MS-DS Master of Data science FREE Master of Data Science: Statistical Inference & Regression Models Questions and Answers 2

Question 1

In multiple linear regression, what does a Variance Inflation Factor (VIF) greater than 10 typically indicate?

Accepted Answer

Severe multicollinearity among predictors

Answer

Heteroscedasticity in residuals

Answer

Non-normality of the response variable

Answer

Autocorrelation in the error terms

Question 2

Which assumption is tested by the Breusch-Pagan test in a regression model?

Accepted Answer

Homoscedasticity of residuals

Answer

Normality of residuals

Answer

Independence of errors

Answer

Linearity of the relationship

Question 3

What is the primary purpose of a confidence interval for a regression coefficient?

Accepted Answer

To estimate the range of plausible values for the true population parameter

Answer

To predict individual future observations

Answer

To test whether the model has multicollinearity

Answer

To determine the R-squared value of the model

Question 4

In logistic regression, what does the odds ratio represent when an independent variable increases by one unit?

Accepted Answer

The multiplicative change in the odds of the outcome

Answer

The change in probability of the outcome

Answer

The absolute change in the log-odds

Answer

The change in the R-squared value

Question 5

When performing a likelihood ratio test comparing a full model to a reduced model, the test statistic follows which distribution under the null hypothesis?

Accepted Answer

Chi-squared distribution

Answer

Normal distribution

Answer

F-distribution

Answer

t-distribution

Question 6

What does Cook's distance measure in regression diagnostics?

Accepted Answer

The overall influence of a single observation on all fitted values

Answer

The correlation between predictor variables

Answer

The normality of the residual distribution

Answer

The degree of heteroscedasticity in the model