in case is required, please use the best subsets QUESTION 19 The eigenvalues of

Question

in case is required, please use the best subsets

QUESTION 19

The eigenvalues of X’X are 120, 60, and 3. The condition number of X’X is

                      

a)120

b)60

c)40

d)3

QUESTION 20

If a categorical regressor has four levels, how many indicator variables need to be created?

                      

a)1

b)2

c)3

d)4

QUESTION 21

Consider a model for output viscosity, y, based on reaction temperature x1 and supplier x2, where temperature is a continuous variable and supplier is a categorical variable with two levels. Assume there will be differences in the intercepts and slopes of the regression lines for each supplier separately. What will be a suitable regression model using an indicator variable for x2?

                      

y = B0 + B1x1 + B2x2 + B3x1x2

y = B0 + B1x1 + B2x2

c)y = B0 + B1x1

d)None of the above

QUESTION 22

The output in the Appendix shows the results of Best Subsets Regression of y on regressors x1, x2, x3, x4 and x5. Among the following models, which is the best choice?

                      

a)x1, x3 and x5

b)x1, x2, x3 and x4

c)x1, x3 and x4

d)x1, x2, x3, x4 and x5

QUESTION 23

Weighted least squares regression is a modification of ordinary least squares that adjusts the estimation of coefficients

                      

a)for the sample size

b)for the ridge trace

c)for nonzero mean

d)for nonconstant variance

QUESTION 24

In robust regression, Huber’s t function with t = 2 is used as the criterion, for a point with z = 3, what is the value of the influence function?

                      

a)0

b)1

c)2

d)3

QUESTION 25

Which of the following can be used to validate a regression model?

                      

a)Analysis of the model coefficients and predicted values including comparisons with prior experience, physical theory, and other analytical models or simulation results.

b)Collection of new data to investigate the model’s predictive performance.

c)Data splitting, that is, setting aside some of the original data and using these observations to investigate the model’s predictive performance.

d)All of the above

Best Subsets Regression: y versus x1, x2, x3, x4, x5 Response is y Mallows X X X X S l 2 3 4 5 Vars R-sq R-Sq(adj) C-p -0.6 0.21270 X 79.0 13.8 81.2 0.43062 16.7 79.2 0.2 0.21142 x X 78.3 1.3 0.21590 X X 2 79.8 78.5 2.1 0.21488 X XX 80.7 2.1 508 X X X 78.5 77.8 4.0 0.21879 XXXX 80.7 4.1 0.21889 X X X 77.7 5 80.8 76.9 6.0 0.22293 XXXXX

Explanation / Answer

19) C

20) C , The categorical variable used for model building must always be 1 less than the total categorical variable present

21) C

22) d, mallows cp is used to select statistically significant independent variables which is selected on the basis of no of independent variable and 1 intercept, In our case we have 6 IDV and 1 Intercept = 7. Thus mallowcp value close to 7 or less will be a good predicter variable

23)d

24)b

25)d, Predictive modeling is a step by step process, where all activites such as in a, b and c is included.

23)d

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