Question 1

Because multiple regression models consist of multiple independent variables, residual analysis cannot be performed.

Accepted Answer

A) True 
 B)False

Question 2

Leverage value is a statistic used to determine an outlier.

Accepted Answer

A) True 
 B)False

Question 3

In comparing regression models, the regression model with the largest R2 will also have the smallest standard error (s).

Accepted Answer

A) True 
 B)False

Question 4

The range of feasible values for the multiple coefficient of determination is from ________.

Accepted Answer

A)   0 to ∞
B)   −1 to 0
C)   −1 to 1
D)   0 to 1
E)   -∞ to 0

Question 5

The normal plot is a residual plot that checks the normality assumption.

Accepted Answer

A) True 
 B)False

Question 6

The mean square error of a multiple regression model with k independent variables and n observations is ________.

Accepted Answer

A)   SSE / n
B)   SSE / [n + (k + 1) ]
C)   SSE / [n − (k + 1) ]
D)   SSE / (k + 1)

Question 7

The general form of the quadratic multiple regression models is

Accepted Answer

A)   y = β1x1 + β2x2 + ε
B)   y = β0 + β1x1 + β2x2 + ε
C)   y = β0 + β1x + β2x2 + ε
D)   y = β0 + β1x2 + ε
E)   y = β0 + β1x1 +β2x22+ ε

Question 8

________ is an iterative variable selection procedure that allows an independent variable to be added to a multiple regression model in one iteration and deleted during the next iteration.

Accepted Answer

A)   Logistic regression
B)   Stepwise regression
C)   Quadratic regression
D)   Backward regression

Question 9

Which of the following residual plots is not used in regression analysis?

Accepted Answer

A)   residuals vs. parameter estimates
B)   residuals vs. values of an independent variable
C)   residuals vs. time order
D)   residuals vs. predicted values of the dependent variable
E)   standardized residuals vs. predicted values of the dependent variable

Question 10

In multiple regression analysis, a desirable residual plot has what type of appearance?

Accepted Answer

A)   curved
B)   cyclical
C)   fanning out
D)   funneling in
E)   horizontal band

Question 11

Assumptions of a regression model can be evaluated by plotting and analyzing the ________.

Accepted Answer

A)   independent variables
B)   dependent variables
C)   error terms
D)   beta values

Question 12

If a regression model with k independent variables has a C statistic less than ________, then the model is considered to be desirable.

Accepted Answer

A)   k + 1
B)   k
C)   k − 1
D)   1/k
E)   k − 2

Question 13

Given the regression model y = β0 + β1x1 + β2x2 + β3x12 + β4x22 + ε, if we wish to test the significance of higher-order terms (x12 and x22) , which test would we use?

Accepted Answer

A)   overall F test
B)   Durbin-Watson test
C)   partial F test
D)   t test
E)   Cook's distance measure

Question 14

The graph of the prediction equation obtained from the model y = β0 + β1X1 + β2X12 + ε is a(n)  ________.

Accepted Answer

A)   line
B)   plane
C)   parabola
D)   exponential curve

Question 15

An acceptable residual plot exhibits

Accepted Answer

A)   increasing error variance.
B)   decreasing error variance.
C)   constant error variance.
D)   a curved pattern.
E)   a mixture of increasing and decreasing error variance.

Question 16

A studentized residual for an observation that is greater than 2 in absolute value is evidence that the observation is an outlier.

Accepted Answer

A) True 
 B)False

Question 17

A t-test is used in testing the significance of an individual independent variable.

Accepted Answer

A) True 
 B)False

Question 18

When the quadratic regression model y = β0 + β1x + β2x2 + ε is used, the term β1 shows the rate of curvature of the parabola.

Accepted Answer

A) True 
 B)False

Question 19

The range of feasible values for the multiple coefficient of correlation is from ________.

Accepted Answer

A)   0 to ∞
B)   −1 to 0
C)   −1 to 1
D)   0 to 1
E)   -∞ to 0

Question 20

A partial F test is used to assess when at least one variable in a subset of squared and interaction variables in the multiple regression model is significant.

Accepted Answer

A) True 
 B)False

Exam 15: Multiple Regression and Model Building

A t-test is used in testing the significance of an individual independent variable.

Correct AnswerverifiedShow Answer

The general form of the quadratic multiple regression models is

Correct AnswerverifiedShow Answer

Which of the following residual plots is not used in regression analysis?

Correct AnswerverifiedShow Answer

In comparing regression models, the regression model with the largest R2 will also have the smallest standard error (s).

Correct AnswerverifiedShow Answer

A partial F test is used to assess when at least one variable in a subset of squared and interaction variables in the multiple regression model is significant.

Correct AnswerverifiedShow Answer

When the quadratic regression model y = β0 + β1x + β2x2 + ε is used, the term β1 shows the rate of curvature of the parabola.

Correct AnswerverifiedShow Answer

An acceptable residual plot exhibits

Correct AnswerverifiedShow Answer

Leverage value is a statistic used to determine an outlier.

Correct AnswerverifiedShow Answer

A studentized residual for an observation that is greater than 2 in absolute value is evidence that the observation is an outlier.

Correct AnswerverifiedShow Answer

The range of feasible values for the multiple coefficient of determination is from ________.

Correct AnswerverifiedShow Answer

Given the regression model y = β0 + β1x1 + β2x2 + β3x12 + β4x22 + ε, if we wish to test the significance of higher-order terms (x12 and x22) , which test would we use?

Correct AnswerverifiedShow Answer

In multiple regression analysis, a desirable residual plot has what type of appearance?

Correct AnswerverifiedShow Answer

The range of feasible values for the multiple coefficient of correlation is from ________.

Correct AnswerverifiedShow Answer

________ is an iterative variable selection procedure that allows an independent variable to be added to a multiple regression model in one iteration and deleted during the next iteration.

Correct AnswerverifiedShow Answer

The graph of the prediction equation obtained from the model y = β0 + β1X1 + β2X12 + ε is a(n) ________.

Correct AnswerverifiedShow Answer

Because multiple regression models consist of multiple independent variables, residual analysis cannot be performed.

Correct AnswerverifiedShow Answer

Assumptions of a regression model can be evaluated by plotting and analyzing the ________.

Correct AnswerverifiedShow Answer

The normal plot is a residual plot that checks the normality assumption.

Correct AnswerverifiedShow Answer

If a regression model with k independent variables has a C statistic less than ________, then the model is considered to be desirable.

Correct AnswerverifiedShow Answer

The mean square error of a multiple regression model with k independent variables and n observations is ________.

Correct AnswerverifiedShow Answer

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified

In comparing regression models, the regression model with the largest R² will also have the smallest standard error (s).

Correct Answer
verified

Correct Answer
verified

When the quadratic regression model y = β₀ + β₁x + β₂x² + ε is used, the term β₁ shows the rate of curvature of the parabola.

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified

Given the regression model y = β₀ + β₁x₁ + β₂x₂ + β₃x₁² + β₄x₂² + ε, if we wish to test the significance of higher-order terms (x₁² and x₂²) , which test would we use?

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified

The graph of the prediction equation obtained from the model y = β₀ + β₁X₁ + β₂X₁² + ε is a(n) ________.

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified