Sociology 593 Exam 1 February 14, 1997

Transcription

1 Sociology 9 Exam February, 997 I. True-False. ( points) Indicate whether the following statements are true or false. If false, briefly explain why.. There are IVs in a multiple regression model. If the global F statistic is significant, this means that all IVs affect the DV.. If the Goldfield-Quant statistic is not significant, this means that heteroscedasticity is not present in the data.. If you want to make comparisons across groups, standardized coefficients should be used.. Skip patterns are a possible reason for missing data in a survey.. A good measuring instrument will always have the same reliability, regardless of what population it is tested on. II. Short answer. ( points; up to points extra credit). For three of the following, indicate (i) what problem appears to be present (and how you can tell that from the printout) (ii) why you should be concerned about the problem, i.e. what harmful effects might it have when estimating regression models, and (iii) possible solutions. When discussing solutions, be sure to look carefully at the information presented; if, in this particular case, some solutions appear to be better than others, explain why. ( points each; up to points extra credit if you get all right.) a) Plot of Y with X - All Cases Plot of Y with X - Blacks Only Plot of Y with X - Whites Only Y - Y - Y - X X X Sociology 9 Exam Page

2 b) Descriptive Statistics INCOME EDUC IQ OCCUP Deviation N Pearson Correlation INCOME EDUC IQ OCCUP Correlations INCOME EDUC IQ OCCUP ANOVA a a. Dependent Variable: INCOME Squares df Square F Sig b b. Independent Variables: (Constant), OCCUP, EDUC, IQ (Constant) EDUC IQ OCCUP a. Dependent Variable: INCOME Coefficients a Standar dized Unstandardized Coeffici Coefficients ents Collinearity Statistics B Error Beta t Sig. Tolerance VIF E Sociology 9 Exam Page

3 c) Income Race Gender Black Missing 6 Black Missing 6 White Missing 7 White Missing Black Male White Male Black Female 6 White Female 7 Black Female White Male d) Plot of Y with X 8 Y - X [CONTINUED] Sociology 9 Exam Page

4 Y X Highest Lowest Highest Lowest Extreme Values Case Number Value a b a. Only a partial list of cases with the value are shown in the table of upper extremes. b. Only a partial list of cases with the value are shown in the table of lower extremes. (Constant) X a. Dependent Variable: Y Coefficients a Standar dized Unstandardized Coeffici Coefficients ents B Error Beta t Sig Case Number Casewise Diagnostics a Y 6.6. a. Dependent Variable: Y Sociology 9 Exam Page

5 III. Computations. ( points) a. ( points) Compute the GQ statistic. Based on the GQ statistic, would you recommend using WLS with this data set? Summary a,b,c Summary a,b,c Variables R XVAR <= 6.8 (Selected) Adjusted Error of the Estimate Entered Removed XVAR, XVAR, XVAR d,e a. Unless noted otherwise, statistics are based only on cases for which XVAR <= 6.8. b. Dependent Variable: YVAR c. Method: Enter d. Independent Variables: (Constant), XVAR, XVAR, XVAR e. All requested variables entered. Variables R XVAR >= 7. (Selected) Adjusted Error of the Estimate Entered Removed XVAR, XVAR, XVAR d,e a. Unless noted otherwise, statistics are based only on cases for which XVAR >= 7.. b. Dependent Variable: YVAR c. Method: Enter d. Independent Variables: (Constant), XVAR, XVAR, XVAR e. All requested variables entered. ANOVA a,b Squares df Square F Sig c b. Selecting only cases for which XVAR <= 6.8 c. Independent Variables: (Constant), XVAR, XVAR, XVAR ANOVA a,b Squares df Square F Sig c b. Selecting only cases for which XVAR >= 7. c. Independent Variables: (Constant), XVAR, XVAR, XVAR Sociology 9 Exam Page

6 b. ( pts.) Fill in the missing entries [] - [] Descriptive Statistics YVAR XVAR XVAR XVAR Deviation N Summary a,b Variables Adjusted Error of the Estimate Entered Removed R XVAR, XVAR, XVAR c,d b. Method: Enter c. Independent Variables: (Constant), XVAR, XVAR, XVAR d. All requested variables entered. Squares ANOVA a Square F Sig. df [] b b. Independent Variables: (Constant), XVAR, XVAR, XVAR (Constant) XVAR XVAR XVAR Coefficients a Standar dized Unstandardized Coeffici Coefficients ents Correlations B Error Beta t Sig. Zero-order Partial Part.89 [].96. Collinearity Statistics Tolerance [] [] [] c) ( pts.) If you were using backwards stepwise regression, what would you do next? Why? d) ( pts.) Do an F test of the hypothesis H : β = β = H A : β and/or β VIF Sociology 9 Exam Page 6