Question 45 of 50

In a simple linear regression equation Y = b0 + b1*X + epsilon, what does the term 'b1' represent?

Which variable is the one you are seeking to explain in a regression analysis?

If the Covariance between X and Y is 20 and the Variance of X is 10, what is the slope coefficient (b1)?

Calculate the slope coefficient if the correlation between X and Y is 0.8, the standard deviation of Y is 10, and the standard deviation of X is 4.

Ordinary Least Squares (OLS) regression minimizes which of the following?

Which assumption states that the variance of the regression residuals is the same for all observations?

What is the total variation of the dependent variable Y referred to as?

In the ANOVA equation, SST equals which of the following?

What is the formula for the Coefficient of Determination (R-squared)?

If the correlation coefficient between X and Y is 0.9, what is the Coefficient of Determination (R-squared) for a simple linear regression?

How is the Mean Sum of Squares Regression (MSR) calculated in simple linear regression?

For a simple linear regression with n observations, what are the degrees of freedom for the Mean Squared Error (MSE)?

Given SSE = 50 and n = 27 in a simple linear regression, what is the Mean Squared Error (MSE)?

The Standard Error of Estimate (SEE) is calculated as:

In a regression with SSR = 100 and SSE = 20, what is the value of the F-statistic if n=22?

What is the relationship between the F-statistic and the t-statistic for the slope in a simple linear regression?

A dummy variable (indicator variable) can take which values?

If a regression equation is Y = 5 + 1.2*X, what is the predicted value of Y when X is 10?

The standard error of the forecast (sf) is generally:

In the regression equation ln(Y) = b0 + b1*X, what is this functional form called?

Which regression model is most useful for calculating elasticities?

If the p-value of a test statistic is 0.03 and the level of significance is 0.05, what is the decision?

Calculate the degrees of freedom for the t-test on the slope coefficient if the sample size is 25.

If the estimated slope is 1.2, the hypothesized value is 0, and the standard error of the slope is 0.2520, what is the t-statistic?

What does a 95 percent prediction interval imply compared to a confidence interval for the same X?

In a Lin-Log model (Y = b0 + b1*lnX), how is the slope coefficient interpreted?

Which assumption implies that regression residuals are uncorrelated across observations?

If the 95 percent confidence interval for a slope coefficient includes zero, what should you conclude?

What term describes the condition where the variance of residuals differs across observations?

For a regression with n=25, what is the critical t-value for a two-tailed test at the 5 percent significance level (approximate based on standard tables)?

If Mean Sum of Squares Regression (MSR) is 151.42 and Mean Sum of Squares Error (MSE) is 1.05, what is the F-statistic?

Calculate the Intercept if Mean Y = 9, Mean X = 2, and Slope = 3.05.

In a cross-sectional regression, data involves:

When sample size is large, which assumption can be relaxed by appealing to the Central Limit Theorem?

What is the variation of X often referred to as?

If the p-value is 0.001 and significance level is 0.05, this indicates:

If a regression has SSR = 159.6 and SST = 162.8, what is the R-squared?

The intercept in a regression model represents:

Calculate the degrees of freedom for the F-statistic numerator in a simple linear regression.

If the slope coefficient is 1.5 and the standard error of the slope is 0.5, what is the t-statistic for testing the hypothesis that the slope is zero?

What does 'homoskedasticity' imply about the regression residuals?

Given a sample size of 22 and SEE of 3, calculate the margin of error for a prediction interval if the t-critical value is 2.086 and the standard error of forecast (sf) is calculated to be 4.

Which value indicates the strongest linear relationship between X and Y?

In a Log-Log model, if the coefficient is 1.5, what is the interpretation?

If a slope coefficient is statistically significantly different from zero, what can we conclude about the correlation coefficient?

Sum of Squares Error (SSE) is calculated as the sum of:

If the confidence interval for the slope is [0.5, 1.5], what can be said about the hypothesis H0: slope = 0?

What happens to the standard error of the forecast as the value of the independent variable (X) moves further from its mean?

If n = 50 and k = 1, what are the degrees of freedom for the denominator of the F-test?