Week 5: Knowledge Check Chapter 16

Which of the following statements about the backward elimination procedure is false?

a. It is a one-variable-at-a-time procedure.

b. It does not permit an independent variable to be reentered once it has been removed.

c. It does not guarantee that the best regression model will be found.

d. It begins with the regression model found using the forward selection procedure.

Excel’s Regression tool can be used to perform the ____ procedure.

a. best-subsets

b. forward selection

c. stepwise regression

d. backward elimination

In a laboratory experiment, data were gathered on the life span (y in months) of 33 rats, units of daily protein intake (x1), and whether or not agent x2 (a proposed life-extending agent) was added to the rats’ diet (x2 = 0 if agent x2 was not added, and x2 = 1 if agent was added). From the results of the experiment, the following regression model was developed: ŷ = 36 + .8×1 − 1.7×2 Also provided are SSR = 60 and SST = 180. The degrees of freedom associated with SSE are _____.

a. 3

b. 30

c. 33

d. 32

In a laboratory experiment, data were gathered on the life span (y in months) of 33 rats, units of daily protein intake (x1), and whether or not agent x2 (a proposed life-extending agent) was added to the rats’ diet (x2 = 0 if agent x2 was not added, and x2 = 1 if agent was added). From the results of the experiment, the following regression model was developed: ŷ = 36 + .8×1 − 1.7×2 Also provided are SSR = 60 and SST = 180. The multiple coefficient of determination is _____.

a. .333

b. 5

c. .5

d. .2

The null hypothesis in the Durbin–Watson test is always that there is _____.

a. no autocorrelation

b. negative autocorrelation

c. positive autocorrelation

d. either positive or negative autocorrelation

Week 5: Chapter 16 Homework

In a regression analysis involving 25 observations, the following estimated regression equation was developed. ŷ = 10 – 18×1 + 3×2 + 14×3 Also, the following standard errors and the sum of squares were obtained. Sb1 = 3 Sb1 = 6 Sb1 = 7 SST = 4,800 SSE = 1,296 The coefficient of x3 _____.

a. is significant

b. is not significant

c. Cannot be tested, because not enough information is provided

d. None of these answers are correct.

In a regression model involving 30 observations, the following estimated regression equation was obtained. ŷ = 170 + 34×1 – 3×2 + 8×3 + 58×4 + 3×5 For this model, SSR = 1,740 and SST = 2,000. The value of MSE is _____.

a. 10.40

b. 32.13

c. 10.83

d. 348

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In a laboratory experiment, data were gathered on the life span (y in months) of 33 rats, units of daily protein intake (x1), and whether or not agent x2 (a proposed life-extending agent) was added to the rats’ diet (x2 = 0 if agent x2 was not added, and x2 = 1 if agent was added). From the results of the experiment, the following regression model was developed: ŷ = 36 + .8×1 − 1.7×2 Also provided are SSR = 60 and SST = 180. The life expectancy of a rat that was given two units of agent x2 daily, but was not given any protein, is _____.

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