ISYE 6414 Final Exam Review 2022 with complete solution
Least Square Elimination (LSE) cannot be applied to GLM models. Ans***False - it is applicable but does not use data distribution information fully.
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ISYE 6414 Final Exam Review 2022 with complete solution
Least Square Elimination (LSE) cannot be applied to GLM models. Ans***False - it is applicable but does not use data distribution information fully.
In multiple linear regression with idd and equal variance, the least squares estimation of regression coefficients are always unbiased. Ans***True - the least squares estimates are BLUE (Best Linear Unbiased Estimates) in multiple linear regression.
Maximum Likelihood Estimation is not applicable for simple linear regression and multiple linear regression. Ans***False - In SLR and MLR, the SLE and MLE are the same with normal idd data.
The backward elimination requires a pre-set probability of type II error Ans***False - Type I errorn
The first degree of freedom in the F distribution for any of the three procedures in stepwise is always equal to one. Ans***True
MLE is used for the GLMs for handling complicated link function modeling in the X-Y relationship. Ans***True
In the GLMs the link function cannot be a non linear regression. Ans***False - It can be linear, non linear, or parametric
When the p-value of the slope estimate in the SLR is small the r-squared becomes smaller too. Ans***False - When P value is small, the model fits become more significant and R squared become larger.
In GLMs the main reason one does not use LSE to estimate model parameters is the potential constrained in the parameters. Ans***False - The potential constraint in the parameters of GLMs is handled by the link function.
The R-squared and adjusted R-squared are not appropriate model comparisons for non linear regression but are for linear regression models. Ans***TRUE - The underlying assumption of R-squared calculations is that you are fitting a linear model.
The decision in using ANOVA table for testing whether a model is significant depends on the normal distribution of the response variable Ans***True
When the data may not be normally distributed, AIC is more appropriate for variable selection than adjusted R-squared Ans***True
The slope of a linear regression equation is an example of a correlation coefficient. Ans***False - the correlation coefficient is the r value. Will have the same + or - sign as the slope.
In multiple linear regression, as the value of R-squared increases, the relationship
between predictors becomes stronger Ans***False - r squared measures how much variability is explained by the model, NOT how strong the predictors are.
When dealing with a multiple linear regression model, an adjusted R-squared can
be greater than the corresponding unadjusted R-Squared value. Ans***False - the adjusted rsquared value take the number and types of predictors into account. It is lower than the r squared value.
In a multiple regression problem, a quantitative input variable x is replaced by x −
mean(x). The R-squared for the fitted model will be the same Ans***True
The estimated coefficients of a regression line is positive, when the coefficient of
determination is positive. Ans***False - r squared is always positive.
If the outcome variable is quantitative and all explanatory variables take values 0 or
1, a logistic regression model is most appropriate. Ans***False - More research is necessary to determine the correct model.
After fitting a logistic regression model, a plot of residuals versus fitted values is
useful for checking if model assumptions are violated. Ans***False - for logistic regression use deviance residuals.
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