28 Questions
Which of the following is true about retaining explanatory variables in a regression model?
Only the most fundamental explanatory variables should be retained in the model
When should indicator variables representing a qualitative predictor variable be kept together as a group in a regression model?
When a subset of indicator variables is better according to the criterion employed
In a regression model, if second-order terms or interaction terms are present, what is the preferred order of including the terms?
First-order terms should be included before second-order terms
Which method of variable selection is a combination of forward and backward procedures?
Stepwise Selection
Which model has the largest adjusted coefficient of determination (Ra2) and the fewest number of independent variables?
Backward Model
Which method of variable selection starts with all independent variables in the model and then deletes variables one at a time using a partial F-test until all remaining variables produce a significant F statistic?
Backward Selection
Which method of variable selection inserts independent variables one at a time until a satisfactory regression equation is found, starting with the variable that has the highest correlation with the response variable?
Forward Selection
Which criterion is used to find the point where adding more X variables is not worthwhile because it leads to a very small increase in Rp2?
Ra2
Which criterion penalizes models with large numbers of predictors and favors more parsimonious models?
SBCp
Which criterion measures the total mean squared error of the fitted values for each subset regression model?
Mallows' Cp
Which criterion is a measure of how well the use of the fitted values for a subset model can predict the observed responses?
PRESSp
Which of the following is NOT one of the objectives of multiple linear regression?
Select the final regression model to be employed
Which criterion is equivalent to using the error sum of squares (SSEp) as the criterion for selecting subsets of X variables?
Rp2
Which procedure aims to identify a small group of regression models that are considered 'good' according to a specified criterion?
All-Possible-Regressions Procedure
Which criterion is used to identify several 'good' subsets of X variables based on a high coefficient of multiple determination R2?
Rp2 criterion
Which criterion is equivalent to using the error sum of squares SSEp as the criterion for selecting 'good' subsets of X variables?
SSEp criterion
Which procedure aims to identify a small group of regression models that are considered 'good' according to a specified criterion, leading to the selection of the final regression model to be employed?
All-Possible-Regressions Procedure
Which criterion measures the total mean squared error of the fitted values for each subset regression model?
Cp
When should indicator variables representing a qualitative predictor variable be kept together as a group in a regression model?
When the qualitative predictor variable has a significant effect on the response variable
Which criterion penalizes models with large numbers of predictors and favors more parsimonious models?
SBCp
Which method of variable selection inserts independent variables one at a time until a satisfactory regression equation is found, starting with the variable that has the highest correlation with the response variable?
Forward selection
Which of the following is a method of validating a regression model?
All of the above
When should indicator variables representing a qualitative predictor variable be kept together as a group in a regression model?
When a subset containing only some of the indicator variables is better
In a regression model, if second-order terms or interaction terms are present, what is the preferred order of including the terms?
Include the first-order terms first, then the second-order terms
Which of the following is true about the forward selection method of variable selection?
Variables are inserted one at a time until a satisfactory regression equation is found
Which criterion is used to select subsets of X variables in the all-possible-regressions procedure?
Partial F-statistic
Which method of variable selection is a combination of forward and backward procedures?
Stepwise selection
Which model has the largest adjusted coefficient of determination (Ra2) and the fewest number of independent variables?
Backward model
This quiz explores the all-possible-regressions procedure and its implications for identifying subsets of variables. Learn about different evaluation criteria and their impact on subset identification. Test your knowledge on variable selection in regression analysis.
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