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1. If a regression model does not explain much of the variation in the dependent

ID: 3235459 • Letter: 1

Question

1. If a regression model does not explain much of the variation in the dependent variable, which of the following is true?

the sum of squared errors is large

the standard error of the estimate is small

R2 of the model is close to 1

none of the above.

2.

In multiple regression analysis, the ratio MSR/MSE provides which of the following?

the F-test statistic for testing the validity of the regression model

the t-test statistic for testing each individual regression coefficient

the unadjusted multiple coefficient of determination

the adjusted multiple coefficient of determination.

3.

Which of the following notation represents an observation of a time-series in the immediate
past period?

yt-1

yt

yt+2

yt+1.

the sum of squared errors is large

the standard error of the estimate is small

R2 of the model is close to 1

none of the above.

Explanation / Answer

1. ) the sum of squared error is large

2.) the F test statistic for testing the validity of the regression model

3.)yt-1