PracticeExamRegression3024

PracticeExamRegression3024 - STA 3024 Practice Problems...

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STA 3024 Practice Problems Exam 2 1. The parameters to be estimated in the simple linear regression model Y=α+βx+ε ε~N(0,σ) are: a) α, β, σ b) α, β, ε c) a, b, s d) ε, 0, σ 2. We can measure the proportion of the variation explained by the regression model by: a) r b) R 2 c) σ 2 d) F 3. The MSE is an estimator of: a) ε b) 0 c) σ 2 d) Y 4. In multiple regression with p predictor variables, when constructing a confidence interval for any β i , the degrees of freedom for the tabulated value of t should be: a) n-1 b) n-2 c) n- p-1 d) p-1 5. In a regression study, a 95% confidence interval for β 1 was given as: (-5.65, 2.61). What would a test for H 0 : β 1 =0 vs H a : β 1 0 conclude? a) reject the null hypothesis at α=0.05 and all smaller α b) fail to reject the null hypothesis at α=0.05 and all smaller α c) reject the null hypothesis at α=0.05 and all larger α d) fail to reject the null hypothesis at α=0.05 and all larger α 6. In simple linear regression, when β is not significantly different from zero we conclude that: a) X is a good predictor of Y b) there is no linear relationship between X and Y c) the relationship between X and Y is quadratic d) there is no relationship between X and Y 7. In a study of the relationship between X=mean daily temperature for the month and Y=monthly charges on electrical bill, the following data was gathered: X 20 30 50 60 80 90 Which of the following seems the most likely model? Y 125 110 95 90 110 130 a) Y= α +βx+ε β<0 b) Y= α +βx+ε β>0 c) Y= α +β 1 x+β 2 x 2 β 2 <0 d) Y= α +β 1 x+β 2 x 2 β 2 >0 8. If a predictor variable x is found to be highly significant we would conclude that: a) a change in y causes a change in x b) a change in x causes a change in y c) changes in x are not related to changes in y d) changes in x are associated to changes in y 9. At the same confidence level, a prediction interval for a new response is always; a) somewhat larger than the corresponding confidence interval for the mean response b) somewhat smaller than the corresponding confidence interval for the mean response c) one unit larger than the corresponding confidence interval for the mean response d) one unit smaller than the corresponding confidence interval for the mean response 10. Both the prediction interval for a new response and the confidence interval for the mean response are narrower when made for values of x that are: a) closer to the mean of the x’s b) further from the mean of the x’s c) closer to the mean of the y’s d) further from the mean of the y’s
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11. In the regression model Y = α + βx + ε the change in Y for a one unit increase in x: a) will always be the same amount, α b) will always be the same amount, β c) will depend on the error term d) will depend on the level of x 12. In a regression model with a dummy variable without interaction there can be: a) more than one slope and more than one intercept b) more than one slope, but only one intercept
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PracticeExamRegression3024 - STA 3024 Practice Problems...

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