Question
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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