STA 6166 UNIT 4 Section 2 Answers
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Section 2

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Unit 4 Section 2 Answers

General Questions

1) What is a multiple linear regression model? Write out the functional form for a multiple linear regression model having 4 explanatory variables?


2)In a linear multiple regrssion model, describe in words the interpretation of (partial slopes).


3) What are the four assumptions made when performing a multiple linear regression analysis?


4) What are "dummy variables"? Give an example of a dummy variable.


5) State the formula for the coefficient of determination, . In a multiple regression model, if you get a high value of , what can you conclude?


6) What are sequential sums of squares and what are they used for? Are sequential sums of squares indepent of the particular order in which the independent variables enter the multiple regression model. Why is this important to know?


7) What are the steps in performing an F-test for the null hypothesis . How would your write the form of the F- test in terms of ? What does this equation tell you?


8) What is the difference between the "complete model" and a "reduced model"? What are the null hypothesis, test statistics and rejection region for the F-test of a subset of predictors?