In the formula for the F-test in multiple regression, n k - 1 stands for:

the degrees of freedom of the denominator

the degrees of freedom of the numerator

the number of independent variables

Which of the following is computed by most regression programs and provide an indication of how much multicollinearity exists among a set of independent variables?

variance inflation factor (VIF)

All of the following are examples of dependence methods of analysis EXCEPT:

multivariate analysis of variance

Ordinary least squares is used to estimate a linear relationship between a firm's quantity sold per month and its total promotional expenditures and the slope of the linear function is found to be positive and significantly different from zero. Assuming that all other variables, including product price, were constant during the period covered by the data set, this result implies that

promotional expenditures influence demand

the firm should spend more on promotional expenditures

the firm should spend less on promotional expenditures

promotional expenditures have no influence on demand

The coefficient of determination

is maximized by ordinary least squares

has a value between zero and one

will generally increase if additional independent variables are added to a regression analysis

The coefficient of correlation is

a measure of the strength and direction of thelinear relationship between two variables.

equal to the size of the change in the Y variable that is caused by a change in the X variable

is equal to the proportion of the variation in the Y variable that is due to variations in the X variable

Multiple regression analysis is used when

the dependent variable depends on more than one independent variable.

there is not enough data to carry out simple linear regression analysis.

one or more of the assumptions of simple linear regression are not correct.

the relationship between the dependent variable and the independent variables cannot be described by a linear function.

The adjusted value of the coefficient of determination

is always less than the proportion of the sumof the squared deviations of the dependent variable from its mean that is explained by the regression model

will always increase if additional independent variables are added to the regression model.

is equal to the proportion of the sum of the squared deviations of the dependent variable from its mean that is explained by the regression model.

is always greater than the proportion of the sum of the squared deviations of the dependent variable from its mean that is explained by the regression model.

If the F test statistic for a regression is greater than the critical value from the F distribution, it implies that

one or more of the independent variables in the regression model have a significant effect on the dependent variable.

none of the independent variables in the regression model have a significant effect on the dependent variable.

all of the independent variables in the regression model have significant effects on the dependent variable.

The standard error of the regression measures the

variability of the dependent variable relative to the regression line.

variability of the independent variable(s) relative to its (their) mean.

variability of the dependent variable relative to its mean.

average error that will result if the regression line is used to predict

Multicollinearity refers to a situation in which

there is a high degree of correlation between the independent variables included in a multiple regression model.

successive error terms derived from the application of regression analysis to time series data are correlated.

. the dependent variable is highly correlated with the independent variable(s) in a regression analysis.

the application of a multiple regression model yields estimates that are nonlinear in form

Autocorrelation refers to a situation in which

there is a high degree of correlation between two or more of the independent variables included in a multiple regression model.

successive error terms derived from the application of regression analysis to time series data are correlated.

the dependent variable is highly correlated with the independent variable(s) in a regression analysis.

the application of a multiple regression model yields estimates that are nonlinear in form.

Autocorrelation may be the result of

the omission of an important explanatory variable.

the presence of a trend in the independent variable.

nonlinearities in the relationship between the dependent and independent variables.

One advantage of estimating a function in which all variables have been transformed into their natural logarithms is that

the estimated slope coefficients are all elasticities.

problems with multicollinearity will be eliminated

problems with heteroskedasticity will be eliminated

What does a multiple linear regression analysis examine?

The relationship between one dependent and more than one independent variables

The relationship between more than one dependent and only one independent variable

The relationship between one or more than one dependent and only one independent variable

The relationship between more than one independent variables

What does the following expression (H0:β1=β2=0) mean?

None of the independent variables is useful in predicting the dependent variable

One of the independent variables is useful in predicting the dependent variable

Both of the independent variables are useful in predicting the dependent variable

There is a third independent variable predicting the dependent variable

In which cases are the standardised coefficients suggested to be used to identify the relative importance of the independent variables in a multiple regression model?

When not all the independent variables are measured using the same metric

When all the independent variables are measured using the same metric

When all the independent variables are measured using an ordinal scale ranging from 1 to 6

UTS STATMUL

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UTS STATMUL

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Multivariate statistical analysis permit the researcher to consider the effects of three or more variables at the same time.

The basic types of multivariate techniques are metric The basic types of multivariate techniques are metric

The type of measurement scales used will determine which multivariate statistical techniques are appropriate for the data

Several dummy variables can be included in a regression model

In multiple regression, the dependent variable must be continuous and interval-scaled

In multiple regression, dummy variables are those that have no effect on the dependent variable.

In a regression equation, the beta coefficients indicate the effect on the dependent variable of a 1-unit increase in any of the independent variables.

Partial correlations measure the variance inflation among independent variables

In multiple regression, the coefficient of multiple determination indicates the percentage of the variation in Y that can be explained by all independent variables

Multicollinearity in regression analysis refers to how strongly interrelated the independent variables in a model are.

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