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Multiple choice question based on multiple regression.
1. Below you are given a partial computer output based on a sample of 16 observations.
Coefficient Standard Error
Constant
12.924
4.425
X1
-3.682
2.630
X2
45.216
12.560
Analysis of Variance
Source of Variation
Degrees of Freedom
Sum of Squares
Mean Square
F
Regression
4,853
2,426.5
Error
485.3
The estimated regression equation is
Y = b0 + b1X1 + b2X2 + e
E(Y) = b0 + b1X1 + b2X2
= 12.924 - 3.682 X1 + 45.216 X2
= 4.425 + 2.63 X1 + 12.56 X2
2. A regression model involving 4 independent variables and a sample of 15 periods resulted in the following sum of squares. SSR = 165; SSE = 60. The coefficient of determination is
1. 0.3636 2. 0.7333 3. 0.275 4. 0.5
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