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MMLU / Suppose that the value of R² for an estimated regression model is exactly…

Problem

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question

Suppose that the value of R2R^2 for an estimated regression model is exactly zero. Which of the following are true? i) All coefficient estimates on the slopes will be zero ii) The fitted line will be horizontal with respect to all of the explanatory variables iii) The regression line has not explained any of the variability of y about its mean value iv) The intercept coefficient estimate must be zero.
Plain-text mathematical notation (without MathML)
Suppose that the value of R² for an estimated regression model is exactly zero. Which of the following are true?

i) All coefficient estimates on the slopes will be zero

ii) The fitted line will be horizontal with respect to all of the explanatory variables

iii) The regression line has not explained any of the variability of y about its mean value

iv) The intercept coefficient estimate must be zero.
Original LaTeX notation
Suppose that the value of $R^2$ for an estimated regression model is exactly zero. Which of the following are true?

i) All coefficient estimates on the slopes will be zero

ii) The fitted line will be horizontal with respect to all of the explanatory variables

iii) The regression line has not explained any of the variability of y about its mean value

iv) The intercept coefficient estimate must be zero.

choices

  1. (ii) and (iv) only
  2. (i) and (iii) only
  3. (i), (ii), and (iii) only
  4. (i), (ii), (iii), and (iv)

subject

econometrics

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Source and history

task_id
c5d168da-d081-5e0c-b8eb-eedb5a2180c7
task_key
all--test--c5d168da-d081-5e0c-b8eb-eedb5a2180c7
task_revision_id
1
config / split
all / test

Official source

initial import