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ISYE 6414 Regression Modules 1-2 Updated 2025 with complete solution

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For assessing the normality assumption of the ANOVA model, we can only use the quantile-quantile normal plot of the residuals. - False In simple linear regression models, we loose three degrees of freedom because of the estimation of the three model parameters, B0, B1, and Sigma^2? - False In evaluating a simple linear model - there is a direct relationship between the coefficient of determination and the correlation between the predicting and response variables. Assuming that the data are normally distributed, under the simple linear model, the estimated variance has the following sampling distribution: - Chi-squared with n-2 degrees of freedom. The fitted values are defined as? - The regression line with parameters replaced with the estimated regression coefficients. The estimators fo the linear regression model are derived by? - Minimizing the sum of squared differences between the observed and expected values of the response variable. The estimators for the regression coefficients are: - Unbiased regardless of the distribution of the data. The estimated versus predicted regression line for a given x* - have the same expectation. The variability in the prediction comes from - the variability due to a new measurement and due to estimation. Residual analysis can only be used to assess uncorrelated errors. - False Independence assumption can be assess using the normal probability plot. - FalseIndependence assumption can be assessed using the residuals vs fitted values. - False We detect departure from the assumption of constant variance - 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. - False If a departure from the independence assumption is detected, we transform the response variable to improve upon the independence assumption. - False The Box-Cox transformation is commonly used to improve upon the linearity assumption. - False Goodness of fit assessment is done by - residual analysis R-squared (the coefficient of variation) is interpreted as - the percentage of variability in the response variable explained by the model. The parameters of ANOVA are - the k sample means and the population variance. The pooled variance estimator is - the sample variance estimator assuming equal variances. In ANOVA, the mean sum of squares divided by N-1 is - the sample variance estimator assuming equal means and equal variances. MSE measures - the within-treatment variability. MSSTr measures - the between treatment variability.If we reject the test of equal means, we conclude that at least one pair of means are different. - True If we do not reject the test of equal means, we conclude that means are definitely all equal. - False If we reject the test of equal means, we conclude that all treatment means are not equal. - False In ANOVA, the objective of residual analysis is to - evaluate departures from the model assumptions. In ANOVA, the objective of the pairwise comparison is - To identify the statistically significant different means The constant variance assumption is diagnosed using the histogram? - False The estimator sigma^2 is a random variable? - True The regression coefficients are used to measure the linear dependence between two variables? - False The mean sum of square errors in ANOVA measures variability within groups - True Beta 1 is an unbiased estimator for Beta 0. - False Under the normality assumptions, the estimator for B1 is a linear combindation of randomly distributed random variables? - TrueThe assumptions to diagnose with a linear regression model are independence, linearity, constant variance, and normality? - True The sampling distribution for the variance estimator in ANOVA is chi-squared regardless of the assumptions of data? - False If the constant variance assumption in ANOVA does not hold, the inference on the equality of the means will not be reliable. - True A negative value of B1 is consistent with an inverse relationship between x and y. - True In one confidence interval in the pairwise comparison does not include zero, we conclude that the two means are plausibly equal. - False The mean sum of square errors in ANOVA measures the variability between groups? - False THe linear regression model with a qualitative predicting variable with k levels/classes will have k+1 parameters to estimate? - True We assess the assumption of constant-variance by plotting the response variable against fitted values? - False In ANOVA number of degrees of freedom of the chi-square distribution for the pooled variance estimator is N-k where k is the number of groups? - True Only the log-transformation of the response variable can be used with the normality assumption does not hold. - False

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ISYE 6414 Regression Modules 1-2

For assessing the normality assumption of the ANOVA model, we can only use the quantile-quantile
normal plot of the residuals. - False



In simple linear regression models, we loose three degrees of freedom because of the estimation of the
three model parameters, B0, B1, and Sigma^2? - False



In evaluating a simple linear model - there is a direct relationship between the coefficient of
determination and the correlation between the predicting and response variables.



Assuming that the data are normally distributed, under the simple linear model, the estimated variance
has the following sampling distribution: - Chi-squared with n-2 degrees of freedom.



The fitted values are defined as? - The regression line with parameters replaced with the
estimated regression coefficients.



The estimators fo the linear regression model are derived by? - Minimizing the sum of squared
differences between the observed and expected values of the response variable.



The estimators for the regression coefficients are: - Unbiased regardless of the distribution of the
data.

The estimated versus predicted regression line for a given x* - have the same expectation.



The variability in the prediction comes from - the variability due to a new measurement and due
to estimation.



Residual analysis can only be used to assess uncorrelated errors. - False



Independence assumption can be assess using the normal probability plot. - False

, Independence assumption can be assessed using the residuals vs fitted values. - False



We detect departure from the assumption of constant variance - 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. - False



If a departure from the independence assumption is detected, we transform the response variable to
improve upon the independence assumption. - False



The Box-Cox transformation is commonly used to improve upon the linearity assumption. - False



Goodness of fit assessment is done by - residual analysis



R-squared (the coefficient of variation) is interpreted as - the percentage of variability in the
response variable explained by the model.



The parameters of ANOVA are - the k sample means and the population variance.



The pooled variance estimator is - the sample variance estimator assuming equal variances.



In ANOVA, the mean sum of squares divided by N-1 is - the sample variance estimator assuming
equal means and equal variances.



MSE measures - the within-treatment variability.



MSSTr measures - the between treatment variability.
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