超星 - 随堂测试8-4

单选题

A change in the unit of measurement of the dependent variable in a model does not lead to a change in:

A. the standard error of the regression.
B. the sum of squared residuals of the regression.
C. the goodness-of-fit of the regression.
D. the confidence intervals of the regression.

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单选题

Changing the unit of measurement of any independent variable, where log of the dependent variable appears in the regression:

A. affects only the intercept coefficient.
B. affects only the slope coefficient.
C. affects both the slope and intercept coefficients.
D. affects neither the slope nor the intercept coefficient.

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单选题

If a regression equation has only one explanatory variable, say x1, its standardized coefficient must lie in the range:

A. -2 to 0.
B. -1 to 1.
C. 0 to 1.
D. 0 to 2.

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单选题

Which of the following statements is true when the dependent variable, y > 0?

A. Taking log of a variable often expands its range.
B. Models using log(y) as the dependent variable will satisfy CLM assumptions more closely than models using the level of y.
C. Taking log of variables make OLS estimates more sensitive to extreme values.
D. Taking logarithmic form of variables make the slope coefficients more responsive to rescaling.

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单选题

Two equations form a nonnested model when:

A. one is logarithmic and the other is quadratic.
B. neither equation is a special case of the other.
C. each equation has the same independent variables.
D. there is only one independent variable in both equations.

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单选题

Residual analysis refers to the process of:

A. examining individual observations to see whether the actual value of a dependent variable differs from the predicted value.
B. calculating the squared sum of residuals to draw inferences for the consistency of estimates.
C. transforming models with variables in level to logarithmic functions so as to understand the effect of percentage changes in the independent variable on the dependent variable.
D. sampling and collection of data in such a way to minimize the squared sum of residuals.

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判断题