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
]
True
False
2 .
The coefficient of multiple determination r
2
Y.12
measures the proportion of variation in Y that is explained by X
1
and X
2
.
[
Hint
]
True
False
3 .
Adding independent variables to the multiple regression model increases the value of the coefficient of determination.
[
Hint
]
True
False
4 .
The adjusted r
2
will increase when variables are added to the model which do not add explanatory power.
[
Hint
]
True
False
5 .
The slopes in a multiple regression model are called net regression coefficients.
[
Hint
]
True
False
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
]
True
False
7 .
From the coefficient of multiple determination, we cannot detect the strength of the relationship between Y and any individual independent variable.
[
Hint
]
True
False
8 .
A multiple regression is called "multiple" because it has several data points.
[
Hint
]
True
False
9 .
A multiple regression is called "multiple" because it has several explanatory variables.
[
Hint
]
True
False
10 .
In a multiple regression model, the value of the coefficient of multiple determination has to fall between 0 and 1.
[
Hint
]
True
False
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
]
True
False
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
]
True
False
13 .
If there are m categories, there should only be m-1 dummy variables representing the categories in the regression model.
[
Hint
]
True
False
14 .
An interaction variable is created by multiplying a dummy variable by the explanatory variable.
[
Hint
]
True
False
15 .
A t test of the coefficient of the interaction variable will determine whether or not the interaction is statistically significant.
[
Hint
]
True
False
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