c. the coefficient of determination to be too large
d. the residuals to be random
9. For one of your observations, you find a cook's distance value to be 0.52, a hat value is 0.61 and a studentized deleted residual value of -0.7671. If n = 30 and k =4, you find F 0.50,5,25 = 0.89. You would conclude the observation is …
d. the calculation of the value of the sample mean of Y (i.e., Y̅)
17. Which of the following procedures estimates the distribution of a statistic by repeatedly sampling from the sample?
a. least squares
b. neural nets
d. an experiment
26. In linear regression with k = 2, you have a random sample of 20 observations from normal distributions that have equal variances. From this you calculate a t-test of β2 to be -0.13. If all the assumptions are correct, which of the following could cause the result to t-test to be misleading?
a. The sample size is too large.
b. The R2 value is 0.98.
c. A t-test can never be negative. This is a calculation error.
d. One of the observations is an influential point
30. Before any data-driven model building is done, you should …
18. Holding all other independent variables constant, your data says that increases in studying is associated with decreases in the average grade. Besides multicollinearity, what else could cause the sign of a slope to be opposite what you expected?
b. using theory (or opinion of experts) or by examining data.
c. the confidence interval or the hypothesis test.
d. boredom and/or headaches
26. If the removal of an observation from a data set has little effect on the values of the sample estimates of the slope and intercept, the point is
a. not an outlier in the Y’s
b. not influential
c. not an outlier in the X’s
d. not multicollinear
28. In multiple linear regression (n=10 and k=5), you find a hat value of 1.1, a studentized deleted residual of -3.67, and a cook's distance of 0.6 (If you need it, you are given that the 50th percentile of an F with 6 and 4 degrees of freedom is 1.06). You would then conclude that that the observation is