Using the cooks distance statistic d i to determine

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52. Using the Cook’s distance statistic D i to determine influential points in a multiple regression model with k independent variable and n observations and letting 1 2 , F ν ν denote the critical value of an F distribution with 1 ν and 2 ν degrees of freedom at a 0.50 level of significance, X i is an influential point if a) 1, 1 i k n k D F + - - < b) 1, 1 i k n k D F + - - c) 1, 1 i n k k D F - - + < d) 1, 1 i n k k D F - - + ANSWER: b TYPE: MC DIFFICULTY: Easy KEYWORDS: influence analysis
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Multiple Regression Model Building 213 53. True or False: Only when all three of the hat matrix elements h i , the Studentized deleted residuals t i , and the Cook’s distance statistic D i , reveal a consistent result, should an observation be removed from the regression analysis. 54. An independent variable X j is considered highly correlated with the other independent variables if 55. True or False: The goals of model building are to find a good model with the fewest independent variables that is easier to interpret and has a lower probability of collinearity. ANSWER: True TYPE: TF DIFFICULTY: Easy KEYWORDS: model building, collinearity 56. Using the best-subsets approach to model building, models are being considered when their
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214 Multiple Regression Model Building 57. True or False: In data mining, where huge data sets are being explored to discover relationships among a large number of variables, the best-subsets approach is more practical than the stepwise regression approach. ANSWER: False TYPE: TF DIFFICULTY: Easy KEYWORDS: model building, stepwise regression, C-p 58. True or False: The stepwise regression approach takes into consideration all possible models. ANSWER: False TYPE: TF DIFFICULTY: Easy KEYWORDS: model building, stepwise regression 59. True or False: In stepwise regression, an independent variable is not allowed to be removed from the model once it has been entered into the model. ANSWER: False TYPE: TF DIFFICULTY: Easy KEYWORDS: model building, stepwise regression 60. True or False: Using the C p statistic in model building, all models with ( 29 1 p C k + are equally good. ANSWER: False TYPE: TF DIFFICULTY: Easy KEYWORDS: model building, C-p
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