Chapter 15: Multiple Regression
Quiz
A regression model in which more than one independent variable is used to predict the dependent variable is called
- a simple linear regression model
- a multiple regression model
- an independent model
- none of the above
A term used to describe the case when the independent variables in a multiple regression model are correlated is
- regression
- correlation
- multicollinearity
- none of the above
A multiple regression model has the form: y = 2 + 3x1 + 4x2. As x1 increases by 1 unit (holding x2 constant), y will
- increase by 3 units
- decrease by 3 units
- increase by 4 units
- decrease by 4 units
A multiple regression model has
- only one independent variable
- more than one dependent variable
- more than one independent variable
- none of the above
A measure of goodness of fit for the estimated regression equation is the
- multiple coefficient of determination
- mean square due to error
- mean square due to regression
- none of the above
The adjusted multiple coefficient of determination accounts for
- the number of dependent variables in the model
- the number of independent variables in the model
- unusually large predictors
- none of the above
The multiple coefficient of determination is computed by
- dividing SSR by SST
- dividing SST by SSR
- dividing SST by SSE
- none of the above
For a multiple regression model, SST = 200 and SSE = 50. The multiple coefficient of determination is
- 0.25
- 4.00
- 0.75
- none of the above
The correct relationship between SST, SSR, and SSE is given by
- SSR = SST + SSE
- SST = SSR + SSE
- SSE = SSR - SST
- all of the above
- none of the above
The ratio of MSR/MSE yields
- the t statistic
- SST
- the F statistic
- none of the above