QTN 561 : Week 5: DQ Questions

1

In a multiple regression equation, there are two or more:

A)

dependent variables.

B)

independent variables.

C)

intercept values.

D)

coefficients of determination

2

Which of the following statements is true about a dummy variable or indicator variable?

A)

It may assume only a value of 0 or 1.

B)

It is another term for the dependent variable.

C)

It is found by (Y - ?).

D)

It is equal to ?.

3

The multiple standard error of estimate is:

A)

found by taking the square root of SSR/SS total.

B)

negative when one of the net regression coefficients is 0.

C)

based on the term, (Y - ?) 2.

D)

the error of estimating the regression coefficients.

4

In the ANOVA table, the value of k is the:

A)

sum of squares total.

B)

total number of observations

C)

number of degrees of freedom.

D)

number of independent variables.

5

A correlation matrix shows:

A)

all simple correlation coefficients.

B)

all possible net regression coefficients.

C)

only positive correlation coefficients.

D)

the multiple regression equation.

6

Which of the following statements is true for a multiple regression equation?

A)

There is only one dependent variable.

B)

The R2 term must be at least .50.

C)

All the regression coefficients must be between -1.00 and 1.00.

D)

There is only one (Y - ?).

7

Multicollinearity occurs when which of the following conditions exists?

A)

The residuals are correlated.

B)

Time is involved in the analysis.

C)

The independent variables are correlated.

D)

The residuals are not constant for all ? values.

8

For a multiple regression analysis, the global hypothesis test determines:

A)

which regression coefficients do not equal 0.

B)

whether any of the regression coefficients differ from 0.

C)

whether any of the correlation coefficients differ from 0.

D)

whether the intercept differs from 0.

9

In testing the significance of individual regression coefficients,

A)

the test statistic is the t distribution.

B)

we test for differences between each pair of regression coefficients.

C)

we usually delete the variables where the null hypothesis is rejected.

D)

regression coefficients with a negative coefficient are deleted from the equation.

10

Which of the following statements is true about a residual?

A)

It has the same degrees of freedom as the MSE term.

B)

It cannot assume a negative value.

C)

It is summarized in a correlation matrix.

D)

It is the difference between the actual and the predicted value of a dependent variable.

11

The multiple coefficient of determination:

A)

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

B)

can range from -1.00 up to 1.00.

C)

is the ratio of the SSE to the SS total.

D)

is based on the interaction mean square.

12

The adjusted coefficient of determination:

A)

is the ratio of SSR to SS total.

B)

can range from -1.00 up to 1.00.

C)

is the ratio of the SSE to the SS total.

D)

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

13

An example of an interaction term in a multiple regression model is:

A)

(X1) + (X2).

B)

(X1)(X2).

C)

(b1)(b2).

D)

(b1)(b2) + (X1)(X2).

14

Stepwise regression is a method to:

A)

eliminate insignificant variables from a multiple regression equation.

B)

decrease the multiple coefficient of determination by selecting variables to include in a multiple regression equation.

C)

increase the total sum of squares.

D)

use the best regression equation with a single independent variable.