ISYE6414 (REGRESSION) MIDTERM 2 QUESTIONS AND 100% CORRECT ANSWERS 2024

ISYE6414 (REGRESSION) MIDTERM 2
QUESTIONS 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.