SME_8e_Ch_17_Section_4 - CHAPTER 17 SECTION 4: MULTIPLE...

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1 CHAPTER 17 SECTION 4: MULTIPLE REGRESSION MULTIPLE CHOICE 136. If the Durbin-Watson statistic has a value close to 0, which assumption is violated? a. Normality of the errors. b. Independence of errors. c. Homoscedasticity. d. None of these choices. ANS: B PTS: 1 REF: SECTION 17.4 137. If the Durbin-Watson statistic d has values smaller than 2, this indicates a. a positive first-order autocorrelation b. a negative first-order autocorrelation c. no first-order autocorrelation at all d. None of these choices. ANS: A PTS: 1 REF: SECTION 17.4 138. If the Durbin-Watson statistic, d , has values greater than 2, this indicates a. a positive first-order autocorrelation b. a negative first-order autocorrelation c. no first-order autocorrelation at all d. None of these choices. ANS: B PTS: 1 REF: SECTION 17.4 139. If the Durbin-Watson statistic has a value close to 4, which assumption is violated? a. Normality of the errors b. Independence of errors c. Homoscedasticity d. None of these choices. ANS: B PTS: 1 REF: SECTION 17.4 140. The range of the values of the Durbin-Watson statistic d is: a. - 4 d 4 b. - 2 d 2 c. 0 d 4 d. 0 d 2 ANS: C PTS: 1 REF: SECTION 17.4 TRUE/FALSE 141. The Durbin-Watson d statistic is used to check the assumption of normality. ANS: F PTS: 1 REF: SECTION 17.4
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2 142. The Durbin-Watson test allows the statistics practitioner to determine whether there is evidence of first-order autocorrelation. ANS: T
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This note was uploaded on 09/28/2010 for the course FINOPMGT 250 taught by Professor Kumar during the Spring '10 term at University of Massachusetts Boston.

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SME_8e_Ch_17_Section_4 - CHAPTER 17 SECTION 4: MULTIPLE...

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