This quiz works best with JavaScript enabled. Home > Ugc Net > Paper 1 > Research Stats > Multiple Regression – Quiz 1 🏠 Homepage 📘 Download PDF Books 📕 Premium PDF Books Multiple Regression Quiz 1 (29 MCQs) Quiz Instructions Select an option to see the correct answer instantly. 1. What test statistic is used for a global test of significance? A) Z test. B) F-test. C) T test. D) Chi-square test. Show Answer Correct Answer: B) F-test. 2. To detect multicollinearity a researcher should A) Evaluate both the VIF and Tolerance. B) Always start by screening variables through a variable selection procedure. C) Evaluate either VIF or Tolerance. D) Closely examine all second-order terms in a model. Show Answer Correct Answer: C) Evaluate either VIF or Tolerance. 3. Variable Selection Methods are helpful when A) The researcher is not basing predictors on theory. B) Has many variables (10 or more) under consideration. C) Wants to easily disregard IVs that cause multicollinearity. D) All of the above. Show Answer Correct Answer: D) All of the above. 4. Suppose that we want to test the overall significance of the regression model Y=$\beta$0+$\beta$1X1+$\beta$2X2+$\beta$3X3+$\beta$4X4+$\beta$5X5+u with 100 observations. Which one correctly defines the test statistic for this hypothesis? A) F=((SSRU-SSRR)/5)/(SSRU/(94). B) F=(SSRR/5)/(SSRU/(94). C) F=((SSRR-SSRU)/5)/(SSRU/(94). D) F=((SSRR-SSRU))/(SSRU/(94). Show Answer Correct Answer: C) F=((SSRR-SSRU)/5)/(SSRU/(94). 5. The most popular variable selection method is A) Variable selection methods are NOT recommended. B) Stepwise Stepwise. C) Stepwise Backward. D) Stepwise Forward. Show Answer Correct Answer: B) Stepwise Stepwise. 6. The partial F-test A) Considers the reduction in error when moving from the complete model to the reduced model. B) Can only be conceptualized as a reduction in error. C) Considers the reduction in error when moving from the reduced model to the complete model. D) Is an omnibus test. Show Answer Correct Answer: C) Considers the reduction in error when moving from the reduced model to the complete model. 7. Consider the null hypothesis H0:$\beta$1=0, $\beta$2=2$\beta$3, $\beta$3=2$\beta$4=2 for the model:Y=$\beta$0+$\beta$1X1+$\beta$2X2+$\beta$3X3+$\beta$4X4+$\beta$5X5+u. Which one is the restricted model for this null? A) Y-4X2-2X3-X4=$\beta$0+u. B) Y-4X2-2X3-X4=$\beta$0+$\beta$5X5+u. C) Y-2X2-X3-X4=$\beta$0+$\beta$5X5+u. D) Y-X2-X3-X4=$\beta$0+$\beta$5X5+u. Show Answer Correct Answer: B) Y-4X2-2X3-X4=$\beta$0+$\beta$5X5+u. 8. Polynomial regression, specifically with a quadratic term A) Contains a higher-order term that makes one independent variable depend on another independent variable. B) Is not a general linear model. C) Contains a higher order term that makes the relationship of an IV to the DV depend on the value of the IV itself. D) Contains a higher-order term that makes the relationship of one IV to the DV depend on the value of another IV. Show Answer Correct Answer: C) Contains a higher order term that makes the relationship of an IV to the DV depend on the value of the IV itself. 9. The percent of total variation of the dependent variable Y explained by the set of independent variables X is measured by A) Coefficient of Correlation. B) Coefficient of Skewness. C) Coefficient of Determination. D) Standard Error of Estimate. Show Answer Correct Answer: C) Coefficient of Determination. 10. Which one is correct about hypothesis test? A) We can use F test if the null contains only equality restrictions. B) We can write t2=F when there is 2 restrictions. C) Critical values for the left sided and right sided t tests are same. D) The null hypothesis can include strict inequality restriction. Show Answer Correct Answer: A) We can use F test if the null contains only equality restrictions. 11. Variable selection methods generally work by selecting IVs in a sequential fashion based on ..... A) The IVs zero-order correlation with the DV. B) The IVs residual after all other IVs have been used to predict it. C) The IVs semi-partial correlation with the DV. D) The increase in the adjusted $ R^2$ when the variable enters the model. Show Answer Correct Answer: C) The IVs semi-partial correlation with the DV. 12. If the Pearson correlation co-efficient R is equal to 1 then A) There is a negative relationship between the two variables. B) There is a positive relationship between the two variables. C) There is a perfect positive relationship between the two variables. D) There is no relationship between the two variables. Show Answer Correct Answer: C) There is a perfect positive relationship between the two variables. 13. When an interaction is significant, what is the researcher's next step? Evaluate A) The degree to which one independent variable impacted the others. B) Whether it introduced multicollinearity into the model. C) The significance of each predictor (i.e., evaluate the main effects). D) The conditional slopes at a fixed level of the independent variable(s). Show Answer Correct Answer: D) The conditional slopes at a fixed level of the independent variable(s). 14. In the equation of a straight line, Y = mX + c, if m is equal to-2 then A) There is no relationship between the two variables. B) The relationship between the two variables is perfect. C) There is a negative relationship between the two variables. D) There is a positive relationship between the two variables. Show Answer Correct Answer: C) There is a negative relationship between the two variables. 15. Data on some variables might contain a classification (e.g., defective or good, graduate or undergraduate, etc.) rather than numerical values. Such variables are referred to as ..... A) Quasi-quantitative. B) Quantitative variables. C) Qualitative variables. D) Mixed-variables. Show Answer Correct Answer: C) Qualitative variables. 16. When will you use hierarchical entry regression? When A) You have less than 10 predictors. B) Predictors are based on theory. C) I want to consider only significant predictors. D) I want to appear statistically cool. Show Answer Correct Answer: B) Predictors are based on theory. 17. The data on a variable x contains a series of numerical values (all > 1). If we create a new variable z = 1/x, the numerical values of the new variable z when compared those of x will ..... A) Be the same. B) Be smaller. C) Be larger. D) Be the same but negative. Show Answer Correct Answer: B) Be smaller. 18. A cost accountant is developing a regression model to predict the total cost of producing a batch of printed circuit boards as a linear function of batch size (the number of boards produced in one lot or batch), production plant (Kingsland and Yorktown), and production shift (day and evening). The response variable in this model is ..... A) Production plant. B) Batch size. C) Production shift. D) Total cost. Show Answer Correct Answer: D) Total cost. 19. In regression analysis, a dichotomous variable, i.e., a variable which stands for one of two possible categories of an observation (e.g., male or female), is assigned a value of ..... A) 0 or 1. B) 1 or 2. C) X or y. D) 0 or 2. Show Answer Correct Answer: A) 0 or 1. 20. A market analyst is developing a regression model to predict monthly household expenditures on groceries as a function of family size, household income, and household neighbourhood (urban, suburban, and rural). The response variable in this model is ..... A) Expenditures on groceries. B) Family size. C) Household neighbourhood. D) Household income. Show Answer Correct Answer: A) Expenditures on groceries. 21. In the equation of a straight line, Y = mX + c, if m is equal to zero then when A) X increases Y increases. B) Y increases X increases. C) X increases Y remains constant. D) X increases Y decreases. Show Answer Correct Answer: C) X increases Y remains constant. 22. Matrix algebra is important because A) Its super fun and makes us look mathematically cool. B) Helps us to understand what the computer is actually doing. C) Is efficient. D) All of the above. Show Answer Correct Answer: D) All of the above. 23. Which parameter estimate is the location parameter? A) Slope. B) Intercept. C) Standardized beta. D) Interaction term. Show Answer Correct Answer: B) Intercept. 24. When you have categorical predictors, the intercept is the A) Average difference between all groups. B) Difference between the group of interest and the reference group. C) Mean of the reference group. D) Value of the basic mean model. Show Answer Correct Answer: C) Mean of the reference group. 25. In regression analysis, outliers may be identified by examining the ..... a) coefficient of determinationb) coefficient of correlationc) p values for the partial coefficientsd) residualse) R-squared valueAnswer:d A) Residuals. B) Coefficient of determination. C) Coefficient of correlation. D) R-squared value. Show Answer Correct Answer: A) Residuals. 26. If the slope of the regression line is calculated to be 2.5 and the intercept 16 then the value of Y when X is 4 is A) 2.5. B) 26. C) 16. D) 66.5. Show Answer Correct Answer: B) 26. 27. For a multiple linear regression model, if the t values are not significant, but the overall F value for the model is highly significant, then what might be the possible problem for this regression model? A) Extrapolation. B) Non-linear problem. C) Estimability. D) Multicollinearity. Show Answer Correct Answer: D) Multicollinearity. 28. R-square is a mathematical notation for A) The Co-efficient of Determination. B) Pearson's Co-efficient of Correlation. C) The Co-efficient of Variation. D) Spearman's Co-efficient of Rank Correlation. Show Answer Correct Answer: A) The Co-efficient of Determination. 29. In a data set containing the values of two variables y (e.g., demand for a commodity product), and x (e.g., price), the values of y decrease at a constant or proportional rate as the values of x increase the graph of y versus x looks like ..... A) A curve. B) An upward-sloping straight line. C) A two-dimensional plane. D) A downward-sloping straight line. Show Answer Correct Answer: D) A downward-sloping straight line. 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