Question 1

A log transformation might be appropriate to alleviate which problem(s) ?

Accepted Answer

A)  Heteroscedastic residuals
B)  Multicollinearity
C)  Autocorrelated residualsD) All of the above
E) A) and B)

Question 2

A regression with 72 observations and 9 predictors violates

Accepted Answer

A)  Evans' Rule.
B)  Klein's Rule.
C)  Doane's Rule.
D)  Sturges' Rule.E) None of the above
F) A) and D)

Question 3

In a multiple regression with five predictors in a sample of 56 U.S.cities,what would be the critical value for an F-test of overall significance at α = .05?

Accepted Answer

A)  2.45
B)  2.37
C)  2.40
D)  2.56E) C) and D)
F) All of the above

Question 4

There is one residual for each predictor in the regression model.

Accepted Answer

A) True 
 B)False

Question 5

In a regression,the model with the best fit is preferred over all other models.

Accepted Answer

A) True 
 B)False

Question 6

Which statement is incorrect?

Accepted Answer

A)  Positive autocorrelation results in too many centerline crossings in the residual plot over time.
B)  The R2 statistic can only increase (or stay the same) when you add more predictors to a regression.
C)  If the F-statistic is insignificant,the t statistics for the predictors also are insignificant at the same α.
D)  A regression with 60 observations and 5 predictors does not violate Evans' Rule.E) A) and C)
F) B) and D)

Question 7

A negative estimated coefficient in a regression usually indicates a weak predictor.

Accepted Answer

A) True 
 B)False

Question 8

Based on the following regression ANOVA table,what is the R2?

Accepted Answer

A)  0.1336
B)  0.6005
C)  0.3995
D)  Insufficient information to answerE) All of the above
F) C) and D)

Question 9

Which is not a correct way to find the coefficient of determination?

Accepted Answer

A)  SSR/SSE
B)  SSR/SST
C)  1 − SSE/SSTD) B) and C)
E) A) and B)

Question 10

Simple tests for nonlinearity in a regression model can be performed by

Accepted Answer

A)  squaring the standard error.
B)  including squared predictors.
C)  deleting predictors one at a time.D) A) and B)
E) A) and C)

Question 11

Using data for a large sample of cars (n = 93),a statistics student calculated a matrix of correlation coefficients for selected variables describing each car.(a)In the spaces provided,write the two-tailed critical values of the correlation coefficient for α = .05 and α = .01 respectively.Show how you derived these critical values.(b)Mark with * all correlations that are significant at α = .05,and mark with ** those that are significant at α = .01.(c)Why might you expect a negative correlation between Weight and HwyMPG? (d)Why might you expect a positive correlation between HPMax and Length? Explain your reasoning.(e)Why is the matrix empty above the diagonal?

Accepted Answer

(a)As explained in Chapter 12,for d.f.= ...

Question 12

The random error term in a regression model reflects all factors omitted from the model.

Accepted Answer

A) True 
 B)False

Question 13

Which of the following is not true of the standard error of the regression?

Accepted Answer

A)  It is a measure of the accuracy of the prediction.
B)  It is based on squared vertical deviations between the actual and predicted values of Y.
C)  It would be negative when there is an inverse relationship in the model.
D)  It is used in constructing confidence and prediction intervals for Y.E) A) and B)
F) B) and D)

Question 14

The backward elimination of stepwise regression

Accepted Answer

A)  sometimes misses the best model for a given number of predictors.
B)  adds predictors one at a time starting with the best single predictor.
C)  runs all possible models and then chooses the best one.
D)  requires nonlinear estimation using maximum likelihood.E) A) and B)
F) None of the above

Question 15

Unlike other predictors,a binary predictor has a t-value that is either 0 or 1.

Accepted Answer

A) True 
 B)False

Question 16

In a regression with 60 observations and 7 predictors,there will be ________ residuals.

Accepted Answer

A)  60
B)  59
C)  52
D)  6E) All of the above
F) B) and C)

Question 17

A regression of Y using four independent variables X1,X2,X3,X4 could also have up to four nonlinear terms (X2)and six simple interaction terms (XjXk)if you have enough observations to justify them.

Accepted Answer

A) True 
 B)False

Question 18

Which statement best describes this regression where Y = highway miles per gallon (MPG) in 91 cars?

Accepted Answer

A)  Regression is statistically significant but with large error in the MPG predictions.
B)  Regression is statistically significant and has quite small MPG prediction errors.
C)  Regression is not quite significant,but predictions should be very good.
D)  This is not a significant regression at any customary level of α.E) A) and C)
F) All of the above

Question 19

Which is not a name often given to an independent variable that takes on just two values (0 or 1) according to whether or not a given characteristic is absent or present?

Accepted Answer

A)  Absent variable
B)  Binary variable
C)  Dummy variableD) None of the above
E) All of the above

Question 20

The F-test for ANOVA in a regression model with 4 predictors and 47 observations would have how many degrees of freedom?

Accepted Answer

A)  (3,44) 
B)  (4,46) 
C)  (4,42) 
D)  (3,43) E) None of the above
F) C) and D)

Exam 13: Multiple Regression

In a regression,the model with the best fit is preferred over all other models.

Correct Answer
verified

The random error term in a regression model reflects all factors omitted from the model.

Correct Answer
verified

In a regression with 60 observations and 7 predictors,there will be ________ residuals.

Correct Answer
verified

A regression of Y using four independent variables X1,X2,X3,X4 could also have up to four nonlinear terms (X2)and six simple interaction terms (XjXk)if you have enough observations to justify them.

Correct Answer
verified

Unlike other predictors,a binary predictor has a t-value that is either 0 or 1.

Correct Answer
verified

Based on the following regression ANOVA table,what is the R2?

Correct Answer
verified

A negative estimated coefficient in a regression usually indicates a weak predictor.

Correct Answer
verified

Which statement is incorrect?

Correct Answer
verified

The backward elimination of stepwise regression

Correct Answer
verified

Which of the following is not true of the standard error of the regression?

Correct Answer
verified

Which is not a name often given to an independent variable that takes on just two values (0 or 1) according to whether or not a given characteristic is absent or present?

Correct Answer
verified

Which statement best describes this regression where Y = highway miles per gallon (MPG) in 91 cars?

Correct Answer
verified

Which is not a correct way to find the coefficient of determination?

Correct Answer
verified

The F-test for ANOVA in a regression model with 4 predictors and 47 observations would have how many degrees of freedom?

Correct Answer
verified

A regression with 72 observations and 9 predictors violates

Correct Answer
verified

Correct Answer
verified
(a)As explained in Chapter 12,for d.f.= ...
View Answer

In a multiple regression with five predictors in a sample of 56 U.S.cities,what would be the critical value for an F-test of overall significance at α = .05?

Correct Answer
verified

There is one residual for each predictor in the regression model.

Correct Answer
verified

Simple tests for nonlinearity in a regression model can be performed by

Correct Answer
verified

A log transformation might be appropriate to alleviate which problem(s) ?

Correct Answer
verified

Exam 13: Multiple Regression

In a regression,the model with the best fit is preferred over all other models.

Correct AnswerverifiedShow Answer

The random error term in a regression model reflects all factors omitted from the model.

Correct AnswerverifiedShow Answer

In a regression with 60 observations and 7 predictors,there will be ________ residuals.

Correct AnswerverifiedShow Answer

A regression of Y using four independent variables X1,X2,X3,X4 could also have up to four nonlinear terms (X2)and six simple interaction terms (XjXk)if you have enough observations to justify them.

Correct AnswerverifiedShow Answer

Unlike other predictors,a binary predictor has a t-value that is either 0 or 1.

Correct AnswerverifiedShow Answer

Based on the following regression ANOVA table,what is the R2?

Correct AnswerverifiedShow Answer

A negative estimated coefficient in a regression usually indicates a weak predictor.

Correct AnswerverifiedShow Answer

Which statement is incorrect?

Correct AnswerverifiedShow Answer

The backward elimination of stepwise regression

Correct AnswerverifiedShow Answer

Which of the following is not true of the standard error of the regression?

Correct AnswerverifiedShow Answer

Which is not a name often given to an independent variable that takes on just two values (0 or 1) according to whether or not a given characteristic is absent or present?

Correct AnswerverifiedShow Answer

Which statement best describes this regression where Y = highway miles per gallon (MPG) in 91 cars?

Correct AnswerverifiedShow Answer

Which is not a correct way to find the coefficient of determination?

Correct AnswerverifiedShow Answer

The F-test for ANOVA in a regression model with 4 predictors and 47 observations would have how many degrees of freedom?

Correct AnswerverifiedShow Answer

A regression with 72 observations and 9 predictors violates

Correct AnswerverifiedShow Answer

Correct Answerverified(a)As explained in Chapter 12,for d.f.= ...View AnswerShow Answer

In a multiple regression with five predictors in a sample of 56 U.S.cities,what would be the critical value for an F-test of overall significance at α = .05?

Correct AnswerverifiedShow Answer

There is one residual for each predictor in the regression model.

Correct AnswerverifiedShow Answer

Simple tests for nonlinearity in a regression model can be performed by

Correct AnswerverifiedShow Answer

A log transformation might be appropriate to alleviate which problem(s) ?

Correct AnswerverifiedShow Answer

Correct Answer
verified

Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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Correct Answer
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(a)As explained in Chapter 12,for d.f.= ...
View Answer

Correct Answer
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Correct Answer
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Correct Answer
verified

Correct Answer
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