For each of the following statements, indicate whether it is true or false. If false, explain why it is false. In regression analysis:
a. The estimated coefficient of x1 can be positive in the bivariate model but negative in a multiple regression model.
b. When a model is refitted after y = income is changed from dollars to euros, R2, the correlation between y and x1, the F statistics and t statistics will not change.
c. If r2 = 0.6 between y and x1 and if r2 = 0.6 between y and x2, then for the multiple regression model with both predictors R2 = 1.2.
d. The multiple correlation between y and can equal -0.40.

  • CreatedSeptember 11, 2015
  • Files Included
Post your question