ISYE 6414 All Units Questions And Answers Well Illustrated.
9 keer bekeken 0 keer verkocht
Vak
ISYE 6414
Instelling
ISYE 6414
ISYE 6414 All Units Questions And Answers Well Illustrated.
response (dependent) variables - correct answer. one particular variable that we are interested in understanding or modeling (y)
predicting or explanatory (independent) variables - correct answer. a set of other variabl...
ISYE 6414 All Units Questions And
Answers Well Illustrated.
response (dependent) variables - correct answer. one particular variable that we are
interested in understanding or modeling (y)
predicting or explanatory (independent) variables - correct answer. a set of other
variables that might be useful in predicting or modeling the response variable (x1, x2)
What kind of variable is a response variable and why? - correct answer. random,
because it varies with changes in the predictor/s along with other random changes.
What kind of variable is a predicting variable and why? - correct answer. fixed,
because it does not change with the response but it is fixed before the response is
measured.
linear relationship - correct answer. a simple deterministic relationship between 2
factors, x and y
what are three things that a regression analysis is used for? - correct answer. 1.
Prediction of the response variable, 2. Modeling the relationship between the response
and explanatory variables, 3. Testing hypotheses of association relationships
B0 = ? - correct answer. intercept
B1 = ? - correct answer. slope
,for our linear model where: Y = B0 + B1 + EPSILON (E), what does the epsilon
represent? - correct answer. deviance of the data from the linear model (error term)
what are the 4 assumptions of linear regression? - correct answer. Linearity/Mean
Zero, Constant Variance, Independence, Normality
Linearity/Mean zero assumption - correct answer. Means that the expected value
(deviances) of errors is zero. This leads to difficulties in estimating B0 and means that
our model does not include a necessary systematic component
Constant variance assumption - correct answer. Means that it cannot be true that the
model is more accurate for some parts of the population, and less accurate for other
parts of the populations. This can result in less accurate parameters and poorly-
calibrated prediction intervals.
Assumption of Independence - correct answer. Means that the deviances, or in fact
the response variables ys, are independently drawn from the data-generating process.
(this most often occurs in time series data) This can result in very misleading
assessments of the strength of regression.
Normality assumption - correct answer. This is needed if we want to do any
confidence or prediction intervals, or hypothesis test, which we usually do. If this
assumption is violated, hypothesis test and confidence and prediction intervals and be
very misleading.
what are the 3 parameters we estimated in regression? - correct answer. B0, B1,
sigma squared (variance of the one pop.)
What do we mean by model parameters in statistics? - correct answer. Model
parameters are unknown quantities, and they stay unknown regardless how much data
are observed. We estimate those parameters given the model assumptions and the
data, but through estimation, we're not identifying the true parameters. We're just
estimating approximations of those parameters.
What is the estimated sampling distribution of s^2? - correct answer. chi-square with
n-1 DF
Why do we lose 1 DF for s^2? - correct answer. we replace mu with zbar
what is the relationship between s^2 and sigma^2? - correct answer. S^2 estimates
sigma^2
What is the estimated sampling distribution of sigma^2? - correct answer. chi-square
with n-2 DF (~ equivalent to MSE)
,Why do we lose 2 DF for sigma^2? - correct answer. we replaced two parameters, B0
and B1
In SLR, we are interested in the behavior of which parameter? - correct answer. B1
If we have a positive value for B1,.... - correct answer. then that's consistent with a
direct relationship between the predicting variable x and the response variable y.
If we have a negative value for B1,.... - correct answer. is consistent with an inverse
relationship between x and y
When B1 is close to zero... - correct answer. we interpret that there is not a significant
association between predicting variables, between the predicting variable x, and the
response variable y.
How do we interpret B1? - correct answer. It is the estimated expected change in the
response variable associated with one unit of change in the predicting variable.
How we interpret ^B0? - correct answer. It is the estimated expected value of the
response variable, when the predicting variable equals zero.
What is the sampling distribution of ^B1? - correct answer. t distribution with N-2 DF
What can we use to test for statistical significance? - correct answer. t-test
What would we do if the T value is large? - correct answer. Reject the null hypothesis
that β1 is equal to zero. If the null hypothesis is rejected, we interpret this that β1 is
statistically significant.
what does 'statistical significance' mean? - correct answer. B1 is statistically different
from zero.
what is the distribution of B1? - correct answer. Normal
The estimators for the regression coefficients are:
A) Biased but with small variance
B) Unbiased under normality assumptions but biased otherwise.
C) Unbiased regardless of the distribution of the data. - correct answer. C
The assumption of normality:
A) It is needed for deriving the estimators of the regression coefficients.
B) It is not needed for linear regression modeling and inference.
C) It is needed for the sampling distribution of the estimators of the regression
coefficients and hence for inference.
, D) It is needed for deriving the expectation and variance of the estimators of the
regression coefficients. - correct answer. C
What is 'X*'? - correct answer. predictor
Where does uncertainty from estimation come from? - correct answer. from estimation
alone
Where does uncertainty from prediction come from? - correct answer. from the
estimation of regression parameters and from the newness of the observation itself
what is the prediction interval used for? - correct answer. used to provide an interval
estimate for a prediction of y for one member of the population with a particular value of
x*
what is the confidence interval used for? - correct answer. to provide an interval
estimate for the true average value of y for all members of the population with a
particular value of x*
The estimated versus predicted regression line for a given x*:
A) Have the same variance
B) Have the same expectation
C) Have the same variance and expectation
D) None of the above - correct answer. B
The variability in the prediction comes from:
A) The variability due to a new measurement.
B) The variability due to estimation.
C) The variability due to a new measurement and due to estimation.
D) None of the above. - correct answer. C
residuals - correct answer. the difference between the observed response and the
fitted responses
what does residual analysis NOT check for? (for SLR assumptions) - correct answer.
independence
what can we use to check for normality? - correct answer. QQ plot and histogram
what are two ways to transform data? - correct answer. power and log transformation
outliers - correct answer. which are data points far from the majority of the data in both
x and y or just x
Voordelen van het kopen van samenvattingen bij Stuvia op een rij:
Verzekerd van kwaliteit door reviews
Stuvia-klanten hebben meer dan 700.000 samenvattingen beoordeeld. Zo weet je zeker dat je de beste documenten koopt!
Snel en makkelijk kopen
Je betaalt supersnel en eenmalig met iDeal, creditcard of Stuvia-tegoed voor de samenvatting. Zonder lidmaatschap.
Focus op de essentie
Samenvattingen worden geschreven voor en door anderen. Daarom zijn de samenvattingen altijd betrouwbaar en actueel. Zo kom je snel tot de kern!
Veelgestelde vragen
Wat krijg ik als ik dit document koop?
Je krijgt een PDF, die direct beschikbaar is na je aankoop. Het gekochte document is altijd, overal en oneindig toegankelijk via je profiel.
Tevredenheidsgarantie: hoe werkt dat?
Onze tevredenheidsgarantie zorgt ervoor dat je altijd een studiedocument vindt dat goed bij je past. Je vult een formulier in en onze klantenservice regelt de rest.
Van wie koop ik deze samenvatting?
Stuvia is een marktplaats, je koop dit document dus niet van ons, maar van verkoper techgrades. Stuvia faciliteert de betaling aan de verkoper.
Zit ik meteen vast aan een abonnement?
Nee, je koopt alleen deze samenvatting voor €12,20. Je zit daarna nergens aan vast.
