Question 1

A simple regression analysis linking a dependent variable y to an independent variable x is conducted with 20 observations.The p-value value for t_stat in the  = 0 hypothesis test turns out to be .0162.The p-value value for F_stat in the same test must be

Accepted Answer

In simple linear regression, the p-value for the t-test of the slope coefficient (testing the hypothesis that β = 0) and the p-value for the F-test (testing the overall significance of the regression) are the same. Therefore, if the p-value for the t-test is .0162, the p-value for the F-test is also .0162.

Question 2

1% of the values in an F distribution with numerator degrees of freedom= 5 and denominator degrees of freedom = 22 are greater than ___.

Accepted Answer

The answer of 1% of the values in an F...

Question 3

A regression analysis involved 4 independent variables and 20 observations.In using the F table to find the critical value of F for testing the 'all s are 0' null hypothesis, the numerator degrees of freedom should be

Accepted Answer

The numerator degrees of freedom for an F-test in regression analysis is equal to the number of independent variables, which in this case is 4.

Question 4

In multiple regression analysis

Accepted Answer

In multiple regression analysis, the model is designed to predict the outcome of a single dependent variable based on the values of two or more independent variables. This allows for the examination of how multiple factors may influence a single outcome.

Question 5

A simple regression analysis linking dependent variable y to independent variable x is conducted with 25 observations.The value of F_stat used to test the $\beta$= 0 null hypothesis turns out to be 12.7.The value of t_stat for the x coefficient is

Accepted Answer

The t-statistic for the x coefficient can be derived from the F-statistic in a simple linear regression with one independent variable using the relationship $ t^2 = F $. Therefore, $ t = \sqrt{12.7} \approx 3.56 $.

Question 6

A simple regression analysis linking dependent variable y to independent variable x is conducted with 20 observations.The F ratio used to test the  = 0 null hypothesis indicates that the slope coefficient is statistically significant at the 5% significance level.The value of t_stat for the x coefficient will also show that the slope coefficient is

Accepted Answer

In simple linear regression, the t-test for the slope coefficient and the F-test for the overall model significance will give the same p-value. Therefore, if the F-test shows the slope is significant at the 5% level, the t-test will also show significance at the 5% level.

Question 7

A regression analysis involved 5 independent variables and 15 observations..In using the F table to find the critical value of F for testing the 'all s are 0' null hypothesis, the denominator degrees of freedom should be

Accepted Answer

The denominator degrees of freedom in a regression analysis is calculated as the total number of observations minus the number of parameters being estimated (including the intercept). Here, it is 15 observations minus 6 parameters (5 independent variables plus the intercept), which equals 9.

Question 8

5% of the values in an F distribution with numerator degrees of freedom = 3 and denominator degrees of freedom = 12 are greater than ___.

Accepted Answer

The answer of 5% of the values in an F...

Question 9

A regression analysis involved 6 independent variables and 20 observations.In using the F table to find the critical value of F for testing the 'all s are 0' null hypothesis, the denominator degrees of freedom should be

Accepted Answer

The answer of A regression analysis involved 6 independent variables...

Question 10

A multiple regression analysis uses 5 independent variables and 15 observations.The F ratio for testing the 'all s are 0' null hypothesis turns out to be statistically significant at the 5% significance level.It must be true that ____ of the regression coefficients are (is) statistically significant at the 5% level.

Accepted Answer

The answer of A multiple regression analysis uses 5 independent...

Question 11

A regression analysis involved 6 independent variables and 27 observations.The t distribution in which we will find the critical value of t for testing the significance of each of the independent variable coefficients will have

Accepted Answer

The degrees of freedom for the t distribution in a regression analysis is calculated as the number of observations minus the number of parameters being estimated. Here, it is 27 observations minus 6 independent variables (plus 1 for the intercept), which equals 20 degrees of freedom.

Question 12

In an F distribution with numerator degrees of freedom of 4 and denominator degrees of freedom of 8, 99% of the values are less than ______ .

Accepted Answer

The 99th percentile of an F-distribution with 4 numerator degrees of freedom and 8 denominator degrees of freedom is approximately 7.006.

Question 13

5% of the values in an F distribution with numerator degrees of freedom = 3 and denominator degrees of freedom = 17 are greater than ___.

Accepted Answer

The answer of 5% of the values in an F...

Quiz 12: Multiple Regression

A simple regression analysis linking a dependent variable y to an independent variable x is conducted with 20 observations.The p-value value for t_stat in the  = 0 hypothesis test turns out to be .0162.The p-value value for F_stat in the same test must be

1% of the values in an F distribution with numerator degrees of freedom= 5 and denominator degrees of freedom = 22 are greater than ___.

A regression analysis involved 4 independent variables and 20 observations.In using the F table to find the critical value of F for testing the 'all s are 0' null hypothesis, the numerator degrees of freedom should be

In multiple regression analysis

A simple regression analysis linking dependent variable y to independent variable x is conducted with 25 observations.The value of F_stat used to test the $\beta$ = 0 null hypothesis turns out to be 12.7.The value of t_stat for the x coefficient is

A regression analysis involved 5 independent variables and 15 observations..In using the F table to find the critical value of F for testing the 'all s are 0' null hypothesis, the denominator degrees of freedom should be

5% of the values in an F distribution with numerator degrees of freedom = 3 and denominator degrees of freedom = 12 are greater than ___.

A regression analysis involved 6 independent variables and 20 observations.In using the F table to find the critical value of F for testing the 'all s are 0' null hypothesis, the denominator degrees of freedom should be

A regression analysis involved 6 independent variables and 27 observations.The t distribution in which we will find the critical value of t for testing the significance of each of the independent variable coefficients will have

In an F distribution with numerator degrees of freedom of 4 and denominator degrees of freedom of 8, 99% of the values are less than ______ .

5% of the values in an F distribution with numerator degrees of freedom = 3 and denominator degrees of freedom = 17 are greater than ___.

Quiz 12: Multiple Regression

A simple regression analysis linking a dependent variable y to an independent variable x is conducted with 20 observations.The p-value value for tstat in the  = 0 hypothesis test turns out to be .0162.The p-value value for Fstat in the same test must be

1% of the values in an F distribution with numerator degrees of freedom= 5 and denominator degrees of freedom = 22 are greater than ___.

A regression analysis involved 4 independent variables and 20 observations.In using the F table to find the critical value of F for testing the 'all s are 0' null hypothesis, the numerator degrees of freedom should be

In multiple regression analysis

A simple regression analysis linking dependent variable y to independent variable x is conducted with 25 observations.The value of Fstat used to test the β\betaβ = 0 null hypothesis turns out to be 12.7.The value of tstat for the x coefficient is

A regression analysis involved 5 independent variables and 15 observations..In using the F table to find the critical value of F for testing the 'all s are 0' null hypothesis, the denominator degrees of freedom should be

5% of the values in an F distribution with numerator degrees of freedom = 3 and denominator degrees of freedom = 12 are greater than ___.

A regression analysis involved 6 independent variables and 20 observations.In using the F table to find the critical value of F for testing the 'all s are 0' null hypothesis, the denominator degrees of freedom should be

A regression analysis involved 6 independent variables and 27 observations.The t distribution in which we will find the critical value of t for testing the significance of each of the independent variable coefficients will have

In an F distribution with numerator degrees of freedom of 4 and denominator degrees of freedom of 8, 99% of the values are less than ______ .

5% of the values in an F distribution with numerator degrees of freedom = 3 and denominator degrees of freedom = 17 are greater than ___.

A simple regression analysis linking a dependent variable y to an independent variable x is conducted with 20 observations.The p-value value for t_stat in the  = 0 hypothesis test turns out to be .0162.The p-value value for F_stat in the same test must be

A simple regression analysis linking dependent variable y to independent variable x is conducted with 25 observations.The value of F_stat used to test the $\beta$ = 0 null hypothesis turns out to be 12.7.The value of t_stat for the x coefficient is