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ISYE 6414 FINAL EXAM 202FINAL E2-2023 / ISYE6414 XAM REAL EXAM QUESTION AND ANSWERS
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FINAL E2-2023 / ISYE6414 XAM REAL EXAM QUESTION AND ANSWERS
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ISYE 6414 FINAL EXAM 2022-2023 / ISYE6414 FINALEXAM REAL EXAM QUESTION AND ANSWERS
1. We should always use mean squared error to determine the best value
of lambda in lassoregression.
a. True
b. False
Sol: False. The criterion used is a choice we make.
2. Standard linear regression is an example of a generalized linear model
where the response isnormally distributed and the link is the identity
function.
a. True
b. False
Sol: True. See Unit 4.4.1.
3. Goodness-of-fit assessment for logistic regression involves checking
for the independence,constant variance, and normality of the deviance
residuals.
a. True
b. False
Sol: False. We don’t have constant variance in binomial regression.
4. You are interested in understanding the relationship between stress level and
exercise, with stress as the response. In your model, the number of hours a
person spends exercising per weekwould be considered an explanatory
variable while the person’s age would be a controlling variable.
a. True
b. False
Sol: True. Time spent exercising is part of the relationship you are trying to
understand while agecould act as a confounding variable that you need to
control.
5. The hypothesis test for goodness-of-fit using Pearson residuals and the
test using devianceresiduals will always reach the same conclusion.
a. True
b. False
Sol: False. One test may conclude plausibly good fit while the other rejects it.
, 6. A logistic regression model with high goodness of fit can have low predictive
power.
a. True
b. False
Sol: True. See Unit 4.2.3. If we apply a Poisson regression model using a
small sample size, theestimators of the regression coefficient may not follow
an approximate Normal distribution, affecting thereliability of the statistical
inference on the coefficients.
c. True
d. False
Sol: True. See Unit 4.2.1.
7. You fit a regression model using three predictors. You notice the estimated
coefficient for predictor X1 is an order of magnitude larger than the
estimated coefficient for predictor X2. It iscorrect to conclude that X1 has a
greater effect on the response than X2.
a. True
b. False
Sol: False. We do not know that the variables are on the same scale in order
to directly compare them. We can only conclude that a 1-unit change in X1
is associated with a greater change in the response than a 1-unit change in X2
holding other variables constant.
8. Regularized regression with a lambda value equal to 0 is equivalent
to regression modelestimation without penalization.
a. True
b. False
Sol: True. See Unit 5.2.2.
9. In a Poisson regression model, the difference between the null deviance
and residual deviancefollows a normal distribution.
a. True
b. False
Sol: False. It follows a Chi-square distribution (this is used to check
the overall regressionsignificance).
10. You want to examine the relationship between study time and score on
exams. You create five exams and recruit 50 participants. For each
participant in your study, you record their time studying for and grade on
each of those five exams. If you were to use all the data you recordedto
build a simple linear regression model, you would violate the independence
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