State with breif reasons whether the following statements are true (T), false (F

Question

State with breif reasons whether the following statements are true (T), false (F), or uncertain (U).

a. The adjusted and unadjusted R2s are identical only when the unadjusted R2is equal to 1.

b. The way to determine whether a group of explanatory variables exerts significant influence on the dependent variable is to see if any of the explanatory variables has a significant t statistic; if not, they are statistically insignificant as a group.

c. When R2=1, F=0, and when R2=0, F=infinite

d. When the d.f. exceed 120, the 5% critical t value (two-tail) and the 5% critical Z (standard normal) value are identical, namely, 1.96.

e. When we say that an estimated regression coefficient is statistically significant, we mean that it is statistically different from 1.

f. To compute a critical t value, we need to know only the d.f.

g. By the overall significance of a multiple regression we mean the statistical significance of any single variable included in the model.

h. Insofar as estimation and hypothesis testing are concerned, there is no difference between simple regression and multiple regression.

i. The d.f. of the total sum of squares (TSS) are always (n-1) regardless of the number of explanatory variables included in the model.

Explanation / Answer

True False (F-test will be useful in this case) False (it’s the opposite) True False (it should be different from 0) False (level of significance is also needed) False (it means that all partial coefficients are not simultaneously equal to 0) True True

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