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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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.
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.
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.
If a new independent variable is added to a regression equation, the adjusted R2 increases only if the absolute value of the t statistic of the new variable is greater than one.
A. 对
B. 错