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 pvalue. 
Smallest pvalue. 
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 