Page 1 of 49
ISYE 6414-REGRESSION ANALYSIS Modules 1-4
COMPLETE 250+ QUESTIONS AND DETAILED
SOLUTIONS LATEST UPDATE THIS YEAR
ISYE 6414 Regression Modules 1-2
QUESTION: The variability in the prediction comes from - ANSWER-the variability due to a new
measurement and due to estimation.
QUESTION: Residual analysis can only be used to assess uncorrelated errors. - ANSWER-False
QUESTION: Independence assumption can be assess using the normal probability plot. -
ANSWER-False
QUESTION: Independence assumption can be assessed using the residuals vs fitted values. -
ANSWER-False
QUESTION: We detect departure from the assumption of constant variance - ANSWER-when
the residuals vs fitted values are larger in the ends but smaller in the middle.
QUESTION: If a departure from normality is detected, we transform the predicting variable to
improve upon the normality assumption. - ANSWER-False
1
,Page 2 of 49
QUESTION: If a departure from the independence assumption is detected, we transform the
response variable to improve upon the independence assumption. - ANSWER-False
QUESTION: The Box-Cox transformation is commonly used to improve upon the linearity
assumption. - ANSWER-False
QUESTION: In evaluating a simple linear model - ANSWER-there is a direct relationship between
the coefficient of determination and the correlation between the predicting and response
variables.
QUESTION: Goodness of fit assessment is done by - ANSWER-residual analysis
QUESTION: R-squared (the coefficient of variation) is interpreted as - ANSWER-the percentage
of variability in the response variable explained by the model.
QUESTION: The parameters of ANOVA are - ANSWER-the k sample means and the population
variance.
QUESTION: The pooled variance estimator is - ANSWER-the sample variance estimator
assuming equal variances.
2
,Page 3 of 49
Assuming that the data are normally distributed, under the simple linear model, the estimated
variance has the following sampling distribution: - ANSWER-Chi-squared with n-2 degrees of
freedom.
QUESTION: The fitted values are defined as? - ANSWER-The regression line with parameters
replaced with the estimated regression coefficients.
QUESTION: The estimators fo the linear regression model are derived by? - ANSWER-Minimizing
the sum of squared differences between the observed and expected values of the response
variable.
QUESTION: The estimators for the regression coefficients are: - ANSWER-Unbiased regardless of
the distribution of the data.
QUESTION: The assumption of normality: - ANSWER-Is needed for the sampling distribution of
the estimators of the regression coefficients and hence for inference.
QUESTION: The estimated versus predicted regression line for a given x* - ANSWER-have the
same expectation.
QUESTION: In ANOVA, the mean sum of squares divided by N-1 is - ANSWER-the sample
variance estimator assuming equal means and equal variances.
3
, Page 4 of 49
QUESTION: MSE measures - ANSWER-the within-treatment variability.
QUESTION: MSSTr measures - ANSWER-the between treatment variability.
QUESTION: If we reject the test of equal means, we conclude that at least one pair of means are
different. - ANSWER-True
QUESTION: If we do not reject the test of equal means, we conclude that means are definitely
all equal. - ANSWER-False
QUESTION: If we reject the test of equal means, we conclude that all treatment means are not
equal. - ANSWER-False
QUESTION: In ANOVA, the objective of residual analysis is to - ANSWER-evaluate departures
from the model assumptions.
QUESTION: In ANOVA, the objective of the pairwise comparison is - ANSWER-To identify the
statistically significant different means
4
ISYE 6414-REGRESSION ANALYSIS Modules 1-4
COMPLETE 250+ QUESTIONS AND DETAILED
SOLUTIONS LATEST UPDATE THIS YEAR
ISYE 6414 Regression Modules 1-2
QUESTION: The variability in the prediction comes from - ANSWER-the variability due to a new
measurement and due to estimation.
QUESTION: Residual analysis can only be used to assess uncorrelated errors. - ANSWER-False
QUESTION: Independence assumption can be assess using the normal probability plot. -
ANSWER-False
QUESTION: Independence assumption can be assessed using the residuals vs fitted values. -
ANSWER-False
QUESTION: We detect departure from the assumption of constant variance - ANSWER-when
the residuals vs fitted values are larger in the ends but smaller in the middle.
QUESTION: If a departure from normality is detected, we transform the predicting variable to
improve upon the normality assumption. - ANSWER-False
1
,Page 2 of 49
QUESTION: If a departure from the independence assumption is detected, we transform the
response variable to improve upon the independence assumption. - ANSWER-False
QUESTION: The Box-Cox transformation is commonly used to improve upon the linearity
assumption. - ANSWER-False
QUESTION: In evaluating a simple linear model - ANSWER-there is a direct relationship between
the coefficient of determination and the correlation between the predicting and response
variables.
QUESTION: Goodness of fit assessment is done by - ANSWER-residual analysis
QUESTION: R-squared (the coefficient of variation) is interpreted as - ANSWER-the percentage
of variability in the response variable explained by the model.
QUESTION: The parameters of ANOVA are - ANSWER-the k sample means and the population
variance.
QUESTION: The pooled variance estimator is - ANSWER-the sample variance estimator
assuming equal variances.
2
,Page 3 of 49
Assuming that the data are normally distributed, under the simple linear model, the estimated
variance has the following sampling distribution: - ANSWER-Chi-squared with n-2 degrees of
freedom.
QUESTION: The fitted values are defined as? - ANSWER-The regression line with parameters
replaced with the estimated regression coefficients.
QUESTION: The estimators fo the linear regression model are derived by? - ANSWER-Minimizing
the sum of squared differences between the observed and expected values of the response
variable.
QUESTION: The estimators for the regression coefficients are: - ANSWER-Unbiased regardless of
the distribution of the data.
QUESTION: The assumption of normality: - ANSWER-Is needed for the sampling distribution of
the estimators of the regression coefficients and hence for inference.
QUESTION: The estimated versus predicted regression line for a given x* - ANSWER-have the
same expectation.
QUESTION: In ANOVA, the mean sum of squares divided by N-1 is - ANSWER-the sample
variance estimator assuming equal means and equal variances.
3
, Page 4 of 49
QUESTION: MSE measures - ANSWER-the within-treatment variability.
QUESTION: MSSTr measures - ANSWER-the between treatment variability.
QUESTION: If we reject the test of equal means, we conclude that at least one pair of means are
different. - ANSWER-True
QUESTION: If we do not reject the test of equal means, we conclude that means are definitely
all equal. - ANSWER-False
QUESTION: If we reject the test of equal means, we conclude that all treatment means are not
equal. - ANSWER-False
QUESTION: In ANOVA, the objective of residual analysis is to - ANSWER-evaluate departures
from the model assumptions.
QUESTION: In ANOVA, the objective of the pairwise comparison is - ANSWER-To identify the
statistically significant different means
4