QUESTION 21 To calculate the Variance Inflation Factor for x3 in the regression

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QUESTION 21

To calculate the Variance Inflation Factor for x3 in the regression model y on x1, x2, x3, one can use the R-squared obtained from the regression model of x3 on x1 and x2 and the VIF is VIF = 1/(1-R2j)

a)True

b)False

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QUESTION 22

In a regression problem whit n = 40 observations, and 4 parameters (including the intercept), what is the distribution of a deleted residual?

a)Normal distribution

b)t-distribution with 35 degrees of freedom

c)t-distribution with 36 degrees of freedom

d)none of the above

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QUESTION 23

Given a multiple regression problem with n = 30 rows and 3 predictors and an intercept, calculate the mean square for pure error. There are only 3 points with replicated y’s and the y’s are shown below.

a)18.25

b)21

c)2.25

d)3.6

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QUESTION 24

If the x’s are considered to be fixed numbers, in the 95% statement in the confidence interval what is assumed about the x’s in hypothetical future sample?

a)Observations of y are obtained at the same x values

b)Observations of y are obtained at random x values

c)Observations of y are obtained at a subset of the same x values

d)Does not matter

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QUESTION 25

By adding any new regressors to a regression model, the R2 of the new model

a)will not change

b)will not decrease

c)will not increase

d)depends on which regressors are added

Explanation / Answer

QUESTION 21 ) True

QUESTION 22) t-distribution with 36 degrees of freedom

QUESTION 24) Observations of y are obtained at random x values

QUESTION 25) depends on which regressors are added

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