Statistics Assignment14

Question 1

1. If the coefficient of multiple determination is 0.81, what percent of variation is not explained?

Answer

19%

90%

66%

81%

10 points

Question 2

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

Answer

-7.1

+6.3

+5.2

+4.4

10 points

Question 3

1. In an ANOVA table for a multiple regression analysis, total variation is separated into

Answer

treatment and error variation

regression and residual variation

treatment and block variation

block and error variation

10 points

Question 4

1. The best example of a null hypothesis for testing an individual regression coefficient is:

Answer

H0: β1 = β2 = β3 = β4 = 0

H0: µ1 = µ2 = µ3 = µ4 = 0

H0: β1 = 0

H0: β1 ≠ 0

10 points

Question 5

1. The adjusted coefficient of determination

Answer

Is the ratio of SSR to SS total.

Can range from –1.00 up to 1.00.

Is ratio of the SSE to the SS total.

Corrects for the number of independent variables in a regression equation.

10 points

Question 6

1. In multiple regression analysis, testing the global null hypothesis that all regression coefficients are zero is based on

Answer

a z statistic

a t statistic

an F statistic

binomial distribution

10 points

Question 7

1. A researcher is studying the effect of ten different variables on a critical measure of business performance. In selecting the best set of independent variables to predict the dependent variable, a forward selection method is used. How are variables selected for inclusion in the model?

Answer

Highest increase in the multiple R2.

Largest p-value.

Smallest p-value.

Smallest regression coefficient.

10 points

Question 8

1. The multiple coefficient of determination

Answer

Is ratio of the SSE to the SS total.

Reports the percent of the variation in the dependent variable explained by the independent variables.

Can range from -1.00 up to 1.00.

Is based on the interaction mean square.

10 points

Question 9

1. In multiple regression analysis, how is the degree of association between a set of independent variables and a dependent variable measured?

Answer

Confidence intervals.

Autocorrelation

.

Coefficient of multiple determination.

Standard error of estimate.

10 points

Question 10

1. In multiple regression analysis, when the independent variables are highly correlated, this situation is called ___________________.

Answer

Autocorrelation

Multicollinearity

Homoscedasticity

Curvilinearity

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