Exam (elaborations)
ISYE 6414 - ALL UNITS COMPLETELY SOLVED GRADED A 2024
- Course
- Institution
ISYE 6414 - ALL UNITS COMPLETELY SOLVED GRADED A 2024
[Show more]
Content preview
ISYE 6414 - ALL UNITS COMPLETELY
SOLVED GRADED A 2024
responsed(dependent)dvariablesd-
dans✔✔onedparticulardvariabledthatdwedaredinteresteddindunderstandingdordmodelingd(y)
predictingdordexplanatoryd(independent)dvariablesd-
dans✔✔adsetdofdotherdvariablesdthatdmightdbedusefuldindpredictingdordmodelingdthedrespon
sedvariabled(x1,dx2)
Whatdkinddofdvariabledisdadresponsedvariabledanddwhy?d-
dans✔✔random,dbecauseditdvariesdwithdchangesdindthedpredictor/
sdalongdwithdotherdrandomdchanges.
Whatdkinddofdvariabledisdadpredictingdvariabledanddwhy?d-
dans✔✔fixed,dbecauseditddoesdnotdchangedwithdthedresponsedbutditdisdfixeddbeforedthedres
ponsedisdmeasured.
lineardrelationshipd-
dans✔✔adsimpleddeterministicdrelationshipdbetweend2dfactors,dxdanddy
whatdaredthreedthingsdthatdadregressiondanalysisdisduseddfor?d-
dans✔✔1.dPredictiondofdthedresponsedvariable,d2.dModelingdthedrelationshipdbetweendthed
responsedanddexplanatorydvariables,d3.dTestingdhypothesesdofdassociationdrelationships
B0d=d?d-dans✔✔intercept
B1d=d?d-dans✔✔slope
fordourdlineardmodeldwhere:dYd=dB0d+dB1d+dEPSILONd(E),dwhatddoesdthedepsilondreprese
nt?d-dans✔✔deviancedofdtheddatadfromdthedlineardmodeld(errordterm)
,whatdaredthed4dassumptionsdofdlineardregression?d-dans✔✔Linearity/
MeandZero,dConstantdVariance,dIndependence,dNormality
Linearity/Meandzerodassumptiond-
dans✔✔Meansdthatdthedexpecteddvalued(deviances)dofderrorsdisdzero.dThisdleadsdtoddifficu
ltiesdindestimatingdB0danddmeansdthatdourdmodelddoesdnotdincludedadnecessarydsystemati
cdcomponent
Constantdvariancedassumptiond-
dans✔✔Meansdthatditdcannotdbedtruedthatdthedmodeldisdmoredaccuratedfordsomedpartsdofdt
hedpopulation,danddlessdaccuratedfordotherdpartsdofdthedpopulations.dThisdcandresultdindles
sdaccuratedparametersdanddpoorly-calibrateddpredictiondintervals.
AssumptiondofdIndependenced-
dans✔✔Meansdthatdtheddeviances,dordindfactdthedresponsedvariablesdys,daredindependent
lyddrawndfromdtheddata-
generatingdprocess.d(thisdmostdoftendoccursdindtimedseriesddata)dThisdcandresultdindverydm
isleadingdassessmentsdofdthedstrengthdofdregression.
Normalitydassumptiond-
dans✔✔Thisdisdneededdifdwedwantdtoddodanydconfidencedordpredictiondintervals,dordhypoth
esisdtest,dwhichdwedusuallyddo.dIfdthisdassumptiondisdviolated,dhypothesisdtestdanddconfide
ncedanddpredictiondintervalsdanddbedverydmisleading.
whatdaredthed3dparametersdwedestimateddindregression?d-
dans✔✔B0,dB1,dsigmadsquaredd(variancedofdthedonedpop.)
Whatddodwedmeandbydmodeldparametersdindstatistics?d-
dans✔✔Modeldparametersdaredunknowndquantities,danddtheydstaydunknowndregardlessdh
owdmuchddatadaredobserved.dWedestimatedthosedparametersdgivendthedmodeldassumptio
nsdanddtheddata,dbutdthroughdestimation,dwe'rednotdidentifyingdthedtruedparameters.dWe're
djustdestimatingdapproximationsdofdthosedparameters.
Whatdisdthedestimateddsamplingddistributiondofds^2?d-dans✔✔chi-squaredwithdn-1dDF
Whyddodwedlosed1dDFdfords^2?d-dans✔✔wedreplacedmudwithdzbar
whatdisdthedrelationshipdbetweends^2danddsigma^2?d-dans✔✔S^2destimatesdsigma^2
Whatdisdthedestimateddsamplingddistributiondofdsigma^2?d-dans✔✔chi-squaredwithdn-
2dDFd(~dequivalentdtodMSE)
Whyddodwedlosed2dDFdfordsigma^2?d-dans✔✔wedreplaceddtwodparameters,dB0danddB1
IndSLR,dwedaredinteresteddindthedbehaviordofdwhichdparameter?d-dans✔✔B1
,IfdwedhavedadpositivedvaluedfordB1,....d-
dans✔✔thendthat'sdconsistentdwithdaddirectdrelationshipdbetweendthedpredictingdvariabledx
danddthedresponsedvariabledy.
IfdwedhavedadnegativedvaluedfordB1,....d-
dans✔✔isdconsistentdwithdandinversedrelationshipdbetweendxdanddy
WhendB1disdclosedtodzero...d-
dans✔✔wedinterpretdthatdtheredisdnotdadsignificantdassociationdbetweendpredictingdvariabl
es,dbetweendthedpredictingdvariabledx,danddthedresponsedvariabledy.
HowddodwedinterpretdB1?d-
dans✔✔Itdisdthedestimateddexpecteddchangedindthedresponsedvariabledassociateddwithdon
edunitdofdchangedindthedpredictingdvariable.
Howdwedinterpretd^B0?d-
dans✔✔Itdisdthedestimateddexpecteddvaluedofdthedresponsedvariable,dwhendthedpredictingd
variabledequalsdzero.
Whatdisdthedsamplingddistributiondofd^B1?d-dans✔✔tddistributiondwithdN-2dDF
Whatdcandwedusedtodtestdfordstatisticaldsignificance?d-dans✔✔t-test
WhatdwoulddweddodifdthedTdvaluedisdlarge?d-
dans✔✔Rejectdthednulldhypothesisdthatdβ1disdequaldtodzero.dIfdthednulldhypothesisdisdreject
ed,dwedinterpretdthisdthatdβ1disdstatisticallydsignificant.
whatddoesd'statisticaldsignificance'dmean?d-dans✔✔B1disdstatisticallyddifferentdfromdzero.
whatdisdtheddistributiondofdB1?d-dans✔✔Normal
Thedestimatorsdfordthedregressiondcoefficientsdare:
A)dBiaseddbutdwithdsmalldvariance
B)dUnbiaseddunderdnormalitydassumptionsdbutdbiaseddotherwise.
C)dUnbiaseddregardlessdofdtheddistributiondofdtheddata.d-dans✔✔C
Thedassumptiondofdnormality:
A)dItdisdneededdfordderivingdthedestimatorsdofdthedregressiondcoefficients.
B)dItdisdnotdneededdfordlineardregressiondmodelingdanddinference.
C)dItdisdneededdfordthedsamplingddistributiondofdthedestimatorsdofdthedregressiondcoefficien
tsdanddhencedfordinference.
D)dItdisdneededdfordderivingdthedexpectationdanddvariancedofdthedestimatorsdofdthedregress
iondcoefficients.d-dans✔✔C
Whatdisd'X*'?d-dans✔✔predictor
, Whereddoesduncertaintydfromdestimationdcomedfrom?d-dans✔✔fromdestimationdalone
Whereddoesduncertaintydfromdpredictiondcomedfrom?d-
dans✔✔fromdthedestimationdofdregressiondparametersdanddfromdthednewnessdofdthedobse
rvationditself
whatdisdthedpredictiondintervalduseddfor?d-
dans✔✔useddtodprovidedandintervaldestimatedfordadpredictiondofdydfordonedmemberdofdthed
populationdwithdadparticulardvaluedofdx*
whatdisdthedconfidencedintervalduseddfor?d-
dans✔✔todprovidedandintervaldestimatedfordthedtruedaveragedvaluedofdydfordalldmembersdof
dthedpopulationdwithdadparticulardvaluedofdx*
Thedestimateddversusdpredicteddregressiondlinedfordadgivendx*:
A)dHavedthedsamedvariance
B)dHavedthedsamedexpectation
C)dHavedthedsamedvariancedanddexpectation
D)dNonedofdthedaboved-dans✔✔B
Thedvariabilitydindthedpredictiondcomesdfrom:
A)dThedvariabilitydduedtodadnewdmeasurement.
B)dThedvariabilitydduedtodestimation.
C)dThedvariabilitydduedtodadnewdmeasurementdanddduedtodestimation.
D)dNonedofdthedabove.d-dans✔✔C
residualsd-
dans✔✔theddifferencedbetweendthedobserveddresponsedanddthedfitteddresponses
whatddoesdresidualdanalysisdNOTdcheckdfor?d(fordSLRdassumptions)d-
dans✔✔independence
whatdcandwedusedtodcheckdfordnormality?d-dans✔✔QQdplotdanddhistogram
whatdaredtwodwaysdtodtransformddata?d-dans✔✔powerdanddlogdtransformation
outliersd-
dans✔✔whichdareddatadpointsdfardfromdthedmajoritydofdtheddatadindbothdxdanddydordjustdx
leveragedpointsd-dans✔✔Datadpointsdthatdaredfardfromdthedmeandofdthedx's
The benefits of buying summaries with Stuvia:
Guaranteed quality through customer reviews
Stuvia customers have reviewed more than 700,000 summaries. This how you know that you are buying the best documents.
Quick and easy check-out
You can quickly pay through credit card or Stuvia-credit for the summaries. There is no membership needed.
Focus on what matters
Your fellow students write the study notes themselves, which is why the documents are always reliable and up-to-date. This ensures you quickly get to the core!
Frequently asked questions
What do I get when I buy this document?
You get a PDF, available immediately after your purchase. The purchased document is accessible anytime, anywhere and indefinitely through your profile.
Satisfaction guarantee: how does it work?
Our satisfaction guarantee ensures that you always find a study document that suits you well. You fill out a form, and our customer service team takes care of the rest.
Who am I buying these notes from?
Stuvia is a marketplace, so you are not buying this document from us, but from seller AGRADEPROMASTER. Stuvia facilitates payment to the seller.
Will I be stuck with a subscription?
No, you only buy these notes for $11.99. You're not tied to anything after your purchase.
Can Stuvia be trusted?
4.6 stars on Google & Trustpilot (+1000 reviews)
67866 documents were sold in the last 30 days
Founded in 2010, the go-to place to buy study notes for 14 years now