QUESTION 10 If the p-term regression model has negligible bias, the expected val

Question

QUESTION 10

If the p-term regression model has negligible bias, the expected value of Mallows’ Cp statistic is p.

a)True

b)False

QUESTION 11

A leverage point is a data point that

                      

a)has an unusual response

b)has a zero residual

c)is remote in x-space

d)is not normally distributed

QUESTION 12

A point with a large Cook’s distance

                      

a)is usually near the center of the data in x-space

b)has influence on the estimated regression coefficients

c)has a zero residual

d)all of the above

QUESTION 15

Which of the following are true about Mallows’ Cp statistic?

                      

a)Generally large values of Cp are desirable

b)Cp is used as a criterion for model selection

c)The result is not sensitive to the estimate ?2

d)All of the above

QUESTION 16

If a 95% confidence interval of an estimator of a regression coefficient ? contains 0, which of the following statements is true.

                      

a)The true value of ? is 0

b)The estimated value of ? is 0

c)The null hypothesis ? = 0 cannot be rejected at ? = 0.05

d)None of the above

Best Subsets Regression: y versus x1, x2, x3, x4, x5 Response is y Mallows X X X X S l 2 3 4 5 Vars R-sq R-Sq(adj) C-p -0.6 0.21270 X 79.0 13.8 81.2 0.43062 16.7 79.2 0.2 0.21142 x X 78.3 1.3 0.21590 X X 2 79.8 78.5 2.1 0.21488 X XX 80.7 2.1 508 X X X 78.5 77.8 4.0 0.21879 XXXX 80.7 4.1 0.21889 X X X 77.7 5 80.8 76.9 6.0 0.22293 XXXXX

Explanation / Answer

answers for above data is

10)a true ,11)c is remote in X space 12)d all of the above ,13)b decreasing F to enter 15)d all of the above 16)b the estimated valye is zero

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