ISYE 6414 Regression Modules 1-2
In the case of MLR, controlling variables are used to control for sample bias. -
CORRECT ANSWER-True
In the case of a multiple regression model with 10 predictors, the error term variance
estimator follows a chi-squared distribution with n - 10 degrees of freedom. - CORRECT
ANSWER-False
The estimated coefficients obtained by using the method of least squares are unbiased
estimators of the true coefficients. - CORRECT ANSWER-True
Before making statistical inference on regression coefficients, estimation of the variance
of the error terms is necessary. - CORRECT ANSWER-True
We detect departure from the assumption of constant variance - CORRECT ANSWER-
when the residuals vs fitted values are larger in the ends but smaller in the middle.
If a departure from normality is detected, we transform the predicting variable to
improve upon the normality assumption. - CORRECT ANSWER-False
If a departure from the independence assumption is detected, we transform the
response variable to improve upon the independence assumption. - CORRECT
ANSWER-False
The Box-Cox transformation is commonly used to improve upon the linearity
assumption. - CORRECT ANSWER-False
In evaluating a simple linear model - CORRECT ANSWER-there is a direct relationship
between the coefficient of determination and the correlation between the predicting and
response variables.
Goodness of fit assessment is done by - CORRECT ANSWER-residual analysis
R-squared (the coefficient of variation) is interpreted as - CORRECT ANSWER-the
percentage of variability in the response variable explained by the model.
The parameters of ANOVA are - CORRECT ANSWER-the k sample means and the
population variance.
, The pooled variance estimator is - CORRECT ANSWER-the sample variance estimator
assuming equal variances.
In ANOVA, the mean sum of squares divided by N-1 is - CORRECT ANSWER-the
sample variance estimator assuming equal means and equal variances.
MSE measures - CORRECT ANSWER-the within-treatment variability.
MSSTr measures - CORRECT ANSWER-the between treatment variability.
If we reject the test of equal means, we conclude that at least one pair of means are
different. - CORRECT ANSWER-True
If we do not reject the test of equal means, we conclude that means are definitely all
equal. - CORRECT ANSWER-False
If we reject the test of equal means, we conclude that all treatment means are not
equal. - CORRECT ANSWER-False
In ANOVA, the objective of residual analysis is to - CORRECT ANSWER-evaluate
departures from the model assumptions.
In ANOVA, the objective of the pairwise comparison is - CORRECT ANSWER-To
identify the statistically significant different means
For assessing the normality assumption of the ANOVA model, we can only use the
quantile-quantile normal plot of the residuals. - CORRECT ANSWER-False
The constant variance assumption is diagnosed using the histogram? - CORRECT
ANSWER-False
The estimator sigma^2 is a random variable? - CORRECT ANSWER-True
The regression coefficients are used to measure the linear dependence between two
variables? - CORRECT ANSWER-False
The mean sum of square errors in ANOVA measures variability within groups -
CORRECT ANSWER-True
Beta 1 is an unbiased estimator for Beta 0. - CORRECT ANSWER-False
Under the normality assumptions, the estimator for B1 is a linear combindation of
randomly distributed random variables? - CORRECT ANSWER-True
In the case of MLR, controlling variables are used to control for sample bias. -
CORRECT ANSWER-True
In the case of a multiple regression model with 10 predictors, the error term variance
estimator follows a chi-squared distribution with n - 10 degrees of freedom. - CORRECT
ANSWER-False
The estimated coefficients obtained by using the method of least squares are unbiased
estimators of the true coefficients. - CORRECT ANSWER-True
Before making statistical inference on regression coefficients, estimation of the variance
of the error terms is necessary. - CORRECT ANSWER-True
We detect departure from the assumption of constant variance - CORRECT ANSWER-
when the residuals vs fitted values are larger in the ends but smaller in the middle.
If a departure from normality is detected, we transform the predicting variable to
improve upon the normality assumption. - CORRECT ANSWER-False
If a departure from the independence assumption is detected, we transform the
response variable to improve upon the independence assumption. - CORRECT
ANSWER-False
The Box-Cox transformation is commonly used to improve upon the linearity
assumption. - CORRECT ANSWER-False
In evaluating a simple linear model - CORRECT ANSWER-there is a direct relationship
between the coefficient of determination and the correlation between the predicting and
response variables.
Goodness of fit assessment is done by - CORRECT ANSWER-residual analysis
R-squared (the coefficient of variation) is interpreted as - CORRECT ANSWER-the
percentage of variability in the response variable explained by the model.
The parameters of ANOVA are - CORRECT ANSWER-the k sample means and the
population variance.
, The pooled variance estimator is - CORRECT ANSWER-the sample variance estimator
assuming equal variances.
In ANOVA, the mean sum of squares divided by N-1 is - CORRECT ANSWER-the
sample variance estimator assuming equal means and equal variances.
MSE measures - CORRECT ANSWER-the within-treatment variability.
MSSTr measures - CORRECT ANSWER-the between treatment variability.
If we reject the test of equal means, we conclude that at least one pair of means are
different. - CORRECT ANSWER-True
If we do not reject the test of equal means, we conclude that means are definitely all
equal. - CORRECT ANSWER-False
If we reject the test of equal means, we conclude that all treatment means are not
equal. - CORRECT ANSWER-False
In ANOVA, the objective of residual analysis is to - CORRECT ANSWER-evaluate
departures from the model assumptions.
In ANOVA, the objective of the pairwise comparison is - CORRECT ANSWER-To
identify the statistically significant different means
For assessing the normality assumption of the ANOVA model, we can only use the
quantile-quantile normal plot of the residuals. - CORRECT ANSWER-False
The constant variance assumption is diagnosed using the histogram? - CORRECT
ANSWER-False
The estimator sigma^2 is a random variable? - CORRECT ANSWER-True
The regression coefficients are used to measure the linear dependence between two
variables? - CORRECT ANSWER-False
The mean sum of square errors in ANOVA measures variability within groups -
CORRECT ANSWER-True
Beta 1 is an unbiased estimator for Beta 0. - CORRECT ANSWER-False
Under the normality assumptions, the estimator for B1 is a linear combindation of
randomly distributed random variables? - CORRECT ANSWER-True
