Q4. In regards to multiple regression analysis, which of the following statements is most accurate? A) Adjusted R2 is less than R2. B) Adjusted R2 always decreases as independent variables increase. C) R2 is less than adjusted R2.
Q5. Which of the following tests is used to detect autocorrelation? A) Residual Plot. B) Breusch-Pagan. C) Durbin-Watson.
. Q6. One of the most popular ways to correct heteroskedasticity is to: A) adjust the standard errors. B) use robust standard errors. C) improve the specification of the model.
Q7. Which of the following statements regarding the Durbin-Watson statistic is most accurate? The Durbin-Watson statistic: A) can only be used to detect positive serial correlation. B) only uses error terms in its computations. C) is approximately equal to 1 if the error terms are not serially correlated.
Q8. If a regression equation shows that no individual t-tests are significant, but the F-statistic is significant, the regression probably exhibits: A) heteroskedasticity. B) multicollinearity. C) serial correlation.
Q9. Which of the following is a potential remedy for multicollinearity? A) Take first differences of the dependent variable. B) Omit one or more of the collinear variables. C) Add dummy variables to the regression.
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发表于 2009-1-8 14:40
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