超星 - 随堂测试6-4

单选题

If the explained sum of squares is 35 and the total sum of squares is 49, what is the residual sum of squares?

A. 10
B. 12
C. 18
D. 14

单选题

Which of the following is true of R2?

A. R2 is also called the standard error of regression.
B. A low R2 indicates that the Ordinary Least Squares line fits the data well.
C. R2 usually decreases with an increase in the number of independent variables in a regression.
D. R2 shows what percentage of the total variation in the dependent variable, Y, is explained by the explanatory variables.

查看答案

单选题

The value of R2 always _____.

A. lies below 0
B. lies above 1
C. lies between 0 and 1
D. lies between 1 and 1.5

查看答案

单选题

Find the degrees of freedom in a regression model that has 10 observations and 7 independent variables.

A. 17
B. 2
C. 3
D. 4

查看答案

单选题

(Requires Calculus) In the multiple regression model you estimate the effect on Yi of a unit change in one of the Xi while holding all other regressors constant. This

A. makes little sense, because in the real world all other variables change.
B. corresponds to the economic principle of mutatis mutandis.
C. leaves the formula for the coefficient in the single explanatory variable case unaffected.
D. corresponds to taking a partial derivative in mathematics.

查看答案

单选题

In multiple regression, the R2 increases whenever a regressor is

A. added unless the coefficient on the added regressor is exactly zero.
B. added.
C. added unless there is heterosckedasticity.
D. greater than 1.96 in absolute value.

查看答案

判断题

The coefficient of determination (R2) decreases when an independent variable is added to a multiple regression model.

A. 对
B. 错

查看答案