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Problem Set 7

Multiple Regression
1. Which one of the following statements is TRUE?
A. The partial slope for an explanatory variable has to be
smaller in absolute value than its marginal slope
B. The value of R2 always goes up when a nontrivial
explanatory variable is added to a regression model
C. If we reject H0: 1 = 2 = 0 using the F-test, then we should
conclude that both slopes are different from zero
D. None of the above
2. What is the purpose of the analysis of variance, and the
associated F test, in multiple regression analysis?
A. To test whether all coefficients are simultaneously zero
B. To test if R2 = 0
C. Both (A) and (B)
D. Neither (A) nor (B)
3. How many degrees of freedom for error are associated with a
multiple regression model with k independent variables?
A. N - (k + 1)
B. N k
C. N 1
D. N - k + 1
4. When the null hypothesis, H0: 1 = 2 = 3 =0, is rejected, the
interpretation should be:
A. There is no linear relationship between y and any of the
three independent variables
B. There is a linear relationship between y and at least one of
the three independent variables
C. All three independent variables have equal slopes
D. There is a linear relationship between y and all three
independent variables
5. Which of the following statements is TRUE?
A. The adjusted R2 always increases as more independent
variables are added to the model while R2 may or may not
increase
B. The adjusted R2 is smaller than R2 when the constant term
is negative
C. The adjusted R2 adjusts explanatory power by the degrees
of freedom while R2 does not do a similar adjustment

The next 5 questions are based on the following information


A consumer interest group surveyed 100 customers who recently
purchased a digital camera. Each customer reported the number of
megapixels of the sensor in the camera (a measure of the highest
possible resolution), the price of the camera (in dollars) and their
personal satisfaction (on a scale from 0 to 100).

6. The fraction of the variability of satisfaction explained by the


simple regression of Satisfaction on Megapixels is
A. 0.077
B. 0.142

C. 0.377
D. 0.649
E. 0.874
7. The fact that the coefficient for Megapixels in the multiple
regression is negative, whereas in the simple regression it is
positive
A. Shows it should have been added to the model
B. Means that R2 will reduce in the multiple regression
C. Is not surprising as Price and Megapixels are correlated
D. Is not surprising as Price and Megapixels are uncorrelated
8. The predicted satisfaction of a customer who bought a digital
camera for $300 with a 1.5-megapixel sensor is about
A. 15.25
B. 19.87
C. 34.85
D. 45.31
9. Consider the satisfaction of two customers who both bought
digital cameras for $500. One has a 4-megapixel sensor and the
other has a 6-megapixel sensor. On average, the customer who
purchased the camera with 6-megapixel sensor would report
satisfaction
A. That is identical to the satisfaction of the other customer
B. That is about 2 units less than the satisfaction of the other
customer
C. That is about 4 units less than the satisfaction of the other
customer
D. That is about 6 units higher than the satisfaction of the
other customer
E. That is about 13 units higher than the satisfaction of the
other customer
10.
The normal quantile plot of the residuals shows that the
errors cannot be taken to be normally distributed. Which of the
following statistical conclusions would most likely be invalid due
to this finding?
A. That the mean of the response was 47.1
B. That the partial slope of Megapixels was -1.92
C. That an approximate 90% prediction interval for a new
observation had width of about +/- 22
D. That the proportion of variability explained by the multiple
regression was 44%