Introduction to Multiple Regression
True or False

1 .       The interpretation of the slope is exactly the same in a multiple linear regression model as compared to a simple linear regression model. [Hint]

 
 


2 .       The coefficient of multiple determination r2Y.12 measures the proportion of variation in Y that is explained by X1 and X2. [Hint]

 
 


3 .       Adding independent variables to the multiple regression model increases the value of the coefficient of determination. [Hint]

 
 


4 .       The adjusted r2 will increase when variables are added to the model which do not add explanatory power. [Hint]

 
 


5 .       The slopes in a multiple regression model are called net regression coefficients. [Hint]

 
 


6 .       You have just run a regression in which the value of the coefficient of multiple determination is 0.57. To determine if this indicates that the independent variables explain a significant portion of the variation in the dependent variable, you would perform an F-test. [Hint]

 
 


7 .       From the coefficient of multiple determination, we cannot detect the strength of the relationship between Y and any individual independent variable. [Hint]

 
 


8 .       A multiple regression is called "multiple" because it has several data points. [Hint]

 
 


9 .       A multiple regression is called "multiple" because it has several explanatory variables. [Hint]

 
 


10 .       In a multiple regression model, the value of the coefficient of multiple determination has to fall between 0 and 1. [Hint]

 
 


11 .       The partial F test criterion involves determining the contribution of the regression sum of squares made by each explanatory variable after all the other explanatory variables have been included in the model. [Hint]

 
 


12 .       The coefficients of partial determination measure the proportion of the variation in the dependent variable that is explained by each explanatory variable without controlling for the other explanatory variables. [Hint]

 
 


13 .       If there are m categories, there should only be m-1 dummy variables representing the categories in the regression model. [Hint]

 
 


14 .       An interaction variable is created by multiplying a dummy variable by the explanatory variable. [Hint]

 
 


15 .       A t test of the coefficient of the interaction variable will determine whether or not the interaction is statistically significant. [Hint]

 
 






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