Which of the following statements regarding multicollinearity is not true?
a. It exists in virtually all multiple regression models.
b. It is also called collinearity and intercorrelation.
c. It is a condition that exists when the independent variables are highly correlated with the dependent variable.
d. It does not affect the F-test of the analysis of variance.
e. All of these.
Q. 2In testing the validity of a multiple regression model, a large value of the F-test statistic indicates that:
a. most of the variation in the independent variables is explained by the variation in y
b. most of the variation in y is explained by the regression equation
c. most of the variation in y is unexplained by the regression equation
d. the model provides a poor fit
e. most of the variation in y is explained by the regression equation and the model provides a poor fit
Q. 3Given MSR = 345 and MSE = 431.25, the value of the F-statistic:
a. equals .894
b. equals 1.25
c. equals .80
d. equals .43
e. cannot be computed without additional information
Q. 4Which of the following correctly describes a multiple-regression ANOVA test?
a. It is a test of the significance of individual coefficients, rather than of the overall significance of the regression model.
b. It amounts to testing the hypothesis that none of the true regression coefficients is zero and that, therefore, all of the independent predictors help explain the variation of the dependent variable.
c. It is a test of the overall significance of a regression, rather than a test of the significance of individual coefficients.
d. It is a test of the significance of individual coefficients, rather than of the overall significance of the regression model and it is a test of the overall significance of a regression, rather than a test of the significance of individual coefficients.
e. None of these.
Q. 5In a multiple regression model where four independent variables are included in the model, the percentage of explained variation in the dependent variable will be equal to the square root of the sum of the largest correlations between the dependent variable and the four independent variables.
Indicate whether the statement is true or false
Q. 6A multiple regression model forms a plane through multidimensional space.
Indicate whether the statement is true or false
Q. 7In a multiple regression model, it is assumed that the residuals are normally distributed.
Indicate whether the statement is true or false
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