ISYE 6414 Regression Modules 1-2 Test
Questions and Answers
Question 1
Assuming that the data are normally distributed, under the simple linear model, the
estimated variance has the following sampling distribution:
Correct Answer
Chi-squared with n-2 degrees of freedom.
Question 2
The fitted values are defined as?
Correct Answer
The regression line with parameters replaced with the estimated regression
coefficients.
Question 3
The estimators fo the linear regression model are derived by?
Correct Answer
Minimizing the sum of squared differences between the observed and expected
values of the response variable.
Question 4
The estimators for the regression coefficients are:
Correct Answer
Unbiased regardless of the distribution of the data.
Page 1 of 16
,Question 5
The assumption of normality:
Correct Answer
Is needed for the sampling distribution of the estimators of the regression
coefficients and hence for inference.
Question 6
The estimated versus predicted regression line for a given x*
Correct Answer
have the same expectation.
Question 7
The variability in the prediction comes from
Correct Answer
the variability due to a new measurement and due to estimation.
Question 8
Residual analysis can only be used to assess uncorrelated errors.
Correct Answer
False
Question 9
Independence assumption can be assess using the normal probability plot.
Correct Answer
False
Question 10
Independence assumption can be assessed using the residuals vs fitted values.
Correct Answer
False
Page 2 of 16
, Question 11
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.
Question 12
If a departure from normality is detected, we transform the predicting variable to
improve upon the normality assumption.
Correct Answer
False
Question 13
If a departure from the independence assumption is detected, we transform the
response variable to improve upon the independence assumption.
Correct Answer
False
Question 14
The Box-Cox transformation is commonly used to improve upon the linearity
assumption.
Correct Answer
False
Question 15
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.
Page 3 of 16
Questions and Answers
Question 1
Assuming that the data are normally distributed, under the simple linear model, the
estimated variance has the following sampling distribution:
Correct Answer
Chi-squared with n-2 degrees of freedom.
Question 2
The fitted values are defined as?
Correct Answer
The regression line with parameters replaced with the estimated regression
coefficients.
Question 3
The estimators fo the linear regression model are derived by?
Correct Answer
Minimizing the sum of squared differences between the observed and expected
values of the response variable.
Question 4
The estimators for the regression coefficients are:
Correct Answer
Unbiased regardless of the distribution of the data.
Page 1 of 16
,Question 5
The assumption of normality:
Correct Answer
Is needed for the sampling distribution of the estimators of the regression
coefficients and hence for inference.
Question 6
The estimated versus predicted regression line for a given x*
Correct Answer
have the same expectation.
Question 7
The variability in the prediction comes from
Correct Answer
the variability due to a new measurement and due to estimation.
Question 8
Residual analysis can only be used to assess uncorrelated errors.
Correct Answer
False
Question 9
Independence assumption can be assess using the normal probability plot.
Correct Answer
False
Question 10
Independence assumption can be assessed using the residuals vs fitted values.
Correct Answer
False
Page 2 of 16
, Question 11
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.
Question 12
If a departure from normality is detected, we transform the predicting variable to
improve upon the normality assumption.
Correct Answer
False
Question 13
If a departure from the independence assumption is detected, we transform the
response variable to improve upon the independence assumption.
Correct Answer
False
Question 14
The Box-Cox transformation is commonly used to improve upon the linearity
assumption.
Correct Answer
False
Question 15
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.
Page 3 of 16
