Quiz on Multiple Linear Regression

What is multiple linear regression?

• A statistical method to measure the effect of multiple independent variables on a dependent variable.

• A method to analyze single variable relationships.

• A technique used for time series analysis.

• A method for qualitative data analysis.

What does R-squared indicate in regression analysis?

• The proportion of variance in the dependent variable that can be explained by the independent variables.

• The average of the dependent variable.

• The total number of observations in the dataset.

• The coefficient of determination.

What is the purpose of the F-test in regression?

• To test the significance of the overall regression model.

• To check for multicollinearity among independent variables.

• To determine the goodness of fit of the model.

• To estimate the parameters of the regression model.

What does a Prob(F-statistic) value less than 0.05 indicate?

• All independent variables have a significant effect on the dependent variable.

• The model is not significant.

• There is no relationship between the variables.

• The regression coefficients are biased.

What is the interpretation of an R-squared value of 0.72?

• 72% of the variance in the dependent variable is explained by the independent variables.

• The model is perfect.

• There is no correlation between the variables.

• The independent variables are not significant.

What does Prob > F < 0.05 indicate about the variables?

• All variables have a significant effect

• No variables have a significant effect

• Only some variables have a significant effect

What does an R-squared value of 0.72 imply?

• 72% of the variance in the dependent variable is explained

• Only 28% of the variance is explained

• The model is not a good fit

What is the interpretation of the coefficient for INVESTASI?

• For every increase of 1 in INVESTASI, the dependent variable increases by 1.0096

• For every increase of 1 in INVESTASI, the dependent variable decreases by 1.0096

• INVESTASI has no effect on the dependent variable

What does a Prob value less than 0.05 indicate in the T-test?

• The independent variable significantly affects the dependent variable

• The independent variable does not affect the dependent variable

• The results are inconclusive

What is the significance of the R-squared value in regression analysis?

• It indicates the proportion of variance explained by the independent variables

• It shows the correlation between independent and dependent variables

• It is not relevant in regression analysis