Basic Statistics and Data Analysis

Lecture notes, MCQS of Statistics

Correlation and Regression 4

This Section contains Multiple Choice Questions MCQs on Correlation Analysis, Simple Regression Analysis, Multiple Regression Analysis, Coefficient of Determination (Explained Variation), Unexplained Variation, Model Selection Criteria, Model Assumptions, Interpretation of results, Intercept, Slope, Partial Correlation, Significance tests, OLS Assumptions, Multicollinearity, Heteroscedasticity, Auto Correlation etc. Lets start

MCQs on Correlation and Regression Analysis

Question 1: The value of coefficient of correlation lies between
A) 0 to 1
B) 0 to -1
C) -1 to 1
D) 1 to -10

Question 2: If the scatter diagram is drawn the scatter points lie on a straight line then it indicate
a) Skewness
b) Perfect correlation
c) No correlation
d) None of the above

Question 3: In the model $Y= mX+ a$,Y is also known as the:
A)      Predictor variable
B)      Independent variable
C)      Predicted (dependent) variable
D)     Explanatory variable

Question 4: The regression equation is the line with slope a passing through
A) The point ($\overline{X}, \overline{Y}$)
B) The point (x, y)
C) The point (y,  x)
D) The point ($\overline{Y}, \overline{X}$)

Question 5: If the regression equation is equal to $Y=23.6 – 54.2X$, then 23.6 is the ______ while -54.2 is the ____ of the regression line.
A) Slope, intercept
B) Intercept, slope
C) Slope, regression coefficient
D) Radius, intercept

Question 6: The sample coefficient of correlation
A) Has the same sign as the slope, i.e. b
Can range from -1.00 up to 2.00
C) Is also called Peterson’s r.
D) Can range from -3.00 up to 2.00

Question 7: If the equation of regression line is y = 5, then what result will you take out from it?
A) The line passes through origin
B) The line passes through (5, 0)
C) The line is parallel to y-axis
D) The line is parallel to x-axis

Question 8: Which of the following relationship holds
A) $r_{13.2}=\sqrt{\beta_{13.2} \times \beta_{31.2}}$
B) $r_{13.2}=\sqrt{\beta_{12.3} \times \beta_{21.3}}$
C) $r_{13.2}=\sqrt{\beta_{23.1} \times \beta_{32.1}}$
D) All of the above

Question 9: In regression equation y = a + βx + e, both x and y variables are
A) Random
B) Fixed
C) x is fixed and y is random
D) y is fixed and x is random
E) none of above

Question 10: If R2 is zero, that is no collinearity/ Multicollinearity, the variance inflation factor (VIF) will be
A) Zero
B) One
C) Two
C) None of the above.

Question 11: The method of least squares finds the best fit line that _______ the error between observed & estimated points on the line
A) Maximizes
B) Minimizes
C) Reduces to zero
D) Approaches to infinity

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MCQs Correlation and Regression Analysis

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The Author

Muhammad Imdadullah

Student and Instructor of Statistics and business mathematics. Currently Ph.D. Scholar (Statistics), Bahauddin Zakariya University Multan. Like Applied Statistics and Mathematics and Statistical Computing. Statistical and Mathematical software used are: SAS, STATA, GRETL, EVIEWS, R, SPSS, VBA in MS-Excel. Like to use type-setting LaTeX for composing Articles, thesis etc.

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