## Ch.13 Quiz

Instructions

This assessment is worth 100 points.

1. What is the measurement of explained variation?   (10 points)

 a. Coefficient of multiple determination b. Coefficient of multiple nondetermination c. Regression coefficient d. Correlation matrix e. None of the above

2. When does multicollinearity occur in a multiple regression analysis?   (10 points)

 a. Dependent variables are highly correlated b. Independent variables are minimally correlated c. Independent variables are highly correlated d. Independent variables have no correlation e. None of the above

3. How is the Y intercept in the multiple regression equation represented?   (10 points)

 a. b1 b. x1 c. b2 d. x2 e. None of the above

4. What happens as the scatter of data values about the regression plane increases?   (10 points)

 a. Standard error of estimate increases b. R2 decreases c. (1 – R2) increases d. Residual sum of squares increases e. All of the above are correct

5. For a unit change in the first independent variable with other things being held constant, what change can be expected in the dependent variable in the multiple regression equation Y' = 5.2 + 6.3X1 – 7.1X2?   (10 points)

 a. – 7.1 b. + 6.3 c. + 5.2 d. + 4.4 e. None of the above

6. The best example of an alternate hypothesis for a global test of a multiple regression model is:   (10 points)

 a. H1: b1 = b2 = b3 = b4 b. H1: b1 ¹ b2 ¹ b3 ¹ b4 c. H1: Not all the b's are 0 d. If F is less than 20.00 then fail to reject

7. In multiple regression analysis, residuals ( Y – Y' ) are used to:   (10 points)

 a. Provide a global test of a multiple regression model. b. Evaluate multicollinearity c. Evaluate homoscedasticity d. Compare two regression coefficients

8. Multiple regression analysis is applied when analyzing the relationship between   (10 points)

 a. An independent variable and several dependent variables b. A dependent variable and several independent variables c. Several dependent variables and several independent variables d. Several regression equations and a single sample e. None of the above

9. 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 ANOVA, the multiple coefficient of determination is   (10 points)

 a. 5.957% b. 59.3% c. 40.7% d. cannot be computed

10. 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,   (10 points)

 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