Deck 4: Multiple Regression

Question 1

What does a multiple linear regression analysis examine?

A) The relationship between more than one dependent and only one independent variable
B) The relationship between one or more than one dependent and only one independent variable
C) The relationship between one dependent and more than one independent variables
D) The relationship between more than one independent variables

Answer 1

C

Question 2

What does the following expression (H₀:β₁=β₂=0)mean?

A) One of the independent variables is useful in predicting the dependent variable
B) Both the independent variables are useful in predicting the dependent variable
C) None of the independent variables are useful in predicting the dependent variable
D) There is a third independent variable predicting the dependent variable

Answer 2

C

Question 3

Which of the following criteria is the most optimal for assessing the goodness of the fit of a multiple regression model?

A) Adjusted R²
B) R²
C) The intercept
D) The coefficient

Answer 3

A

Question 4

In which cases are the standardized coefficients suggested to be used to identify the relative importance of the independent variables in a multiple regression model?

A) When all the independent variables are measured using the same metric
B) When not all the independent variables are measured using the same metric
C) When the independent variables are measured using different metrics
D) When all the independent variables are measured using an ordinal scale ranging from 1 to 6

Question 5

What is the post-estimation command that you can use after the regress command in Stata to compute the predicted mean-Y values of interest?

A) pcorr
B) esttab
C) margins
D) marginsplot