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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 |
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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 |
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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. |
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Smallest p-value. |
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Smallest regression coefficient. |
10 points
Question 8
1. The multiple coefficient of determination
Answer
|
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. |
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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 |
