Q5. The standard error of estimate is closest to the: A) standard deviation of the independent variable. B) standard deviation of the residuals. C) standard deviation of the dependent variable.
Q6. The standard error of the estimate measures the variability of the:
A) predicted y-values around the mean of the observed y-values. B) actual dependent variable values about the estimated regression line. C) values of the sample regression coefficient.
Q7. Jason Brock, CFA, is performing a regression analysis to identify and evaluate any relationship between the common stock of ABT Corp and the S& 100 index. He utilizes monthly data from the past five years, and assumes that the sum of the squared errors is .0039. The calculated standard error of the estimate (SEE) is closest to: A) 0.0080. B) 0.0082. C) 0.0360.
Q8. The standard error of the estimate in a regression is the standard deviation of the: A) differences between the actual values of the dependent variable and the mean of the dependent variable. B) residuals of the regression. C) dependent variable.
Q9. Which of the following statements about the standard error of the estimate (SEE) is least accurate? A) The SEE will be high if the relationship between the independent and dependent variables is weak. B) The larger the SEE the larger the R2. C) The SEE may be calculated from the sum of the squared errors and the number of observations.
Q10. If X and Y are perfectly correlated, regressing Y onto X will result in which of the following: A) the regression line will be sloped upward. B) the alpha coefficient will be zero. C) the standard error of estimate will be zero.
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发表于 2009-1-5 10:32
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