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Multiple Choice Quiz
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1
Wilk's lambda is used in:
A)multivariate analysis of proportions
B)multivariate analysis of variance
C)multiple regression
D)all of the above
E)none of the above
2
The multivariate normal distribution is an extension of the:
A)uniform distribution
B)normal distribution
C)exponential distribution
D)chi-square distribution
E)multi-normal distribution
3
Hotelling's T2 statistic has the following distribution:
A)chi-square
B)normal
C)F
D)binomial
E)t-distribution
4
The off-diagonal elements in the variance-covariance matrix contain:
A)regression parameters
B)means
C)covariance estimates
D)variance estimates
E)none of the above
5
Assumptions necessary to use MANOVA are:
A)the r populations have equal variance-covariance matrices
B)the r populations all have equal means
C)the r populations have multivariate distributions
D)only a and c
E)a, b, and c
6
The technique that is used to develop an equation for predicting the value of a qualitative dependent variable based on a set of independent variables is called?
A)MANCOVA
B)MANOVA
C)multivariate analysis
D)discriminant analysis
E)none of the above
7
The number of correctly classified cases in discriminant analysis is given by the:
A)cutting score
B)F statistic
C)degrees of freedom
D)hit rate
E)none of the above
8
When referring to a multivariate random variable X, refers to the ____________ matrix.
A)Correlation
B)Coefficients
C)Variance-covariance
D)Variance-correlation
E)None of the above
9
In discriminant analysis, the threshold value used to determine group membership is referred to as the ____________
A)Isolating factor
B)Cutting score
C)Discriminant function
D)Canonical variate
E)Orthogonal rotation
10
A given discriminant analysis results in a hit ratio of 83%. This implies that 83% were classified __________
A)Correctly
B)Incorrectly
C)Depends on the relative size of the groups
D)Depends on the number of groups present
E)None of the above
11
In a MANOVA with only one treatment, the null hypothesis has been rejected. This implies that _____________.
A)At least one variable differs significantly from the others
B)No variables differ significantly
C)All Xs differ significantly from one another
D)No X differs significantly from the others
E)None of the above
12
A key difference between principal component analysis and factor analysis is ______________.
A)in factor analysis, we want the proportion of variance extracted to remain constant as factors are extracted.
B)in factor analysis, the factors we extract must be orthogonal
C)in factor analysis, the managerial interpretability of the factors is unimportant
D)in factor analysis, we are sometimes interested in having the factors we extract be correlated
E)Both A and B are correct





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