MS-DS Master of Data science Statistical Inference & Regression Models 3

Question 1

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

Accepted Answer

One-way ANOVA F-test

Answer

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

Question 2

In ridge regression, the regularization parameter λ controls:

Accepted Answer

The degree of shrinkage applied to regression coefficients

Answer

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

Question 3

A Type II error in hypothesis testing occurs when:

Accepted Answer

A false null hypothesis is not rejected

Answer

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

Question 4

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

Accepted Answer

64% of the variance in Y is explained by X

Answer

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

Question 5

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

Accepted Answer

The log link

Answer

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

MS-DS Master of Data science Practice Test