Professional Documents
Culture Documents
Simple Regression
False
False
False
False
False
False
False
False
9. The least squares regression line is obtained when the sum of the
squared residuals is minimized.
True
False
False
False
12 When using the least squares method, the column of residuals always
. sums to zero.
True
False
False
14 If R2 = .36 in the model Sales = 268 + 7.37 Ads with n = 50, the two. tailed test for correlation at = .05 would say that there is a significant
correlation between Sales and Ads.
True
False
15 If R2 = .36 in the model Sales = 268 + 7.37 Ads, then Ads explains 36
. percent of the variation in Sales.
True
False
16 The ordinary least squares regression line always passes through the
. point
.
True
False
False
False
False
21 If SSE is near zero in a regression, the statistician will conclude that the
. proposed model probably has too poor a fit to be useful.
True
False
False
23 Confidence intervals for predicted Y are less precise when the residuals
. are very small.
True
False
False
False
26 Using the ordinary least squares method ensures that the residuals will
. be normally distributed.
True
False
False
False
False
30 The larger the absolute value of the t statistic of the slope in a simple
. linear regression, the stronger the linear relationship exists between X
and Y.
True
False
False
32 In simple linear regression, the p-value of the slope will always equal
. the p-value of the F statistic.
True
False
False
False
35 When X is farther from its mean, the prediction interval and confidence
. interval for Y become wider.
True
False
36 The total sum of squares (SST) will never exceed the regression sum of
. squares (SSR).
True
False
False
False
False
False
False
42 Two-tailed t-tests are often used because any predictor that differs
. significantly from zero in a two-tailed test will also be significantly
greater than zero or less than zero in a one-tailed test at the same .
True
False
False
False
False
False
False
50 A different confidence interval exists for the mean value of Y for each
. different value of X.
True
False
False
False
False
55 High leverage for an observation indicates that X is far from its mean.
.
True False
False
57 There are usually several possible regression lines that will minimize
. the sum of squared errors.
True
False
False
False
response variable.
regression variable.
independent variable.
dependent variable.
A.
B.
C.
D.
2.46
5.02
4.04
3.15
A.
B.
C.
D.
2.101
2.552
1.960
1.734
A.
B.
C.
D.
6,750
9,750
12,250
10, 020
A.
B.
C.
D.
2.071.
1.960.
3.597.
1.645.
A.
It is a test for overall fit of the model.
B. The test statistic can never be negative.
C. It requires a table with numerator and denominator degrees of
freedom.
D. The F-test gives a different p-value than the t-test.
68 A researcher's Excel results are shown below using Femlab (labor force
. participation rate among females) to try to predict Cancer (death rate
per 100,000 population due to cancer) in the 50 U.S. states.
A. The standard error is too high for this model to be of any predictive
use.
B. The 95 percent confidence interval for the coefficient of Femlab is
-4.29 to -0.28.
C. Significant correlation exists between Femlab and Cancer at = .
05.
D. The two-tailed p-value for Femlab will be less than .05.
A. A rise in female labor participation rate will cause the cancer rate to
decrease within a state.
B. This model explains about 10 percent of the variation in state cancer
rates.
C. At the .05 level of significance, there isn't enough evidence to say
the two variables are related.
D. If your sister starts working, the cancer rate in your state will
decline.
A.
B.
C.
D.
.9018
.0982
.8395
.1605
A. people should have more children so they can get better jobs.
B. the data are erroneous because the correlation should be negative.
C.
causation is in serious doubt.
D.
statisticians have small families.
72 William used a sample of 68 large U.S. cities to estimate the
. relationship between Crime (annual property crimes per 100,000
persons) and Income (median annual income per capita, in dollars). His
estimated regression equation was Crime = 428 + 0.050 Income. We
can conclude that:
A.
B.
C.
D.
increase by 428.
decrease by 50.
increase by 500.
remain unchanged.
A.
B.
C.
D.
1.715.
7.862.
2.048.
impossible to determine without .
A.
B.
C.
D.
.2992.
.3609.
.0250.
.2004.
A.
B.
C.
D.
A.
B.
C.
D.
A.
B.
C.
D.
A.
B.
C.
D.
A.
B.
C.
D.
69 to 97.
75 to 91.
67 to 99.
76 to 90.
Normal X values
Non-autocorrelated errors
Homoscedastic errors
Normal errors
A.
B.
C.
D.
60
59
58
57
A.
B.
C.
SSR/SSE
SSR/SST
1 - SST/SSE
A.
B.
C.
D.
1.725
2.086
2.528
1.960
A.
B.
C.
D.
A.
B.
C.
D.
2.559.
2.819.
2.646.
can't say without knowing .
A.
B.
C.
D.
.524
.412
.500
.497
A.
B.
C.
D.
2.229
2.819
2.646
2.080
A.
B.
C.
D.
A.
2.110
B.
1.645
C.
1.852
D. can't say without knowing if it's a two-tailed or one-tailed test.
104 In a sample of n = 20, the critical value of the correlation coefficient
.
for a two-tailed test at = .05 is:
A.
B.
C.
D.
.587
.412
.444
.497
A.
B.
C.
D.
2.060
2.052
2.898
2.074
A.
B.
C.
D.
= .01
= .05
both = .01 and = .05.
neither = .01 nor = .05.
A.
B.
C.
D.
-2.110.
-2.938.
-2.030.
can't say without knowing .
A.
B.
C.
D.
.329
.387
.423
.497
A.
B.
C.
D.
2.938
2.724
2.032
2.074
110 A local trucking company fitted a regression to relate the travel time
.
(days) of its shipments as a function of the distance traveled (miles).
The fitted regression is Time = -7.126 + 0.0214 Distance. If Distance
increases by 50 miles, the expected Time would increase by:
A.
B.
C.
D.
1.07 days
7.13 days
2.14 days
1.73 days
111 A local trucking company fitted a regression to relate the cost of its
.
shipments as a function of the distance traveled. The Excel fitted
regression is shown.
A.
B.
C.
D.
$286.
$143.
$104.
$301.
113 Find the sample correlation coefficient for the following data.
.
A.
B.
C.
D.
.8911
.9124
.9822
.9556
A.
B.
C.
D.
1.833
3.294
0.762
-2.228
= b0 + b1x.
115 Find the sample correlation coefficient for the following data.
.
A.
B.
C.
D.
.7291
.8736
.9118
.9563
A.
B.
C.
D.
2.595
1.109
-2.221
1.884
= b0 + b1x.
A.
B.
C.
D.
[ -3.282, -1.284].
[ -4.349, -0.217].
[1.118, 5.026].
[ -0.998, +0.998].
A.
B.
C.
D.
[1.333, 2.284].
[1.602, 2.064].
[1.268, 2.398].
[1.118, 2.449].
119 Bob thinks there is something wrong with Excel's fitted regression.
.
What do you say?
A.
B.
C.
D.
121 Mary noticed that old coins are smoother and more worn. She
.
weighed 31 nickels and recorded their age, and then performed a
simple regression to estimate the model Weight = 0 + 1 Age where
weight is the weight of the coin in grams and Age is the age of the
coin in years. Her results are shown below. Write a brief analysis of
these results, using what you have learned in this chapter. Make a
prediction of Weight when Age = 10, and also when Age = 20. What
does this tell you? Is the intercept meaningful in this regression?
2.
3.
4.
5.
6.
7.
8.
9.
The least squares regression line is obtained when the sum of the
squared residuals is minimized.
TRUE
The OLS method minimizes the sum of squared residuals.
AACSB: Analytic
Blooms: Remember
Difficulty: 1 Easy
Learning Objective: 12-04 Fit a simple regression on an Excel scatter plot.
Topic: Ordinary Least Squares Formulas
10.
11.
12.
13.
14.
If R2 = .36 in the model Sales = 268 + 7.37 Ads with n = 50, the twotailed test for correlation at = .05 would say that there is a
significant correlation between Sales and Ads.
TRUE
tcalc = r[(n - 2)/(1 - r2)]1/2 = (.60)[(50 - 2)/(1 - .36)]1/2 = 5.196 > t.025 =
2.011 for d.f. = 50 - 2 = 48.
AACSB: Analytic
Blooms: Apply
Difficulty: 3 Hard
Learning Objective: 12-01 Calculate and test a correlation coefficient for significance.
Topic: Visual Displays and Correlation Analysis
15.
If R2 = .36 in the model Sales = 268 + 7.37 Ads, then Ads explains
36 percent of the variation in Sales.
TRUE
We can interpret R2 as the fraction of variation in Y explained by X
(expressed as a percent).
AACSB: Analytic
Blooms: Apply
Difficulty: 1 Easy
Learning Objective: 12-08 Interpret the standard error; R2; ANOVA table; and F test.
Topic: Ordinary Least Squares Formulas
16.
The ordinary least squares regression line always passes through the
point
TRUE
The OLS formulas require the line to pass through this point.
AACSB: Analytic
Blooms: Remember
Difficulty: 2 Medium
Learning Objective: 12-02 Interpret the slope and intercept of a regression equation.
Topic: Regression Terminology
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
Using the ordinary least squares method ensures that the residuals
will be normally distributed.
FALSE
OLS produces unbiased estimates but cannot ensure normality of the
residuals.
AACSB: Analytic
Blooms: Remember
Difficulty: 2 Medium
Learning Objective: 12-10 Test residuals for violations of regression assumptions.
Topic: Residual Tests
27.
28.
29.
30.
31.
32.
In simple linear regression, the p-value of the slope will always equal
the p-value of the F statistic.
TRUE
This is true only if there is one predictor (but is no longer true in
multiple regression).
AACSB: Analytic
Blooms: Remember
Difficulty: 2 Medium
Learning Objective: 12-08 Interpret the standard error; R2; ANOVA table; and F test.
Topic: Analysis of Variance: Overall Fit
33.
34.
35.
36.
The total sum of squares (SST) will never exceed the regression sum
of squares (SSR).
FALSE
The identity is SSR + SSE = SST.
AACSB: Analytic
Blooms: Remember
Difficulty: 1 Easy
Learning Objective: 12-08 Interpret the standard error; R2; ANOVA table; and F test.
Topic: Analysis of Variance: Overall Fit
37.
38.
39.
40.
41.
42.
Two-tailed t-tests are often used because any predictor that differs
significantly from zero in a two-tailed test will also be significantly
greater than zero or less than zero in a one-tailed test at the same
.
TRUE
True because the critical t is larger in the two-tailed test (the default
in most software).
AACSB: Analytic
Blooms: Apply
Difficulty: 2 Medium
Learning Objective: 12-06 Test hypotheses about the slope and intercept by using t tests.
Topic: Tests for Significance
43.
44.
45.
46.
47.
48.
49.
50.
51.
52.
53.
54.
55.
56.
57.
There are usually several possible regression lines that will minimize
the sum of squared errors.
FALSE
The OLS solution for the estimators b0 and b1 is unique.
AACSB: Analytic
Blooms: Remember
Difficulty: 1 Easy
Learning Objective: 12-04 Fit a simple regression on an Excel scatter plot.
Topic: Ordinary Least Squares Formulas
58.
59.
60.
A.
B.
C.
D.
response variable.
regression variable.
independent variable.
dependent variable.
62.
63.
A.
B.
C.
D.
tcalc =
2.46
5.02
4.04
3.15
= (0.0214)/(0.0053) = 4.038.
AACSB: Analytic
Blooms: Apply
Difficulty: 2 Medium
Learning Objective: 12-06 Test hypotheses about the slope and intercept by using t tests.
Topic: Tests for Significance
64.
A.
B.
C.
D.
2.101
2.552
1.960
1.734
65.
A.
B.
C.
D.
6,750
9,750
12,250
10, 020
66.
A.
B.
C.
D.
2.071.
1.960.
3.597.
1.645.
67.
A.
It is a test for overall fit of the model.
B. The test statistic can never be negative.
C. It requires a table with numerator and denominator degrees of
freedom.
D. The F-test gives a different p-value than the t-test.
Fcalc is the ratio of two variances (mean squares) that measures
overall fit. The test statistic cannot be negative because the
variances are non-negative. In a simple regression, the F-test always
agrees with the t-test.
AACSB: Analytic
Blooms: Remember
Difficulty: 2 Medium
Learning Objective: 12-08 Interpret the standard error; R2; ANOVA table; and F test.
Topic: Analysis of Variance: Overall Fit
68.
69.
A. A rise in female labor participation rate will cause the cancer rate
to decrease within a state.
B. This model explains about 10 percent of the variation in state
cancer rates.
C. At the .05 level of significance, there isn't enough evidence to say
the two variables are related.
D. If your sister starts working, the cancer rate in your state will
decline.
It is customary to express the R2 as a percent (here, the tcalc indicates
significance).
AACSB: Analytic
Blooms: Apply
Difficulty: 2 Medium
Learning Objective: 12-08 Interpret the standard error; R2; ANOVA table; and F test.
Topic: Ordinary Least Squares Formulas
70.
A.
B.
C.
D.
.9018
.0982
.8395
.1605
71.
A. people should have more children so they can get better jobs.
B. the data are erroneous because the correlation should be
negative.
C.
causation is in serious doubt.
D.
statisticians have small families.
There is no a priori basis for expecting causation.
AACSB: Analytic
Blooms: Apply
Difficulty: 1 Easy
Learning Objective: 12-01 Calculate and test a correlation coefficient for significance.
Topic: Visual Displays and Correlation Analysis
72.
73.
A.
B.
C.
D.
increase by 428.
decrease by 50.
increase by 500.
remain unchanged.
74.
75.
A.
the mean of X is near the mean of Y.
B. the value of X is near the mean of X.
C. the mean of X differs greatly from the mean of Y.
D.
the mean of X is small.
Review the formula, which has (xi - )2 in the numerator. The
minimum would be when xi = .
AACSB: Analytic
Blooms: Remember
Difficulty: 2 Medium
Learning Objective: 12-09 Distinguish between confidence and prediction intervals for Y.
Topic: Confidence and Prediction Intervals for Y
76.
A.
B.
C.
D.
1.715.
7.862.
2.048.
impossible to determine without .
77.
A.
B.
C.
D.
.2992.
.3609.
.0250.
.2004.
78.
A.
B.
C.
D.
79.
A.
B.
C.
D.
80.
A.
B.
C.
D.
The larger the tcalc the more we feel like rejecting H0: 1 = 0.
AACSB: Analytic
Blooms: Remember
Difficulty: 2 Medium
Learning Objective: 12-06 Test hypotheses about the slope and intercept by using t tests.
Topic: Tests for Significance
81.
A.
A negative F statistic
B. A negative p-value for the correlation coefficient
C.
A negative correlation coefficient
D. Either a negative F statistic or a negative p-value
Fcalc and the p-value cannot be negative.
AACSB: Analytic
Blooms: Remember
Difficulty: 1 Easy
Learning Objective: 12-08 Interpret the standard error; R2; ANOVA table; and F test.
Topic: Analysis of Variance: Overall Fit
82.
A.
B.
C.
D.
83.
84.
A.
It can range from -1.00 up to +1.00.
B. It is also sometimes called Pearson's r.
C. It is tested for significance using a t-test.
D. It assumes that Y is the dependent variable.
Correlation analysis makes no assumption of causation or
dependence.
AACSB: Analytic
Blooms: Remember
Difficulty: 1 Easy
Learning Objective: 12-01 Calculate and test a correlation coefficient for significance.
Topic: Visual Displays and Correlation Analysis
85.
86.
87.
A.
B.
C.
D.
88.
89.
A.
B.
C.
D.
90.
91.
92.
93.
A.
B.
C.
D.
69
75
67
76
to
to
to
to
97.
91.
99.
90.
94.
A.
B.
C.
D.
Normal X values
Non-autocorrelated errors
Homoscedastic errors
Normal errors
95.
A.
B.
C.
D.
60
59
58
57
96.
A.
B.
C.
SSR/SSE
SSR/SST
1 - SST/SSE
97.
A.
B.
C.
D.
1.725
2.086
2.528
1.960
98.
A.
B.
C.
D.
tcalc = r[(n - 2)/(1 - r2)]1/2 = (.40)[(23 - 2)/(1 - .402)]1/2 = 2.000 > t.05 =
1.721 for d.f. = 23 - 2 = 21. However, the test would not be
significant for t.01 = 2.518.
AACSB: Analytic
Blooms: Apply
Difficulty: 2 Medium
Learning Objective: 12-01 Calculate and test a correlation coefficient for significance.
Topic: Visual Displays and Correlation Analysis
99.
A.
B.
C.
D.
2.559.
2.819.
2.646.
can't say without knowing .
A.
B.
C.
D.
.524
.412
.500
.497
A.
B.
C.
D.
2.229
2.819
2.646
2.080
A.
B.
C.
D.
tcalc = r[(n - 2)/(1 - r2)]1/2 = (.40)[(40 - 2)/(1 - .402)]1/2 = 2.690 > t.025 =
2.024 for d.f. = 40 - 2 = 38. The test would also be significant a
fortiori if we used t.05 = 1.686.
AACSB: Analytic
Blooms: Apply
Difficulty: 3 Hard
Learning Objective: 12-01 Calculate and test a correlation coefficient for significance.
Topic: Visual Displays and Correlation Analysis
A.
2.110
B.
1.645
C.
1.852
D. can't say without knowing if it's a two-tailed or one-tailed test.
tcalc = r[(n - 2)/(1 - r2)]1/2 = (.40)[(20 - 2)/(1 - .402)]1/2 = 1.852.
AACSB: Analytic
Blooms: Apply
Difficulty: 2 Medium
Learning Objective: 12-01 Calculate and test a correlation coefficient for significance.
Topic: Visual Displays and Correlation Analysis
A.
B.
C.
D.
.587
.412
.444
.497
A.
B.
C.
D.
2.060
2.052
2.898
2.074
A.
B.
C.
D.
= .01
= .05
both = .01 and = .05.
neither = .01 nor = .05.
A.
B.
C.
D.
-2.110.
-2.938.
-2.030.
can't say without knowing .
A.
B.
C.
D.
.329
.387
.423
.497
A.
B.
C.
D.
2.938
2.724
2.032
2.074
110. A local trucking company fitted a regression to relate the travel time
(days) of its shipments as a function of the distance traveled (miles).
The fitted regression is Time = -7.126 + 0.0214 Distance. If Distance
increases by 50 miles, the expected Time would increase by:
A.
B.
C.
D.
1.07
7.13
2.14
1.73
days
days
days
days
50(0.0214) = 1.07.
AACSB: Analytic
Blooms: Apply
Difficulty: 1 Easy
Learning Objective: 12-02 Interpret the slope and intercept of a regression equation.
Topic: Simple Regression
111. A local trucking company fitted a regression to relate the cost of its
shipments as a function of the distance traveled. The Excel fitted
regression is shown.
A.
B.
C.
D.
$286.
$143.
$104.
$301.
2.8666(50) = $143.33.
AACSB: Analytic
Blooms: Apply
Difficulty: 1 Easy
Learning Objective: 12-02 Interpret the slope and intercept of a regression equation.
Topic: Simple Regression
A.
B.
C.
D.
113. Find the sample correlation coefficient for the following data.
A.
B.
C.
D.
.8911
.9124
.9822
.9556
A.
B.
C.
D.
= b0 + b1x.
1.833
3.294
0.762
-2.228
Use Excel to verify your calculations using the formulas for b0 and b1.
AACSB: Analytic
Blooms: Apply
Difficulty: 2 Medium
Learning Objective: 12-04 Fit a simple regression on an Excel scatter plot.
Topic: Ordinary Least Squares Formulas
115. Find the sample correlation coefficient for the following data.
A.
B.
C.
D.
.7291
.8736
.9118
.9563
A.
B.
C.
D.
= b0 + b1x.
2.595
1.109
-2.221
1.884
Use Excel to verify your calculations using the formulas for b0 and b1.
AACSB: Analytic
Blooms: Apply
Difficulty: 2 Medium
Learning Objective: 12-04 Fit a simple regression on an Excel scatter plot.
Topic: Ordinary Least Squares Formulas
A.
B.
C.
D.
[ -3.282, -1.284].
[ -4.349, -0.217].
[1.118, 5.026].
[ -0.998, +0.998].
A.
B.
C.
D.
[1.333,
[1.602,
[1.268,
[1.118,
2.284].
2.064].
2.398].
2.449].
119. Bob thinks there is something wrong with Excel's fitted regression.
What do you say?
A.
B.
C.
D.
121. Mary noticed that old coins are smoother and more worn. She
weighed 31 nickels and recorded their age, and then performed a
simple regression to estimate the model Weight = 0 + 1 Age where
weight is the weight of the coin in grams and Age is the age of the
coin in years. Her results are shown below. Write a brief analysis of
these results, using what you have learned in this chapter. Make a
prediction of Weight when Age = 10, and also when Age = 20. What
does this tell you? Is the intercept meaningful in this regression?