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