Lm statistic - Samenvattingen, Aantekeningen en Examens

CFA Level 1 - 101 Must Knows 368 Questions with Verified Answers Addition Rule of Probability - CORRECT ANSWER ADDITION: P(A or B) = P(A) + P(B) - P(AB) Roy's Safety First Criterion - CORRECT ANSWER Safety First Ratio = (E(R) - Rₜ) / σ Larger ratio is better If (Rₜ) is risk free rate, then it becomes Sharpe Ratio Sharpe Ratio - CORRECT ANSWER Sharpe Ratio = (E(R) - RFR) / σ Larger ratio is better If (Rt) is higher than RFR, then it becomes Safety First Ratio Centra...

In logistic regression, we model the__________________, not the response variable, given the predicting variables. - Answer-probability of a success g link function - Answer-link the probability of success to the predicting variables 3 assumptions of the logistic regression model - Answer-Linearity, Independence, Logit link function Linearity assumption for a Logistic Model - Answer-Similar to the regression model we have learned in the previous lectures, the relationship we assume now, bet...

Using MLE, can we derive estimated coefficients/parameters in exact form? - No, they are approximate estimated parameters T/F: The sampling distribution of the predicted response variable used in statistical inference is normal in multiple linear regression under the normality assumption. - F Classification - The prediction of binary responses. Classification is nothing more than a prediction of the class of your response, y* (y star), given the predictor variable, x* (x star). If the predi...

What is cooks distance used for? - correct answer It measures how much all of the values in the regression model change with the ith observation is removed. Basically its a test for outliers Rule of thumb: D denotes cooks distance, if D is > 4/n OR D > 1 or any large D then it may be an outlier and should be removed. If the normality assumption does not hold, we can pursue a transformation in the response variable. T/F - correct answer ...

ISYE 6414 Midterm Prep Questions and Answers Graded A+ We can assess the constant variance assumption in linear regression by plotting the residuals vs. fitted values. True If one confidence interval in the pairwise comparison in ANOVA includes zero, we conclude that the two corresponding means are plausibly equal. True The assumption of normality is not required in linear regression to make inference on the regression coefficients. False (Explanation: is required) We cannot estimate a multi...

I am using x to predict y. When I know the value of x, the mean-squared-error of my estimate of y is less than when I don't know x. - answers-x explains some of the variance in y If the SSmodel is greater than the SSresidual... - answers-the model accounts for more than 50% of the total variance What is the coefficient of determination? - answers-The proportion of variance accounted for in the dependent variable by the predictor variables. What is the relationship between r and beta in...

Running head: HOMEWORK 8 – STEPWISE REGRESSION, LASSO AND ELASTIC NET 1 Homework 8 – Use Stepwise Regression, Lasso, Elastic net and glmnet Amitava Chatterjee OMS Analytics GATECH – Fall 2019HOMEWORK 8 – STEPWISE REGRESSION, LASSO AND ELASTIC NET 2, 100% Accurate Document Content and Description Below Running head: HOMEWORK 8 – STEPWISE REGRESSION, LASSO AND ELASTIC NET 1 Homework 8 – Use Stepwise Regression, Lasso, Elastic net and glmnet Amitava Chatterjee OMS Analytics GATECH –...

I am using x to predict y. When I know the value of x, the mean-squared-error of my estimate of y is less than when I don't know x. - answer-x explains some of the variance in y If the SSmodel is greater than the SSresidual... - answer-the model accounts for more than 50% of the total variance What is the coefficient of determination? - answer-The proportion of variance accounted for in the dependent variable by the predictor variables. What is the relationship between r and beta in a ...

I am using x to predict y. When I know the value of x, the mean-squared-error of my estimate of y is less than when I don't know x. - answers-x explains some of the variance in y If the SSmodel is greater than the SSresidual... - answers-the model accounts for more than 50% of the total variance What is the coefficient of determination? - answers-The proportion of variance accounted for in the dependent variable by the predictor variables. What is the relationship between r and beta in...

We can assess the constant variance assumption in linear regression by plotting the residuals vs. fitted values. - correct answer True If one confidence interval in the pairwise comparison in ANOVA includes zero, we conclude that the two corresponding means are plausibly equal. - correct answer True The assumption of normality is not required in linear regression to make inference on the regression coefficients. - correct an...