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5 The linear regressionnull hypothesis we test with the F statistic is: A. that the population from which our data sample is drawn has no

5

The linear regressionnull hypothesis we test with the F statistic is:

A.

that the population from which our data sample is drawn has no intercept

B.

that all slope parameters are zero in the population from which our data sample was drawn

C.

that no slope parameters are zero in the population from which our data sample is drawn

D.

that at least one slope parameter is zero in the population from which our data sample is drawn

6

If we regress the Z transform of Y on the Z transform of X the slope estimate for X will equal:

A.

the percent of variance in the Z transform of Y explained by the Z transform of X

B.

the covariance of the untransformed X and Y

C.

the probability that our data are a sample from a population in which there is no true correlation between X and Y

D.

the product moment correlation coefficient between X and Y

7

Multicollinearity is the OLS assumption that:

A.

no X variable is too highly correlated with Y

B.

no excessive correlation between X variables exists

C.

the relationships between Y andeach X variable ismultilinear.

D.

no X variable is correlated with the regression errors

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