Question

Question 19

For a multiple regression model, SST= 200 and SSE = 50. The multiple coefficient of determination is 

• 0.25 

• 4.00 

• 250 

• 0.75

Question 21

In a multiple regression model, the error term εe is assumed to be a random variable with a mean of

• zero

• -1

• 1

• any value

Question 31 

In regression analysis, the response variable is the

• independent variable

• dependent variable

• slope of the regression function

• intercept

Answer 1

For a multiple regression model, SST = 200 and SSE = 50. The multiple coefficient of determination is R^2 = 1 - SSE/SST = 1 - 50/200 = 1 - 0.25 R^2 = 0.75 In a multiple regression model, the error term E_e is assumed to be a random variable with a mean of zero In regression analysis, the response variable is dependent variable