysis with two dependent variables and two or more independent variables is called multiple regression.
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16
The standard error of the estimate of a multiple regression model is essentially the standard deviation of the residuals for the regression model.
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17
The F test is used to determine whether the overall regression model is significant.
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18
In the multiple regression model y = 0 + 1x1 + 2x2 + 3x3 + , the coefficients of the x variables are called partial regression coefficients.
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19
In a multiple regression model, the partial regression coefficient of an independent variable represents the increase in the y variable when that independent variable is increased by one unit if the values of all other independent variables are held constant.
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20
A slope in a multiple regression model is known as a partial slope because it ignores the effects of other explanatory variables.
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21
A multiple regression analysis produced the following tables. The sample size for this analysis is ____________.
A)19
B)17
C)34
D)15
E)18
A)19
B)17
C)34
D)15
E)18
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22
A cost accountant is developing a regression model to predict the total cost of producing a batch of printed circuit boards as a linear function of batch size (the number of boards produced in one lot or batch), production plant (Kingsland, and Yorktown), and production shift (day, and evening).In this model, "shift" is ______.
A)a response variable
B)an independent variable
C)a quantitative variable
D)a dependent variable
E)a constant
A)a response variable
B)an independent variable
C)a quantitative variable
D)a dependent variable
E)a constant
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23
A cost accountant is developing a regression model to predict the total cost of producing a batch of printed circuit boards as a linear function of batch size (the number of boards produced in one lot or batch), production plant (Kingsland, and Yorktown), and production shift (day, and evening).The response variable in this model is ______.
A)batch size
B)production shift
C)production plant
D)total cost
E)variable cost
A)batch size
B)production shift
C)production plant
D)total cost
E)variable cost
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24
The multiple regression formulas used to estimate the regression coefficients are designed to ________________.
A)minimize the total sum of squares (SST)
B)minimize the sum of squares of error (SSE)
C)maximize the standard error of the estimate
D)maximize the p-value for the calculated F value
E)minimize the mean error
A)minimize the total sum of squares (SST)
B)minimize the sum of squares of error (SSE)
C)maximize the standard error of the estimate
D)maximize the p-value for the calculated F value
E)minimize the mean error
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25
A market analyst is developing a regression model to predict monthly household expenditures on groceries as a function of family size, household income, and household neighborhood (urban, suburban, and rural).The response variable in this model is _____.
A)family size
B)expenditures on groceries
C)household income
D)suburban
E)household neighborhood
A)family size
B)expenditures on groceries
C)household income
D)suburban
E)household neighborhood
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26
Minitab and Excel output for a multiple regression model show the t tests for the regression coefficients but do not provide a t test for the regression constant.
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27
A multiple regression analysis produced the following tables.
The regression equation for this analysis is ____________.
A)ŷ = 1959.71 + 0.46 x1 + 2.16 x2
B)ŷ = 1959.71 - 0.46 x1 + 2.16 x2
C)ŷ = 1959.71 - 0.46 x1 - 2.16 x2
D)ŷ =1959.71 + 0.46 x1 - 2.16 x2
E)ŷ =- 0.46 x1 - 2.16 x2

A)ŷ = 1959.71 + 0.46 x1 + 2.16 x2
B)ŷ = 1959.71 - 0.46 x1 + 2.16 x2
C)ŷ = 1959.71 - 0.46 x1 - 2.16 x2
D)ŷ =1959.71 + 0.46 x1 - 2.16 x2
E)ŷ =- 0.46 x1 - 2.16 x2
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28
The value of adjusted R2 always goes up when a nontrivial explanatory variable is added to a regression model.
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29
A market analyst is developing a regression model to predict monthly household expenditures on groceries as a function of family size, household income, and household neighborhood (urban, suburban, and rural).The "income" variable in this model is ____.
A)an indicator variable
B)a response variable
C)a qualitative variable
D)a dependent variable
E)an independent variable
A)an indicator variable
B)a response variable
C)a qualitative variable
D)a dependent variable
E)an independent variable
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30
A multiple regression analysis produced the following tables.
For x1= 360 and x2 = 220, the predicted value of y is ____________.
A)1314.70
B)1959.71
C)1077.58
D)2635.19
E)2265.57

A)1314.70
B)1959.71
C)1077.58
D)2635.19
E)2265.57
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31
Minitab and Excel output for a multiple regression model show the F test for the overall model, but do not provide the t tests for the regression coefficients.
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32
A human resources analyst is developing a regression model to predict electricity plant manager compensation as a function of production capacity of the plant, number of employees at the plant, and plant technology (coal, oil, and nuclear).The response variable in this model is ______.
A)plant manager compensation
B)plant capacity
C)number of employees
D)plant technology
E)nuclear
A)plant manager compensation
B)plant capacity
C)number of employees
D)plant technology
E)nuclear
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33
A real estate appraiser is developing a regression model to predict the market value of single-family residential houses as a function of heated area, number of bedrooms, number of bathrooms, age of the house, and central heating (yes, no).The "central heating" variable in this model is _______.
A)a response variable
B)an independent variable
C)a quantitative variable
D)a dependent variable
E)a constant
A)a response variable
B)an independent variable
C)a quantitative variable
D)a dependent variable
E)a constant
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34
A human resources analyst is developing a regression model to predict electricity plant manager compensation as a function of production capacity of the plant, number of employees at the plant, and plant technology (coal, oil, and nuclear).The "number of employees at the plant" variable in this model is ______.
A)a qualitative variable
B)a dependent variable
C)a response variable
D)an indicator variable
E)an independent variable
A)a qualitative variable
B)a dependent variable
C)a response variable
D)an indicator variable
E)an independent variable
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35
A multiple regression analysis produced the following tables. The regression equation for this analysis is ____________.
A)
= 616.6849 + 3.33833 x1 + 1.780075 x2
B)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 154.5535 - 1.43058 x1 + 5.30407 x2
C)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 616.6849 - 3.33833 x1 - 1.780075 x2
D)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 154.5535 + 2.333548 x1 + 0.335605 x2
E)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 616.6849 - 3.33833 x1 + 1.780075 x2
A)

B)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 154.5535 - 1.43058 x1 + 5.30407 x2
C)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 616.6849 - 3.33833 x1 - 1.780075 x2
D)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 154.5535 + 2.333548 x1 + 0.335605 x2
E)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 616.6849 - 3.33833 x1 + 1.780075 x2
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36
The value of R2 always goes up when a nontrivial explanatory variable is added to a regression model.
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37
A human resources analyst is developing a regression model to predict electricity plant manager compensation as a function of production capacity of the plant, number of employees at the plant, and plant technology (coal, oil, and nuclear).The "plant technology" variable in this model is ______.
A)a response variable
B)a dependent variable
C)a quantitative variable
D)an independent variable
E)a constant
A)a response variable
B)a dependent variable
C)a quantitative variable
D)an independent variable
E)a constant
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38
A market analyst is developing a regression model to predict monthly household expenditures on groceries as a function of family size, household income, and household neighborhood (urban, suburban, and rural).The "neighborhood" variable in this model is ______.
A)an independent variable
B)a response variable
C)a quantitative variable
D)a dependent variable
E)a constant
A)an independent variable
B)a response variable
C)a quantitative variable
D)a dependent variable
E)a constant
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39
A cost accountant is developing a regression model to predict the total cost of producing a batch of printed circuit boards as a linear function of batch size (the number of boards produced in one lot or batch), production plant (Kingsland, and Yorktown), and production shift (day, and evening).In this model, "batch size" is ______.
A)a response variable
B)an indicator variable
C)a dependent variable
D)a qualitative variable
E)an independent variable
A)a response variable
B)an indicator variable
C)a dependent variable
D)a qualitative variable
E)an independent variable
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40
A real estate appraiser is developing a regression model to predict the market value of single-family residential houses as a function of heated area, number of bedrooms, number of bathrooms, age of the house, and central heating (yes, no).The response variable in this model is _______.
A)heated area
B)number of bedrooms
C)market value
D)central heating
E)residential houses
A)heated area
B)number of bedrooms
C)market value
D)central heating
E)residential houses
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41
A multiple regression analysis produced the following tables. These results indicate that ____________.
A)none of the predictor variables are significant at the 5% level
B)each predictor variable is significant at the 5% level
C)x1 is the only predictor variable significant at the 5% level
D)x2 is the only predictor variable significant at the 5% level
E)the intercept is not significant at the 5% level
A)none of the predictor variables are significant at the 5% level
B)each predictor variable is significant at the 5% level
C)x1 is the only predictor variable significant at the 5% level
D)x2 is the only predictor variable significant at the 5% level
E)the intercept is not significant at the 5% level
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42
The following ANOVA table is from a multiple regression analysis with n = 35 and four independent variables. The value of the standard error of the estimate se is __________.
A)13.23
B)3.16
C)17.32
D)26.46
E)10.00
A)13.23
B)3.16
C)17.32
D)26.46
E)10.00
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43
A multiple regression analysis produced the following tables. These results indicate that ____________.
A)none of the predictor variables are significant at the 5% level
B)each predictor variable is significant at the 5% level
C)x1 is significant at the 5% level
D)x2 is significant at the 5% level
E)the intercept is not significant at 5% level
A)none of the predictor variables are significant at the 5% level
B)each predictor variable is significant at the 5% level
C)x1 is significant at the 5% level
D)x2 is significant at the 5% level
E)the intercept is not significant at 5% level
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44
A multiple regression analysis produced the following tables.
Using = 0.05 to test the null hypothesis H0: 1 = 0, the correct decision is ____.
A)fail to reject the null hypothesis
B)reject the null hypothesis
C)fail to reject the alternative hypothesis
D)reject the alternative hypothesis
E)there is not enought information provided to make a decision

A)fail to reject the null hypothesis
B)reject the null hypothesis
C)fail to reject the alternative hypothesis
D)reject the alternative hypothesis
E)there is not enought information provided to make a decision
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45
The following ANOVA table is from a multiple regression analysis with n = 35 and four independent variables. The number of degrees of freedom for this regression is __________.
A)1
B)4
C)34
D)30
E)35
A)1
B)4
C)34
D)30
E)35
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46
A multiple regression analysis produced the following tables. Using = 0.01 to test the null hypothesis H0: 1 = 2 = 0, the critical F value is ____.
A)8.68
B)6.36
C)8.40
D)6.11
E)3.36
A)8.68
B)6.36
C)8.40
D)6.11
E)3.36
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47
The following ANOVA table is from a multiple regression analysis with n = 35 and four independent variables. The MSE value is __________.
A)8.57
B)8.82
C)10.00
D)75.00
E)20.00
A)8.57
B)8.82
C)10.00
D)75.00
E)20.00
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48
The following ANOVA table is from a multiple regression analysis with n = 35 and four independent variables. The adjusted R2 value is __________.
A)0.80
B)0.70
C)0.66
D)0.76
E)0.30
A)0.80
B)0.70
C)0.66
D)0.76
E)0.30
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49
The following ANOVA table is from a multiple regression analysis with n = 35 and four independent variables. The MSR value is __________.
A)700.00
B)350.00
C)233.33
D)175.00
E)275.00
A)700.00
B)350.00
C)233.33
D)175.00
E)275.00
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50
A multiple regression analysis produced the following tables.
These results indicate that ____________.
A)none of the predictor variables are significant at the 10% level
B)each predictor variable is significant at the 10% level
C)x1 is significant at the 10% level
D)x2 is significant at the 10% level
E)the intercept is not significant at 10% level

A)none of the predictor variables are significant at the 10% level
B)each predictor variable is significant at the 10% level
C)x1 is significant at the 10% level
D)x2 is significant at the 10% level
E)the intercept is not significant at 10% level
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51
A multiple regression analysis produced the following tables.
Using = 0.05 to test the null hypothesis H0: 2 = 0, the correct decision is ____.
A)fail to reject the null hypothesis
B)reject the null hypothesis
C)fail to reject the alternative hypothesis
D)reject the alternative hypothesis
E)there is not enought information provided to make a decision

A)fail to reject the null hypothesis
B)reject the null hypothesis
C)fail to reject the alternative hypothesis
D)reject the alternative hypothesis
E)there is not enought information provided to make a decision
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52
A multiple regression analysis produced the following tables.
Using = 0.01 to test the model, these results indicate that ____________.
A)at least one of the regression variables is a significant predictor of y
B)none of the regression variables are significant predictors of y
C)y cannot be sufficiently predicted using these data
D)y is a good predictor of the regression variables in the model
E)the y intercept in this model is the best predictor variable

A)at least one of the regression variables is a significant predictor of y
B)none of the regression variables are significant predictors of y
C)y cannot be sufficiently predicted using these data
D)y is a good predictor of the regression variables in the model
E)the y intercept in this model is the best predictor variable
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53
A multiple regression analysis produced the following tables. Using = 0.10 to test the null hypothesis H0: 2 = 0, the critical t value is ____.
A)±1.345
B)±1.356
C)±1.761
D)±2.782
E)±1.782
A)±1.345
B)±1.356
C)±1.761
D)±2.782
E)±1.782
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54
In regression analysis, outliers may be identified by examining the ________.
A)coefficient of determination
B)coefficient of correlation
C)p-values for the partial coefficients
D)residuals
E)R-squared value
A)coefficient of determination
B)coefficient of correlation
C)p-values for the partial coefficients
D)residuals
E)R-squared value
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55
The following ANOVA table is from a multiple regression analysis with n = 35 and four independent variables. The R2 value is __________.
A)0.80
B)0.70
C)0.66
D)0.76
E)0.30
A)0.80
B)0.70
C)0.66
D)0.76
E)0.30
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56
A multiple regression analysis produced the following tables. Using = 0.05 to test the null hypothesis H0: 1 = 0, the critical t value is ____.
A)± 1.753
B)± 2.110
C)± 2.131
D)± 1.740
E)± 2.500
A)± 1.753
B)± 2.110
C)± 2.131
D)± 1.740
E)± 2.500
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57
A multiple regression analysis produced the following tables. Using = 0.05 to test the null hypothesis H0: 1 = 2 = 0, the critical F value is ____.
A)3.74
B)3.89
C)4.75
D)4.60
E)2.74
A)3.74
B)3.89
C)4.75
D)4.60
E)2.74
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58
The following ANOVA table is from a multiple regression analysis with n = 35 and four independent variables. The observed F value is __________.
A)17.50
B)2.33
C)0.70
D)0.43
E)0.50
A)17.50
B)2.33
C)0.70
D)0.43
E)0.50
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59
A multiple regression analysis produced the following tables.
The sample size for this analysis is ____________.
A)12
B)15
C)17
D)18
E)24

A)12
B)15
C)17
D)18
E)24
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60
The following ANOVA table is from a multiple regression analysis with n = 35 and four independent variables. The number of degrees of freedom for error is __________.
A)1
B)4
C)34
D)30
E)35
A)1
B)4
C)34
D)30
E)35
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61
A multiple regression analysis produced the following tables. The regression equation for this analysis is ____________.
A)
= 302689 + 1153309 x1 + 1455998 x2
B)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = -139.609 + 24.24619 x1 + 32.10171 x2
C)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 2548.989 + 22.25267 x1 + 17.44559 x2
D)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = -0.05477 + 1.089586 x1 + 1.840105 x2
E)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 0.05477 + 1.089586 x1 + 1.840105 x2
A)

B)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = -139.609 + 24.24619 x1 + 32.10171 x2
C)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 2548.989 + 22.25267 x1 + 17.44559 x2
D)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = -0.05477 + 1.089586 x1 + 1.840105 x2
E)11efcd22_071b_cfd6_b057_0f6ae9b62e31_TB7041_00 = 0.05477 + 1.089586 x1 + 1.840105 x2
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62
A multiple regression analysis produced the following tables. The sample size for this analysis is ____________.
A)17
B)13
C)16
D)11
E)15
A)17
B)13
C)16
D)11
E)15
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63
The following ANOVA table is from a multiple regression analysis. The MSE value is closest to__________.
A)31
B)500
C)16
D)2300
E)8.7
A)31
B)500
C)16
D)2300
E)8.7
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64
The following ANOVA table is from a multiple regression analysis. The observed F value is __________.
A)16.25
B)30.77
C)500
D)0.049
E)0.039
A)16.25
B)30.77
C)500
D)0.049
E)0.039
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65
A multiple regression analysis produced the following tables. For x1= 40 and x2 = 90, the predicted value of y is ____________.
A)753.77
B)1,173.00
C)1,355.26
D)3,719.39
E)1,565.75
A)753.77
B)1,173.00
C)1,355.26
D)3,719.39
E)1,565.75
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Unlock Deck
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66
The following ANOVA table is from a multiple regression analysis. The R2 value is __________.
A)0.65
B)0.53
C)0.35
D)0.43
E)1.37
A)0.65
B)0.53
C)0.35
D)0.43
E)1.37
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Unlock Deck
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67
A multiple regression analysis produced the following tables. These results indicate that ____________.
A)none of the predictor variables are significant at the 5% level
B)each predictor variable is significant at the 5% level
C)x1 is the only predictor variable significant at the 5% level
D)x2 is the only predictor variable significant at the 5% level
E)the intercept is not significant at 5% level
A)none of the predictor variables are significant at the 5% level
B)each predictor variable is significant at the 5% level
C)x1 is the only predictor variable significant at the 5% level
D)x2 is the only predictor variable significant at the 5% level
E)the intercept is not significant at 5% level
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68
The following ANOVA table is from a multiple regression analysis. The sample size for the analysis is __________.
A)30
B)26
C)3
D)29
E)31
A)30
B)26
C)3
D)29
E)31
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Unlock for access to all 90 flashcards in this deck.
Unlock Deck
k this deck
69
A multiple regression analysis produced the following tables. Using = 0.01 to test the null hypothesis H0: 2 = 0, the critical t value is ____.
A)± 1.174
B)± 2.093
C)± 2.131
D)± 4.012
E)± 3.012
A)± 1.174
B)± 2.093
C)± 2.131
D)± 4.012
E)± 3.012
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70
The following ANOVA table is from a multiple regression analysis. The value of the standard error of the estimate se is __________.
A)30.77
B)5.55
C)4.03
D)3.20
E)0.73
A)30.77
B)5.55
C)4.03
D)3.20
E)0.73
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Unlock for access to all 90 flashcards in this deck.
Unlock Deck
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71
A multiple regression analysis produced the following tables. The coefficient of multiple determination is ____________.
A)0.0592
B)0.9138
C)0.1149
D)0.9559
E)1.0000
A)0.0592
B)0.9138
C)0.1149
D)0.9559
E)1.0000
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Unlock Deck
k this deck
72
The following ANOVA table is from a multiple regression analysis. The MSR value is __________.
A)1500
B)50
C)2300
D)500
E)31
A)1500
B)50
C)2300
D)500
E)31
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Unlock Deck
k this deck
73
The following ANOVA table is from a multiple regression analysis. The adjusted R2 value is __________.
A)0.65
B)0.39
C)0.61
D)0.53
E)0.78
A)0.65
B)0.39
C)0.61
D)0.53
E)0.78
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Unlock Deck
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74
The following ANOVA table is from a multiple regression analysis. The number of independent variables in the analysis is __________.
A)30
B)26
C)1
D)3
E)2
A)30
B)26
C)1
D)3
E)2
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Unlock for access to all 90 flashcards in this deck.
Unlock Deck
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75
A multiple regression analysis produced the following tables. Using = 0.01 to test the null hypothesis H0: 1 = 2 = 0, the critical F value is ____.
A)5.99
B)5.70
C)1.96
D)4.84
E)6.70
A)5.99
B)5.70
C)1.96
D)4.84
E)6.70
Unlock Deck
Unlock for access to all 90 flashcards in this deck.
Unlock Deck
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76
A multiple regression analysis produced the following tables. The coefficient of multiple determination is ____________.
A)0.2079
B)0.0860
C)0.5440
D)0.7921
E)0.5000
A)0.2079
B)0.0860
C)0.5440
D)0.7921
E)0.5000
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Unlock for access to all 90 flashcards in this deck.
Unlock Deck
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77
A multiple regression analysis produced the following tables. The adjusted R2 is ____________.
A)0.9138
B)0.9408
C)0.8981
D)0.8851
E)0.8891
A)0.9138
B)0.9408
C)0.8981
D)0.8851
E)0.8891
Unlock Deck
Unlock for access to all 90 flashcards in this deck.
Unlock Deck
k this deck
78
A multiple regression analysis produced the following tables. For x1= 30 and x2 = 100, the predicted value of y is ____________.
A)753.77
B)1,173.00
C)1,355.26
D)615.13
E)6153.13
A)753.77
B)1,173.00
C)1,355.26
D)615.13
E)6153.13
Unlock Deck
Unlock for access to all 90 flashcards in this deck.
Unlock Deck
k this deck
79
A multiple regression analysis produced the following tables. These results indicate that ____________.
A)none of the predictor variables are significant at the 5% level
B)each predictor variable is significant at the 5% level
C)x1 is the only predictor variable significant at the 5% level
D)x2 is the only predictor variable significant at the 5% level
E)all variables are significant at 5% level
A)none of the predictor variables are significant at the 5% level
B)each predictor variable is significant at the 5% level
C)x1 is the only predictor variable significant at the 5% level
D)x2 is the only predictor variable significant at the 5% level
E)all variables are significant at 5% level
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Unlock for access to all 90 flashcards in this deck.
Unlock Deck
k this deck
80
The following ANOVA table is from a multiple regression analysis. The SSE value is __________.
A)30
B)1500
C)500
D)800
E)2300
A)30
B)1500
C)500
D)800
E)2300
Unlock Deck
Unlock for access to all 90 flashcards in this deck.
Unlock Deck
k this deck