Which of the following violates the assumptions of regression analysis?

1Consider the following simple linear regression model:  The response variable is: 

 

  • β0
  • ε
  • y
  • x

     

    2. Which of the following violates the assumptions of regression analysis?

 

  • The error term has a zero mean.
  • The error term has a constant variance.
  • The error term is correlated with an explanatory variable.
  • The error term is normally distributed.

     

    3.For a given set of explanatory variables, in general:

 

  • the width of a confidence interval is the same as the width of a prediction interval.
  • a confidence interval is narrower than a prediction interval.
  • a confidence interval is wider than a prediction interval.
  • The width of a confidence interval cannot be determined.

     

    4. Consider the following simple linear regression model:   β0 and β1 are:

 

  • the response variables.
  • the explanatory variables.
  • the unknown parameters.

     

  • the random error terms.

     

    5 .What is the name of the variable that’s used to predict another variable?

 

  • Standard Error of the Estimate
  • Response
  • Explanatory
  • Coefficient of Determination

    6.In a simple linear regression model, if the plots on a scatter diagram lie on a straight line, what is the standard error of the estimate?

 

  • +1
  • -1
  • 0
  • Infinity

     

    7.The standard error of the estimate measures:

 

  • the variability of the explanatory variables.
  • the variability of the predicted y-values around the mean of the observed y-values.
  • the variability of the observed y-values around the predicted y-values.
  • the variability of the values of the sample regression coefficients.

    8.Serial correlation is typically observed in:

 

  • outliers.
  • time series data.
  • sparse data.
  • cross-sectional data.

    9.Which of the following variables is not qualitative?

 

  • Student’s status (freshman, sophomore, etc.)
  • Religious affiliation
  • Gender of a person
  • Number of dependents claimed on a tax return

     

    10.Another name for an explanatory variable is the ___. 

 

  • independent variable
  • descriptive variable
  • dependent variable
  • inferred variable

     

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