Deck 14: Simple Linear Regression Analysis
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Deck 14: Simple Linear Regression Analysis
1
If r = -1,then we can conclude that there is a perfect relationship between X and Y.
True
2
The slope of the simple linear regression equation represents the average change in the value of the dependent variable per unit change in the independent variable (X).
True
3
A significant positive correlation between X and Y implies that changes in X cause Y to change.
False
4
The error term is the difference between an individual value of the dependent variable and the corresponding mean value of the dependent variable.
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5
The least squares simple linear regression line minimizes the sum of the vertical deviations between the line and the data points.
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6
The notation Ŷ refers to the average value of the dependent variable Y.
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7
In simple linear regression analysis,if the error terms exhibit a positive or negative autocorrelation over time,then the assumption of constant variance is violated.
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8
In simple regression analysis,r2 is a percentage measure and measures the proportion of the variation explained by the simple linear regression model.
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9
When using simple regression analysis,if there is a strong correlation between the independent and dependent variables,then we can conclude that an increase in the value of the independent variable causes an increase in the value of the dependent variable.
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10
In simple linear regression analysis,we assume that the variance of the independent variable (X)is equal to the variance of the dependent variable (Y).
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11
The standard error of the estimate (standard error)is the estimated standard deviation of the distribution of the independent variable (X)for all values of the dependent variable (Y).
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12
The dependent variable is the variable that is being described,predicted,or controlled.
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13
When there is positive autocorrelation,over time,negative error terms are followed by positive error terms and positive error terms are followed by negative error terms.
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14
In a simple linear regression model,the coefficient of determination not only indicates the strength of the relationship between the independent and dependent variables,but also shows whether the relationship is positive or negative.
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15
The estimated simple linear regression equation minimizes the sum of the squared deviations between each value of Y and the line.
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16
The simple coefficient of determination is the proportion of total variation explained by the regression line.
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17
A simple linear regression model is an equation that describes the straight-line relationship between a dependent variable and an independent variable.
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18
The correlation coefficient is the ratio of explained variation to total variation.
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19
The residual is the difference between the observed value of the dependent variable and the predicted value of the dependent variable.
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20
The experimental region is the range of the previously observed values of the dependent variable.
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21
The Durbin-Watson test statistic ranges from:
A)-4 to 4
B)0 to 4
C)0 to 3
D)-1 to 1
E)0 to 1
A)-4 to 4
B)0 to 4
C)0 to 3
D)-1 to 1
E)0 to 1
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22
In simple regression analysis,the standard error is ___________ greater than the standard deviation of y values.
A)Always
B)Sometimes
C)Never
A)Always
B)Sometimes
C)Never
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23
Which of the following is a violation of one of the major assumptions of the simple regression model?
A)The error terms are independent of each other.
B)A histogram of the residuals forms a bell-shaped,symmetrical curve.
C)The error terms show no pattern.
D)As the value of x increases,the value of the error term also increases.
A)The error terms are independent of each other.
B)A histogram of the residuals forms a bell-shaped,symmetrical curve.
C)The error terms show no pattern.
D)As the value of x increases,the value of the error term also increases.
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24
In simple regression analysis,the quantity that gives the amount by which Y (dependent variable)changes for a unit change in X (independent variable)is called the:
A)Coefficient of determination.
B)Slope of the regression line.
C)Y-intercept of the regression line.
D)Correlation coefficient.
E)Standard error.
A)Coefficient of determination.
B)Slope of the regression line.
C)Y-intercept of the regression line.
D)Correlation coefficient.
E)Standard error.
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25
The point estimate of the variance in a regression model is:
A)SSE
B)b0
C)MSE
D)b1
A)SSE
B)b0
C)MSE
D)b1
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26
If successive values of the residuals are close together,then there is a ___________ autocorrelation,and the value of the Durbin-Watson statistic is _________.
A)Negative,large
B)Positive,small
C)Negative,small
D)Positive,large
A)Negative,large
B)Positive,small
C)Negative,small
D)Positive,large
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27
The ___________ the r2,and the __________ the s (standard error),the stronger the relationship between the dependent variable and the independent variable.
A)Higher,lower
B)Lower,higher
C)Lower,lower
D)Higher,higher
A)Higher,lower
B)Lower,higher
C)Lower,lower
D)Higher,higher
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28
The least squares regression line minimizes the sum of the:
A)Differences between actual and predicted Y values.
B)Absolute deviations between actual and predicted Y values.
C)Absolute deviations between actual and predicted X values.
D)Squared differences between actual and predicted Y values.
E)Squared differences between actual and predicted X values.
A)Differences between actual and predicted Y values.
B)Absolute deviations between actual and predicted Y values.
C)Absolute deviations between actual and predicted X values.
D)Squared differences between actual and predicted Y values.
E)Squared differences between actual and predicted X values.
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29
For the same value X (independent variable),the confidence interval for the average value of Y (dependent variable)is __________________ the prediction interval for the individual value of Y.
A)Larger than
B)Smaller than
C)The same as
D)Sometimes larger than,sometimes smaller than
A)Larger than
B)Smaller than
C)The same as
D)Sometimes larger than,sometimes smaller than
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30
What value of the Durbin-Watson statistic indicates that there is no autocorrelation present in time-ordered data?
A)1
B)-1
C)2
D)-2
E)0
A)1
B)-1
C)2
D)-2
E)0
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31
In a simple linear regression analysis,the correlation coefficient (a)and the slope (b)___________ have the same sign.
A)Always
B)Sometimes
C)Never
A)Always
B)Sometimes
C)Never
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32
The correlation coefficient may assume any value between
A)0 and 1
B)
And
C)0 and 8
D)-1,and 1
E)-1,and 0
A)0 and 1
B)
And
C)0 and 8
D)-1,and 1
E)-1,and 0
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33
All of the following are assumptions of the error terms in the simple linear regression model except:
A)Errors are normally distributed.
B)Error terms have a mean of zero.
C)Error terms have a constant variance.
D)Error terms are dependent on each other.
A)Errors are normally distributed.
B)Error terms have a mean of zero.
C)Error terms have a constant variance.
D)Error terms are dependent on each other.
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34
When the assumption of __________ residuals (error terms)is violated,the Durbin-Watson statistic is used to test to determine if there is significant _____________ among the residuals.
A)Normality,probability
B)Independent,probability
C)Independent,autocorrelation
D)Normality,autocorrelation
A)Normality,probability
B)Independent,probability
C)Independent,autocorrelation
D)Normality,autocorrelation
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35
The _____________ measures the strength of the linear relationship between the dependent variable and the independent variable.
A)Correlation coefficient
B)Distance value
C)Y-Intercept
D)Residual
A)Correlation coefficient
B)Distance value
C)Y-Intercept
D)Residual
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36
A simple regression analysis with 20 observations would yield ________ degrees of freedom error and _________ degrees of freedom total.
A)1,20
B)18,19
C)19,20
D)1,19
E)18,20
A)1,20
B)18,19
C)19,20
D)1,19
E)18,20
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37
In simple regression analysis,the quantity
Is called the __________ sum of squares.
A)Total
B)Explained
C)Unexplained
D)Error
Is called the __________ sum of squares.
A)Total
B)Explained
C)Unexplained
D)Error
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38
If the Durbin-Watson statistic is less than dL,then we conclude that:
A)There is significant positive autocorrelation.
B)There is significant negative autocorrelation.
C)There is significant autocorrelation,but we cannot identify whether it is positive or negative.
D)The test results are inconclusive.
A)There is significant positive autocorrelation.
B)There is significant negative autocorrelation.
C)There is significant autocorrelation,but we cannot identify whether it is positive or negative.
D)The test results are inconclusive.
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39
When using simple linear regression,we would like to use confidence intervals for the ___________ and prediction intervals for the ___________ at a given value of x.
A)individual y-value,mean y-value
B)Mean y-value,individual y-value
C)Slope,mean slope
D)y-intercept,mean y-intercept
A)individual y-value,mean y-value
B)Mean y-value,individual y-value
C)Slope,mean slope
D)y-intercept,mean y-intercept
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40
If the Durbin-Watson statistic is greater than (4 - dL),then we conclude that:
A)There is significant positive autocorrelation.
B)There is significant negative autocorrelation.
C)There is significant autocorrelation,but we cannot identify whether it is positive or negative.
D)The test result is inconclusive.
A)There is significant positive autocorrelation.
B)There is significant negative autocorrelation.
C)There is significant autocorrelation,but we cannot identify whether it is positive or negative.
D)The test result is inconclusive.
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41
The range for r2 is between 0 and 1,and the range for r is between ____________.
A)0 and 1
B)-1 and 1
C)-1 and 0
D)no limit
A)0 and 1
B)-1 and 1
C)-1 and 0
D)no limit
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42
If there is significant autocorrelation present in a data set,the ________________ assumption is violated.
A)Normality
B)Independence of error terms
C)μ = 0
D)Constant variation
A)Normality
B)Independence of error terms
C)μ = 0
D)Constant variation
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43
When the constant variance assumption holds,a plot of the residual versus x:
A)Fans out.
B)Funnels in.
C)Fans out,but then funnels in.
D)Forms a horizontal band pattern.
E)Suggests an increasing error variancE.
A)Fans out.
B)Funnels in.
C)Fans out,but then funnels in.
D)Forms a horizontal band pattern.
E)Suggests an increasing error variancE.
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44
For a given data set,specific value of X,and confidence level,if all the other factors are constant,the confidence interval for the mean value of Y will ___________ be wider than the corresponding prediction interval for the individual value of Y.
A)Always
B)Sometimes
C)Never
A)Always
B)Sometimes
C)Never
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45
The following results were obtained as a part of simple regression analysis:
R2 = .9162
F statistic from the F table = 3.59
Calculated value of F from the ANOVA table = 81.87
Α = .05
P-value = .000
The null hypothesis of no linear relationship between the dependent variable and the independent variable:
A)Is rejected.
B)Cannot be tested with the given information.
C)Is not rejected.
D)Is not an appropriate null hypothesis for this situation.
R2 = .9162
F statistic from the F table = 3.59
Calculated value of F from the ANOVA table = 81.87
Α = .05
P-value = .000
The null hypothesis of no linear relationship between the dependent variable and the independent variable:
A)Is rejected.
B)Cannot be tested with the given information.
C)Is not rejected.
D)Is not an appropriate null hypothesis for this situation.
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46
For the same set of observations on a specified dependent variable,two different independent variables were used to develop two separate simple linear regression models.A portion of the results is presented below.
Based on the results given above,we can conclude that:
A)A prediction based on Model 1 is better than a prediction based on Model 2.
B)A prediction based on Model 2 is better than a prediction based on Model 1.
C)There is no difference in the predictive ability between Model 1 and Model 2.
D)There is not sufficient information to determine which of the two models is superior for prediction purposes.
Based on the results given above,we can conclude that:
A)A prediction based on Model 1 is better than a prediction based on Model 2.
B)A prediction based on Model 2 is better than a prediction based on Model 1.
C)There is no difference in the predictive ability between Model 1 and Model 2.
D)There is not sufficient information to determine which of the two models is superior for prediction purposes.
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47
After plotting the data points on a scatter diagram,we have observed an inverse relationship between the independent variable (X)and the dependent variable (Y).Therefore,we can expect both the sample ___________ and the sample _____________ to be negative values.
A)Intercept,slope
B)Slope,coefficient of determination
C)Intercept,correlation coefficient
D)Slope,correlation coefficient
E)Slope,standard error of estimate
A)Intercept,slope
B)Slope,coefficient of determination
C)Intercept,correlation coefficient
D)Slope,correlation coefficient
E)Slope,standard error of estimate
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48
The strength of the relationship between two quantitative variables can be measured by:
A)The slope of a simple linear regression equation.
B)The Y intercept of the simple linear regression equation.
C)The coefficient of correlation.
D)The coefficient of determination.
E)Both The coefficient of correlation and The coefficient of determination.
A)The slope of a simple linear regression equation.
B)The Y intercept of the simple linear regression equation.
C)The coefficient of correlation.
D)The coefficient of determination.
E)Both The coefficient of correlation and The coefficient of determination.
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49
The least squares point estimates of the simple linear regression model minimize the ____________.
A)SS Error
B)Total variance
C)MS Error
D)Explained variance
A)SS Error
B)Total variance
C)MS Error
D)Explained variance
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50
The simple linear regression (least squares method)minimizes:
A)The explained variation.
B)SSyy.
C)Total variation.
D)SSxx.
E)SSE.
A)The explained variation.
B)SSyy.
C)Total variation.
D)SSxx.
E)SSE.
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51
The ____________ assumption requires that all variation around the regression line should be equal at all possible values (levels)of the independent variable.
A)Normality
B)Control variation
C)Constant variance
D)Independence
A)Normality
B)Control variation
C)Constant variance
D)Independence
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52
The ___________ of the simple linear regression model is the value of y when the mean value of x is zero.
A)y-intercept
B)slope
C)independent variable
D)response variable
A)y-intercept
B)slope
C)independent variable
D)response variable
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53
The coefficient of determination measures the _____________ explained by the simple linear regression model.
A)Correlation
B)Proportion of variation
C)Standard error
D)Mean square error
A)Correlation
B)Proportion of variation
C)Standard error
D)Mean square error
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54
The _____________ is the range of the previously observed values of x.
A)Population region
B)Experimental region
C)Slope
D)Coefficient of determination
A)Population region
B)Experimental region
C)Slope
D)Coefficient of determination
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55
In simple regression analysis,if the correlation coefficient is a positive value,then:
A)The Y intercept must also be a positive value.
B)The coefficient of determination can be either positive or negative,depending on the value of the slope.
C)The least squares regression equation could either have a positive or a negative slope.
D)The slope of the regression line must also be positive.
E)The standard error of estimate can have either a positive or a negative valuE.
A)The Y intercept must also be a positive value.
B)The coefficient of determination can be either positive or negative,depending on the value of the slope.
C)The least squares regression equation could either have a positive or a negative slope.
D)The slope of the regression line must also be positive.
E)The standard error of estimate can have either a positive or a negative valuE.
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56
Which of the following is a violation of the independence assumption?
A)Negative autocorrelation
B)A pattern of cyclical error terms over time
C)Positive autocorrelation
D)A pattern of alternating error terms over time
E)All of these
A)Negative autocorrelation
B)A pattern of cyclical error terms over time
C)Positive autocorrelation
D)A pattern of alternating error terms over time
E)All of these
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57
In a simple linear regression model,the intercept term is the mean value of y when x equals _____.
A)1
B)0
C)-1
D)y
A)1
B)0
C)-1
D)y
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58
In a simple regression analysis for a given data set,if the null hypothesis β = 0 is rejected,then the null hypothesis ρ = 0 is also rejected.This statement is ___________ true.
A)Always
B)Never
C)Sometimes
A)Always
B)Never
C)Sometimes
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59
Any value of the error term in a regression model _____________ any other value of the error term.
A)Increases with
B)Is dependent on
C)Is independent of
D)Is exactly the same as
A)Increases with
B)Is dependent on
C)Is independent of
D)Is exactly the same as
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60
In a simple linear regression model,the slope term is the change in the mean value of y associated with _____________ in x.
A)a corresponding increase
B)a variable change
C)no change
D)a one-unit increase
A)a corresponding increase
B)a variable change
C)no change
D)a one-unit increase
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61
Regression Analysis
The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
If the manager decides to spend $3000 on advertising,based on the simple linear regression results given above,what are the estimated sales?

The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
If the manager decides to spend $3000 on advertising,based on the simple linear regression results given above,what are the estimated sales?
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62
A ______________________ measures the strength of the relationship between a dependent variable (Y)and an independent variable (X).
A)Coefficient of determination
B)Correlation coefficient
C)Slope
D)Standard error
A)Coefficient of determination
B)Correlation coefficient
C)Slope
D)Standard error
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63
An experiment was performed on a certain metal to determine if the strength is a function of heating time.Results based on 10 metal sheets are given below.Use the simple linear regression model.
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64
The following results were obtained from a simple regression analysis:
Ŷ = 37.2895 - 1.2024X
r2 = .6744 sb = .2934
When X (independent variable)is equal to zero,what is the estimated value of Y (dependent variable)?
Ŷ = 37.2895 - 1.2024X
r2 = .6744 sb = .2934
When X (independent variable)is equal to zero,what is the estimated value of Y (dependent variable)?
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65
Regression Analysis
The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
What are the limits of the 95 percent confidence interval for the population slope?

The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
What are the limits of the 95 percent confidence interval for the population slope?
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66
Regression Analysis
The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
What is the value of the simple coefficient of determination?

The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
What is the value of the simple coefficient of determination?
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67
The ____________________ is the proportion of the total variation in the dependent variable explained by the regression model.
A)Coefficient of determination
B)Correlation coefficient
C)Slope
D)Standard error
A)Coefficient of determination
B)Correlation coefficient
C)Slope
D)Standard error
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68
The following results were obtained from a simple regression analysis:
Ŷ = 37.2895 - 1.2024X
r2 = .6744 sb = .2934
For each unit change in X (independent variable),what is the estimated change in Y (dependent variable)?
Ŷ = 37.2895 - 1.2024X
r2 = .6744 sb = .2934
For each unit change in X (independent variable),what is the estimated change in Y (dependent variable)?
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69
Regression Analysis
The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
Determine a 95 percent confidence interval estimate of the daily average store sales based on $3000 advertising expenditures.The distance value for this particular prediction is reported as .

The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
Determine a 95 percent confidence interval estimate of the daily average store sales based on $3000 advertising expenditures.The distance value for this particular prediction is reported as .
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70
Use the following results obtained from a simple linear regression analysis with 12 observations.
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71
An experiment was performed on a certain metal to determine if the strength is a function of heating time.Results based on 10 metal sheets are given below.Use the simple linear regression model.
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72
An experiment was performed on a certain metal to determine if the strength is a function of heating time.Results based on 10 metal sheets are given below.
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Unlock for access to all 147 flashcards in this deck.
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73
Regression Analysis
The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
At a significance level of .05,test the significance of the slope and state your conclusion.

The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
At a significance level of .05,test the significance of the slope and state your conclusion.
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Unlock for access to all 147 flashcards in this deck.
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74
Regression Analysis
The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
What are the limits of the 99 percent prediction interval of the daily sales in dollars of an individual grocery store that has spent $3000 on advertising expenditures?

The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
What are the limits of the 99 percent prediction interval of the daily sales in dollars of an individual grocery store that has spent $3000 on advertising expenditures?
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Unlock for access to all 147 flashcards in this deck.
Unlock Deck
k this deck
75
Regression Analysis
The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
What is the estimated simple linear regression equation?

The local grocery store wants to predict its daily sales in dollars.The manager believes that the amount of newspaper advertising significantly affects the store's sales.He randomly selects 7 days of data consisting of daily grocery store sales (in thousands of dollars)and advertising expenditures (in thousands of dollars).The Excel/MegaStat output given above summarizes the results of the regression model.
What is the estimated simple linear regression equation?
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76
An experiment was performed on a certain metal to determine if the strength is a function of heating time.Results based on 10 metal sheets are given below.Use the simple linear regression model.
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77
If one of the assumptions of the regression model is violated,performing data transformations on the ____________ can remedy the situation.
A)independent variable
B)slope
C)predictor variable
D)response variable
A)independent variable
B)slope
C)predictor variable
D)response variable
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78
An experiment was performed on a certain metal to determine if the strength is a function of heating time.Results based on 10 metal sheets are given below.
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79
The following results were obtained from a simple regression analysis:
Ŷ = 37.2895 - (1.2024)X
r2 = .6744 sb = .2934
What is the proportion of the variation explained by the simple linear regression model?
Ŷ = 37.2895 - (1.2024)X
r2 = .6744 sb = .2934
What is the proportion of the variation explained by the simple linear regression model?
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80
The _____ distribution is used for testing the significance of the slope term.
A)t
B)z
C)r
D)r2
A)t
B)z
C)r
D)r2
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