Regression analysis

Which of the following statements about the backward elimination procedure is false?

a. It is a one-variable-at-a-time procedure.

b. It does not permit an independent variable to be reentered once it has been removed.

c. It does not guarantee that the best regression model will be found.

d. It begins with the regression model found using the forward selection procedure.

Excel's Regression tool can be used to perform the __ procedure.

a. best-subsets

b. forward selection

c. stepwise regression

d. backward elimination

In a laboratory experiment, data were gathered on the life span (y in months) of 33 rats, units of daily protein intake (x1), and whether or not agent x2 (a proposed life-extending agent) was added to the rats' diet (x2 = 0 if agent x2 was not added, and x2 = 1 if agent was added). From the results of the experiment, the following regression model was developed:

ŷ = 36 + .8x1 − 1.7x2

Also provided are SSR = 60 and SST = 180.

The degrees of freedom associated with SSE are _.

a. 3

b. 30

c. 33

d. 32

In a laboratory experiment, data were gathered on the life span (y in months) of 33 rats, units of daily protein intake (x1), and whether or not agent x2 (a proposed life-extending agent) was added to the rats' diet (x2 = 0 if agent x2 was not added, and x2 = 1 if agent was added). From the results of the experiment, the following regression model was developed:

ŷ = 36 + .8x1 − 1.7x2

Also provided are SSR = 60 and SST = 180.

The multiple coefficient of determination is _.

a. .333

b. 5

c. .5

d. .2

The null hypothesis in the Durbin–Watson test is always that there is _.

a. no autocorrelation

b. negative autocorrelation

c. positive autocorrelation

d. either positive or negative autocorrelation