The University of British Columbia
Sauder School of Business
COMMERCE 291
Final Examination, April 2004
Name: ____________________________
Student Number: ________________
(Underline your last name)
Section Number/Instructor (Check one)
___201 TR
8:3010:30 Alan Donald
___206 MW
10:3012:30 Jonathan
___202 TR
10:3012:30 Alan Donald
Berkowitz
___203 TR
2:30
4:30 Shuya Yin
___207 MW
4:30
6:30 Jonathan Patrick
___204 TR
4:30
6:30 Ellen Fowler
___208 MW
2:30
4:30 Weon Yoo
___205 MW
8:3010:30 Ellen Fowler
___209 MW
4:00
6:00 Ellen Fowler
Instructions  Read carefully.
•
Do not start this exam until you have entered your name, student number and section number
at the top of this page.
•
Put your student card on the desk ready for identification.
•
This exam consists of
9 questions
. Check that you have
12 pages
, including this page.
Check to ensure that your copy is complete.
•
You have
3 hours
to do this exam.
•
This is an "open book and notes" exam.
•
After you are told that the exam is over, you have
5 minutes
to get your exam booklet to the
indicated places as you exit the exam room.
•
Write your answers on the actual copy of this exam
in the indicated spaces
. Hand in only
this exam. Nothing else will be marked. You may use scratch paper to do rough calculations
but do not hand in the scratch paper.
•
Answer ALL questions.
Question
Maximum
Your Mark
1
10
2
10
3
8
4
18
5
10
6
8
7
12
8
9
9
15
Total
100
1
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View Full DocumentQuestion 1 (Total
10
marks) – “True or False” (to get you started)
For each of the following statements, indicate whether the statements are True or False.
Parts a) through f) refer to simple linear regression; parts g) through j) are about hypothesis
testing in general. Each statement is worth one mark; there is no penalty for a wrong answer.
Circle True or False. No explanation is needed.
a) A value of r = 0.7 means that 70% of the variation
True
False
in Y is explained by the independent variable.
b) If r
2
= 1, then it must
be the case that r = 1.
True
False
c) (1r
2
)SST = SSE
True
False
d) For a given level of confidence the narrowest confidence
True
False
interval for the mean Y will occur at
x
.
e) Let b
1
be the slope of the regression line of Y on X, and b
2
True
False
the slope of the regression line of X on Y, and r the sample
correlation coefficient between X and Y. Then b
1
x
b
2
= r
2
.
f) The least squares regression line passes through (
y
x
,
)
True
False
and through (0,
x
b
y
1

).
g) If the null hypothesis is rejected in a test, then this
True
False
proves that the null hypothesis is false.
h) A Type I error cannot be made if the null hypothesis
True
False
is accepted.
i) A good way to increase the chance of detecting a true
True
False
difference between two means is to increase the sample size.
j) A confidence interval for the population mean based
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 Winter '10
 E.Fowler
 Linear Regression, Regression Analysis, Null hypothesis, Statistical hypothesis testing

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