11.4 What’s wrong? In each of the following situations, explain what is wrong and why.

  1. (a) One of the assumptions for multiple regression is that the distribution of each explanatory variable is Normal.

  2. (b) The null hypothesis H0: β3 = 0 in a multiple regression involving three explanatory variables implies there is no linear association between x3 and y.

  3. (c) The multiple correlation coefficient gives the average correlation between the response variable and each explanatory variable in the model.