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ISYE6414 (REGRESSION) MIDTERM 2 QUESTIONS AND 100% CORRECT ANSWERS 2024
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ISYE6414 (REGRESSION) MIDTERM 2 QUESTIONS AND 100% CORRECT ANSWERS 2024
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ISYE6414 (REGRESSION) MIDTERM 2QUESTIONS AND 100% CORRECT
ANSWERS 2024
WhatZisZcooksZdistanceZusedZfor?Z-
ZANSWERZItZmeasuresZhowZmuchZallZofZtheZvaluesZinZtheZregressionZmodelZchangeZwithZtheZithZobservation
ZisZremoved.ZBasicallyZitsZaZtestZforZoutliers
RuleZofZthumb:ZDZdenotesZcooksZdistance,ZifZDZisZ>Z4/n
ORZDZ>Z1ZorZanyZlargeZDZthenZitZmayZbeZanZoutlierZandZshouldZbeZremoved.
IfZtheZnormalityZassumptionZdoesZnotZhold,ZweZcanZpursueZaZtransformationZinZtheZresponseZvariable.ZT/FZ-
ZANSWERZTrue
IfZtheZlinearityZassumptionZdoesZnotZhold,ZweZcanZpursueZaZtransformationZinZtheZresponseZvariable.ZT/FZ-
ZANSWERZFalse,ZweZpursueZaZtransformationZinZtheZpredictorZvariables.
R^2ZwillZalwaysZincreaseZifZweZaddZmoreZpredictingZvariables.ZT/FZ-ZANSWERZTrue
IfZweZwantZtoZcompareZmodelsZwithZdifferentZnumbersZofZpredictingZvariables,ZwhatZstatisticZshouldZweZus
e?Z-
ZANSWERZAdjustedZR^2ZbecauseZitZadjustsZforZtheZnumberZofZpredictingZvariables.ZItZdoesn'tZincreaseZwhe
nZweZaddZmoreZpredictingZvariables.
AZstatisticZthatZeffectivelyZsummarizesZhowZwellZtheZX'sZareZlinearlyZrelatedZtoZYZisZtheZcorrelationZcoefficie
nt.ZT/FZ-ZANSWERZTrue
T/FZ-
ZTheZcorrelationZcoefficientZcannotZbeZusedZtoZevaluateZtheZcorrelationZbetweenZtheZpredictingZvariablesZf
orZdetectingZ(near)ZlinearZdependenceZamongZtheZvariablesZ(orZmulticolinearity)Z-ZANSWERZFalse,ZitZCAN
HowZdoZyouZdiagnoseZmulticolinearity?Z-
ZANSWERZCalculateZtheZVIFZ(varianceZinflationZfactor)ZforZeachZpredictingZvariable
,VIFZ=Z1Z/Z(1Z-ZR^2j)
IfZVIFZ<Zmax(10,Z1Z/Z(1-ZR^2))ZthenZweZgotZaZproblem
IfZaZvariableZisZcorrelatedZbutZdoesZnotZhaveZmulticolinearity,ZisZthisZaZproblem?Z-
ZANSWERZNotZnecessarilyZbruh
WhatZdoesZtheZVIFZmeasureZ-
ZANSWERZtheZVIFZmeasuresZtheZproportionalZincreaseZinZtheZvarianceZofZbetaZhatZcomparedZtoZwhatZitZwo
uldZhaveZbeenZifZtheZpredictingZvariablesZhadZbeenZcompletelyZuncorrelated.
True/False:ZTheZresponseZvariableZinZlogisticZregressionZisZaZbinaryZresponse?Z-ZANSWERZTrue
True/False:ZInZlogisticZregression,ZweZmodelZtheZprobabilityZofZaZsuccessZgivenZtheZpredictingZvariables,Znot
ZtheZresponseZitself.Z-ZANSWERZTrue
WhatZareZtheZassumptionsZforZlogisticZregression?Z-ZANSWERZLinearityZAssumption
IndependenceZAssumption
TheZG-LinkZfunctionZisZaZlogitZfunctionZAssumption
WhatZisZtheZlogitZfunction?Z-
ZANSWERZratioZbetweenZtheZprobabilityZofZsuccessZoverZprobabilityZofZaZfailure.ZSoZbasicallyZratioZbetweenZ
logZofZPZoverZ1-p
WhatZisZtheZinterpretationZofZtheZlogisticZregressionZcoefficient?Z-
ZANSWERZTheZlogZofZtheZoddsZratioZforZanZincreaseZofZoneZunitZinZtheZpredictingZvariable.ZWeZdoZnotZinterp
retZbetaZwithZrespectZtoZtheZresponseZvariableZbutZwithZrespectZtoZtheZoddsZofZsuccess.
HowZmanyZregressionZcoefficientsZareZthereZforZlogisticZregression?Z-
ZANSWERZSinceZthereZisZnoZerrorZtime,ZyouZhaveZPZ+Z1ZwithZintercept.
, LogisticZregressionZisZdifferentZfromZstandardZlinearZregressionZinZthat
a)ZItZdoesZnotZhaveZanZerrorZterm
b)ZTheZresponseZvariableZisZnotZnormallyZdistributed.
c)ZItZmodelsZprobabilityZofZaZresponseZandZnotZtheZexpectationZofZtheZresponse.
d)ZAllZofZtheZabove.Z-ZANSWERZd)ZallZofZtheZabove
WhichZoneZisZcorrect?
a)ZTheZlogitZlinkZfunctionZisZtheZonlyZlinkZfunctionZthatZcanZbeZusedZforZmodelingZbinaryZresponseZdata.
b)ZLogisticZregressionZmodelsZtheZprobabilityZofZaZsuccessZgivenZaZsetZofZpredictingZvariables.
c)ZTheZinterpretationZofZtheZregressionZcoefficientsZinZlogisticZregressionZisZtheZsameZasZforZstandardZlinearZ
regressionZassumingZnormality.
d)ZNoneZofZtheZabove.Z-
ZANSWERZb)ZLogisticZregressionZmodelsZtheZprobabilityZofZaZsuccessZgivenZaZsetZofZpredictingZvariables.
InZlogisticZregression,
a)ZTheZestimationZofZtheZregressionZcoefficientsZisZbasedZonZmaximumZlikelihoodZestimation.
b)ZWeZcanZderiveZexactZ(closeZformZexpression)ZestimatesZforZtheZregressionZcoefficients.
c)ZTheZestimationsZofZtheZregressionZcoefficientsZisZbasedZonZminimizingZtheZsumZofZleastZsquares.
d)ZAllZofZtheZabove.Z-
ZANSWERZa)ZTheZestimationZofZtheZregressionZcoefficientsZisZbasedZonZmaximumZlikelihoodZestimation.
UsingZtheZRZstatisticalZsoftwareZtoZfitZaZlogisticZregression,
a)ZWeZcanZuseZtheZlm()Zcommand.
b)ZTheZinputZofZtheZresponseZvariableZisZexactlyZtheZsameZifZtheZbinaryZresponseZdataZareZwithZorZwithoutZr
eplications.
c)ZWeZcanZobtainZbothZtheZestimatesZandZtheZstandardZdeviationsZofZtheZestimatesZforZtheZregressionZcoeff
icients.
d)ZNoneZofZtheZabove.Z-
ZANSWERZc)ZWeZcanZobtainZbothZtheZestimatesZandZtheZstandardZdeviationsZofZtheZestimatesZforZtheZregres
sionZcoefficients.
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