FINALS Q1 AND Q2

Used to predict the dependent variable

In regression analysis this is the independent variable

sum of squares due to error

a measure of the error that results from using the estimated regression equation to predict the values oof the independent variable in the sample

coefficient of determination

used to evaluate the goodness of fit

coefficient of determination

a measure of the goodness of fit of the estimated regression equation. It can be interpreted as the proportion of the variability in the dependent variable y that is explained by the estimated regression equation

The F test and T test may not yield the same results

In a simple linear regression analysis which of the following is not true

Multicollinearity

refers to the degree of correlation among independent variables in a regression model

dependent variable

In regression analysis the variable that is being predicted is the

Multicollinearity

The degree of correlation among independent variables in a regression model is called

Simple linear regression

A regression analysis involving one independent variable and one dependent variable is referred to as a

Regression Analysis

a statistical procedure used to develop an equation showing how two variables are related

One dependent and one or more independent variables are related

Regression analysis is a statistical procedure for developing a mathematical equation that describes how

Hypothesis Testing

The procedure of making a conjecture about the value of a population parameter, collecting sample data that can be used to assess this conjecture, measuring the strength of the evidence against the conjecture that is provided by the sample, and using these results to draw a conclusion about the conjecture is known as

All are required assumptions about the error term

In regression analysis which of the following is not a required assumption about the error term

b0 b1 bp, all have exponents of 1

In multiple regression analysis, the word linear in the terms “general linear model” refers to the fact that

Residual is much larger that the rest of the residual values

In regression analysis, an outlier is an observation whose

Can be used to accommodate curvilinear relationships between the independent variables and dependent variables

In multiple regression analysis, the general linear model

Multicollinearity

In multiple regression analysis, the correlation among the independent variable is termed

Multiple coefficient of determination

The numerical value of the coefficient of determination

Increase by 2 units

A multiple regression model has a form y = 7 + 2xsub1 + 9xsub2 as x1 increase by 1 unit (holding x2 constant), y is expected to

Qualitative variable

a variable that cannot be measured in terms of how much or how many but instead is assigned values to respect categories is called

Dummy Variable

A variable that takes on the values of 0 or 1 and is used to incorporate the effect of qualitative variables in a regression model is called

Zero

In a multiple regression model the error term e is assumed to be a random variable with a mean of

0.878

In a multiple regression analysis involving 12 independent variables and 166 observations, SSR = 878 and SSE = 122. the coefficient of determination is