1. In a multiple regression analysis, if the model provides a poor fit, this indicates that: a. the sum of squares for error will be large. b. the standard error of estimate will be large. e. the coefficient of determination will be close to zero. d. All of these choices are true. Suppose

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Ch 17 multiple regression
1. In a multiple regression analysis, if the model provides a poor fit, this indicates that:
a. the sum of squares for error will be large.
b. the standard error of estimate will be large.
c. the coefficient of determination will be close to zero.
d. All of these choices are true.
2. Suppose a multiple regression analysis involving 25 data points has -18 and SSE = 36. Then, the
number of the independent variables must be:
a. 6
b. 5
C. 4
d. 3
3. In a multiple regression model, the mean of the probability distribution of the error variable e is
assumed to be:
a. 1.0
b. 0.0
e. k, where k is the number of independent variables included in the model.
d. None of these choices.
4. The adjusted coefficient of determination is adjusted for the:
a. number of regression parameters including the y-intercept.
b. number of dependent variables and the sample size.
c. number of independent variables and the sample size.
d. coefficient of correlation and the significance level.
5. In a multiple regression model, the standard deviation of the error variable e is assumed to be:
a. constant.
b. 0.
c. 1.0.
d. None of these choices.
6. In multiple regression analysis, the ratio MSR/MSE yields the:
a. 1-test statistie for testing each individual regression coefficient.
b. F-test statistic for testing the validity of the regression equation.
c. coefficient of determination.
d. adjusted coefficient of determination.
7. In a multiple regression analysis involving 6 independent variables, the total variation in y is 900 and
SSR - 600. What is the value of SSE?
a. 300
b. 1.50
e. 0.67
d. None of these choices.
8. In order to test the validity of a multiple regression model involving 5 independent variables and 30
observations, the numerator and denominator degrees of freedom for the critical value of Fare,
respectively,
a. 5 and 30
b. 6 and 29
e. S and 24
d. 6 and 25
Transcribed Image Text:Ch 17 multiple regression 1. In a multiple regression analysis, if the model provides a poor fit, this indicates that: a. the sum of squares for error will be large. b. the standard error of estimate will be large. c. the coefficient of determination will be close to zero. d. All of these choices are true. 2. Suppose a multiple regression analysis involving 25 data points has -18 and SSE = 36. Then, the number of the independent variables must be: a. 6 b. 5 C. 4 d. 3 3. In a multiple regression model, the mean of the probability distribution of the error variable e is assumed to be: a. 1.0 b. 0.0 e. k, where k is the number of independent variables included in the model. d. None of these choices. 4. The adjusted coefficient of determination is adjusted for the: a. number of regression parameters including the y-intercept. b. number of dependent variables and the sample size. c. number of independent variables and the sample size. d. coefficient of correlation and the significance level. 5. In a multiple regression model, the standard deviation of the error variable e is assumed to be: a. constant. b. 0. c. 1.0. d. None of these choices. 6. In multiple regression analysis, the ratio MSR/MSE yields the: a. 1-test statistie for testing each individual regression coefficient. b. F-test statistic for testing the validity of the regression equation. c. coefficient of determination. d. adjusted coefficient of determination. 7. In a multiple regression analysis involving 6 independent variables, the total variation in y is 900 and SSR - 600. What is the value of SSE? a. 300 b. 1.50 e. 0.67 d. None of these choices. 8. In order to test the validity of a multiple regression model involving 5 independent variables and 30 observations, the numerator and denominator degrees of freedom for the critical value of Fare, respectively, a. 5 and 30 b. 6 and 29 e. S and 24 d. 6 and 25
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