Ch. 10

In regression analysis, which of the following causal relationships are possible?
a. Other variables cause both X and Y to vary.
b. Y causes X to vary.
c. X causes Y to vary.
d. All of these options are possible.

d. All of these options are possible.

A single variable X can explain a large percentage of the variation in some other variable Y when the two variables are:
a. directly related
b. inversely related
c. highly correlated
d. mutually exclusive
e. None of these choices are correct.

c. highly correlated

The percentage of variation (R2) can be interpreted as the fraction (or percent) of variation of the
a. explanatory variable explained by the regression line
b. response variable explained by the regression line
c. explanatory variable explained by the in

b. response variable explained by the regression line

In linear regression, the fitted value is:
a. the predicted value of the intercept
b. the predicted value of the dependent variable
c. the predicted value of the slope
d. the predicted value of the independent value
e. None of these choices are correct.

b. the predicted value of the dependent variable

In multiple regression, the constant ?:
a. must be adjusted for the number of independent variables
b. is necessary to fit the multiple regression line to set of points
c. is the expected value of the dependent variable Y when all of the independent varia

c. is the expected value of the dependent variable Y when all of the independent variables have the value zero

In linear regression, a dummy variable is used:
a. to include categorical variables in the regression equation
b. to represent residual variables
c. when "dumb" responses are included in the data
d. to include hypothetical data in the regression equation

a. to include categorical variables in the regression equation

Correlation is a summary measure that indicates:
a. a curved relationship among the variables
b. the strength of the linear relationship between pairs of variables
c. the magnitude of difference between two variables
d. the rate of change in Y for a one u

b. the strength of the linear relationship between pairs of variables

An important condition when interpreting the coefficient for a particular independent variable X in a multiple regression equation is that:
a. all of the other independent variables remain constant
b. all of the other independent variables be allowed to v

a. all of the other independent variables remain constant

In choosing the "best-fitting" line through a set of points in linear regression, we choose the one with the:
a. smallest sum of squared residuals
b. largest sum of squared residuals
c. smallest number of outliers
d. largest number of points on the line

a. smallest sum of squared residuals

In regression analysis, the variable we are trying to explain or predict is called the:
a. statistical variable
b. dependent variable
c. residual variable
d. regression variable
e. independent variable

b. dependent variable

The term autocorrelation refers to:
a. the analyzed data refers to itself
b. time series variables are usually related to their own past values
c. the data are in a loop (values repeat themselves)
d. the sample is related too closely to the population

b. time series variables are usually related to their own past values

Outliers are observations that:
a. lie outside the typical pattern of points on a scatterplot
b. disrupt the entire linear trend
c. render the study useless
d. lie outside the sample

a. lie outside the typical pattern of points on a scatterplot

We should include an interaction variable in a regression model if we believe that the effect of one explanatory variable X1 on the response variable Y depends on the value of another explanatory variable X2.
a. True
b. False

a. True

The adjusted R2 is used primarily to monitor whether extra explanatory variables really belong in a multiple regression model.
a. True
b. False

a. True

Approximately what percentage of the observed Y values are within one standard error of the estimate (Se) of the corresponding fitted Y values?
a. 67%
b. 95%
c. 99%
d. It is not possible to determine this.

a. 67%

In regression analysis, which of the following causal relationships are possible?
a. Other variables cause both X and Y to vary.
b. Y causes X to vary.
c. X causes Y to vary.
d. All of these options are possible.

d. All of these options are possible.

A single variable X can explain a large percentage of the variation in some other variable Y when the two variables are:
a. directly related
b. inversely related
c. highly correlated
d. mutually exclusive
e. None of these choices are correct.

c. highly correlated

The percentage of variation (R2) can be interpreted as the fraction (or percent) of variation of the
a. explanatory variable explained by the regression line
b. response variable explained by the regression line
c. explanatory variable explained by the in

b. response variable explained by the regression line

In linear regression, the fitted value is:
a. the predicted value of the intercept
b. the predicted value of the dependent variable
c. the predicted value of the slope
d. the predicted value of the independent value
e. None of these choices are correct.

b. the predicted value of the dependent variable

In multiple regression, the constant ?:
a. must be adjusted for the number of independent variables
b. is necessary to fit the multiple regression line to set of points
c. is the expected value of the dependent variable Y when all of the independent varia

c. is the expected value of the dependent variable Y when all of the independent variables have the value zero

In linear regression, a dummy variable is used:
a. to include categorical variables in the regression equation
b. to represent residual variables
c. when "dumb" responses are included in the data
d. to include hypothetical data in the regression equation

a. to include categorical variables in the regression equation

Correlation is a summary measure that indicates:
a. a curved relationship among the variables
b. the strength of the linear relationship between pairs of variables
c. the magnitude of difference between two variables
d. the rate of change in Y for a one u

b. the strength of the linear relationship between pairs of variables

An important condition when interpreting the coefficient for a particular independent variable X in a multiple regression equation is that:
a. all of the other independent variables remain constant
b. all of the other independent variables be allowed to v

a. all of the other independent variables remain constant

In choosing the "best-fitting" line through a set of points in linear regression, we choose the one with the:
a. smallest sum of squared residuals
b. largest sum of squared residuals
c. smallest number of outliers
d. largest number of points on the line

a. smallest sum of squared residuals

In regression analysis, the variable we are trying to explain or predict is called the:
a. statistical variable
b. dependent variable
c. residual variable
d. regression variable
e. independent variable

b. dependent variable

The term autocorrelation refers to:
a. the analyzed data refers to itself
b. time series variables are usually related to their own past values
c. the data are in a loop (values repeat themselves)
d. the sample is related too closely to the population

b. time series variables are usually related to their own past values

Outliers are observations that:
a. lie outside the typical pattern of points on a scatterplot
b. disrupt the entire linear trend
c. render the study useless
d. lie outside the sample

a. lie outside the typical pattern of points on a scatterplot

We should include an interaction variable in a regression model if we believe that the effect of one explanatory variable X1 on the response variable Y depends on the value of another explanatory variable X2.
a. True
b. False

a. True

The adjusted R2 is used primarily to monitor whether extra explanatory variables really belong in a multiple regression model.
a. True
b. False

a. True

Approximately what percentage of the observed Y values are within one standard error of the estimate (Se) of the corresponding fitted Y values?
a. 67%
b. 95%
c. 99%
d. It is not possible to determine this.

a. 67%