Chapter 16

Multiple regression relates
1. the dependent variable y to two or more explanatory variables
2. the dependent variable y to two or more dependent variables
3. an explanatory variable to one or more dependent variables
4. an explanatory variable to one dependent variable
The coefficient of determination
1. provides a measure of the variation explained by the regression model
2. can guide the selection of additional variables
3. can be given as an adjusted figure to provide an unbiased estimate
4. all of the above
Multicollinearity exists when
1. two or more of the independent variables are not correlated
2. the dependent variables is highly correlated with two or more of the independent variables
3. two or more of the independent variables are highly correlated
4. the dependent variables is not highly correlated with the independent variables
The basic test of autocorrelation is provided by
1. the coefficient of determination
2. the Durbin-Watson test
3. the t-test
4. none of the above
The multiple regression model will be improved by the
1. exclusion of seasonality
2. reduced number of variables
3. careful specification of variables
4. none of the above