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In multiple regression analysis, before testing the significance of the individual regression coefficients, _______________.


A) The intercept must equal 0
B) The multiple standard error of the estimate must be less than the error mean square
C) The null hypothesis that all regression coefficients equal zero must NOT be rejected
D) The null hypothesis that all regression coefficients equal zero must be rejected

E) All of the above
F) A) and B)

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D

Multiple regression analysis is used when one independent variable is used to predict values of two or more dependent variables.

A) True
B) False

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In an ANOVA for a multiple regression analysis, the three sources of variation are __________________.

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total, regression, and residual

Which of the following statements about stepwise regression is true?


A) It only uses dependent variables and adds them one by one.
B) It uses independent variables with insignificant regression coefficients.
C) It is a step-by-step method that adds independent variables one by one in order to build a more efficient regression equation.
D) It first selects the independent variable with the weakest correlation first.

E) B) and C)
F) A) and D)

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A manager at a local bank analyzed the relationship between monthly salary and three independent variables: length of service (measured in months) , gender (0 = female, 1 = male) and job type (0 = clerical, 1 = technical) . The following ANOVA summarizes the regression results: A manager at a local bank analyzed the relationship between monthly salary and three independent variables: length of service (measured in months) , gender (0 = female, 1 = male)  and job type (0 = clerical, 1 = technical) . The following ANOVA summarizes the regression results:   Based on the hypothesis tests for the individual regression coefficients, ____________. A)  All the regression coefficients are not equal to zero B)   Job  is the only significant variable in the model C)  Only months of service and gender are significantly related to monthly salary D)   Service  is the only significant variable in the model Based on the hypothesis tests for the individual regression coefficients, ____________.


A) All the regression coefficients are not equal to zero
B) "Job" is the only significant variable in the model
C) Only months of service and gender are significantly related to monthly salary
D) "Service" is the only significant variable in the model

E) A) and B)
F) A) and D)

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Stepwise regression analysis is also called a "backward elimination" method.

A) True
B) False

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Consider the multiple regression model shown next between the dependent variable Y and three independent variables X1, X2, and X3, which result in the following function: Consider the multiple regression model shown next between the dependent variable Y and three independent variables X<sub>1</sub>, X<sub>2</sub>, and X<sub>3</sub>, which result in the following function:   For this model, there were 35 observations; SSR = 1400 and SSE = 600. The critical F value at the 1% level of significance is _______. A)  3.83 B)  2.61 C)  4.02 D)  2.53 For this model, there were 35 observations; SSR = 1400 and SSE = 600. The critical F value at the 1% level of significance is _______.


A) 3.83
B) 2.61
C) 4.02
D) 2.53

E) A) and C)
F) A) and B)

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What does the correlation matrix for a multiple regression analysis contain?


A) Multiple correlation coefficients
B) Simple correlation coefficients
C) Multiple coefficients of determination
D) Multiple standard errors of estimate

E) A) and C)
F) B) and C)

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B

The following correlations were computed as part of a multiple regression analysis that used education, job, and age to predict income. The following correlations were computed as part of a multiple regression analysis that used education, job, and age to predict income.   What is this table called? A)  Net regression coefficients B)  Coefficients of nondetermination C)  Analysis of variance D)  Correlation matrix What is this table called?


A) Net regression coefficients
B) Coefficients of nondetermination
C) Analysis of variance
D) Correlation matrix

E) A) and C)
F) A) and B)

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A multiple regression model includes three independent variables: X1, X2, and (X1)(X2). (X1)(X2) is called the ________________________.

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interactio...

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A __________ analysis is used to develop an equation that predicts an outcome based on two or more independent variables.

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For a global test of a multiple regression equation, the F distribution is defined by the regression and residual degrees of freedom.

A) True
B) False

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The following graph is used to evaluate an assumption of a multiple regression analysis. What is the assumption? The following graph is used to evaluate an assumption of a multiple regression analysis. What is the assumption?

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Normal distribution of residua...

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In multiple regression analysis, a dummy variable is ____________.


A) An additional quantitative variable
B) A nominal variable with three or more values
C) A nominal variable with only two values
D) A new regression coefficient

E) A) and B)
F) All of the above

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In multiple regression analysis, residual analysis is used to test the requirement that ___________.


A) The variation in the residuals is the same for all predicted values of Y
B) The independent variables are the direct cause of the dependent variable
C) The number of independent variables included in the analysis is correct
D) The prediction error is minimized

E) A) and D)
F) B) and C)

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In multiple regression analysis, residuals (Y - Ŷ) are used to __________.


A) Provide a global test of a multiple regression model
B) Evaluate the assumption of linearity
C) Calculate the variance inflation factor
D) Compare two regression coefficients

E) All of the above
F) A) and D)

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In multiple regression analysis, the ________ scale is used to measure a dummy variable.

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What are the five assumptions of linear multiple regression?

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(1) A linear relationship between the de...

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In a multiple regression analysis, the following correlation matrix was computed. In a multiple regression analysis, the following correlation matrix was computed.   Which independent variables are highly correlated with the dependent variable? Which independent variables are highly correlated with the dependent variable?

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X2 and X4
Explanation: The depen...

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To evaluate the assumption of linearity, a multiple regression analysis should include ___________.


A) A calculation of variance inflation factors
B) Hypothesis tests of individual regression coefficients
C) Scatter diagrams of the dependent variable plotted as a function of each independent variable
D) An ANOVA table

E) A) and D)
F) B) and C)

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