MS-DS Master of Data science Statistical Inference & Regression Models 5

Question 1

In multiple regression, the partial F-test is used to:

Accepted Answer

Compare a reduced model to a full model by testing a subset of predictors simultaneously

Answer

The partial F-test evaluates whether a group of predictors collectively adds significant explanatory power beyond what the reduced model already explains.

Question 2

A Q-Q plot of regression residuals that shows heavy tails indicates:

Accepted Answer

Departure from normality with more extreme values than a normal distribution

Answer

Heavy tails in a Q-Q plot mean the residuals have a leptokurtic distribution with more extreme outliers than expected under normality.

Question 3

Which scenario correctly describes an interaction term in multiple regression?

Accepted Answer

The effect of X₁ on Y depends on the value of X₂

Answer

An interaction term (X₁ × X₂) captures the situation where the marginal effect of one predictor on the response changes depending on another predictor's value.

Question 4

The bootstrap method is used in regression to:

Accepted Answer

Estimate the sampling distribution of an estimator by resampling with replacement

Answer

Bootstrap resampling creates many pseudo-samples from the observed data to empirically estimate the sampling distribution and standard errors of estimators.

Question 5

In generalized linear models (GLMs), the variance function describes:

Accepted Answer

How the variance of the response depends on its mean

Answer

The variance function V(μ) in a GLM specifies how the variance of the response relates to its mean, distinguishing different members of the exponential family.

MS-DS Master of Data science Practice Test

MS-DS Master of Data science Practice Test

MS-DS Master of Data science Statistical Inference & Regression Models 5