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QUESTION

In a regression model with p – 1 predictor variables chosen from a set of P – 1 possible predictor  variables, which of the following indicates that bias is not a problem with the model?  A. Mallow’s

In a regression model with p – 1 predictor variables chosen from a set of P – 1 possible predictor 

variables, which of the following indicates that bias is not a problem with the model? 

A. Mallow’s Cp ≤ p (small p) 

B. Mallow’s Cp ≤ P (cap P) 

C. Mallow’s Cp > p (small p) 

D. Mallow’s Cp > P (cap P)

7. Which of the following case diagnostic measures is based on Y values only (and not X values)? 

A. Cook’s Distance 

B. Studentized deleted residual 

C. DFFITS 

D. None of the above – they all use the X values and the Y values 

8. Which of the following methods is the most appropriate for testing H0: βk = 0 versus Ha: βk > 0? 

A. A t-test 

B. An F-test 

C. A test of a full versus reduced model 

D. All of the above are equally good.

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