题目内容

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.

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更多问题

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

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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

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(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.

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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.

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