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Statistical Inference & Regression Models Flashcards

7 cards from real MS-DS Master of Data science practice questions. Tap to flip, then mark Knew It or Still Learning — missed cards come back until you master them.

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  1. Which test is most appropriate for comparing the means of three or more independent groups?

    Answer: One-way ANOVA F-test

    One-way ANOVA tests whether at least one group mean differs from the others by comparing between-group and within-group variance.

  2. In ridge regression, the regularization parameter λ controls:

    Answer: The degree of shrinkage applied to regression coefficients

    Ridge regression adds an L2 penalty (λΣβ²) to the loss function, shrinking coefficients toward zero as λ increases.

  3. A Type II error in hypothesis testing occurs when:

    Answer: A false null hypothesis is not rejected

    Type II error (false negative) is failing to reject H₀ when H₀ is actually false; its probability is denoted β.

  4. The coefficient of determination R² in a simple linear regression equals 0.64. What does this mean?

    Answer: 64% of the variance in Y is explained by X

    R² measures the proportion of total variance in the dependent variable explained by the regression model.

  5. In a Poisson regression model, the canonical link function is:

    Answer: The log link

    Poisson regression uses the natural log as its canonical link function, modeling log(μ) as a linear combination of predictors.

  6. The power of a statistical test is defined as:

    Answer: The probability of rejecting H₀ when H₁ is true

    Power = 1 - β = P(reject H₀ | H₁ is true), representing the test's ability to detect a true effect.

  7. In a simple linear regression, which diagnostic plot is most useful for detecting non-linearity?

    Answer: Residuals vs. fitted values plot

    A residuals vs. fitted values plot reveals non-random patterns that indicate non-linearity in the relationship between predictors and response.