True or false: Regression For each of the following statements, indicate whether it is true or false. If false, explain why it is false. In regression analysis:
a. The estimated coefficient of 1 can be positive in the simple model but negative in a multiple regression model.
b. When a model is refitted after y = income is changed from dollars to euros, R2 , the correlation between y and 1, the F statistics and t statistics will not change.
c. If r2 = 0.6 between y and 1 and if r2 = 0.6 between y and
2, then for the multiple regression model with both predictors, R2 = 1.2.
d. The multiple correlation between y and yn can equal -0.40.
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