Topic Regression Analysis QUESTION 19 The eigenvalues of X’X are 120, 60, and 3.

Question

Topic Regression Analysis

QUESTION 19

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

120

60

40

3

4 points   

QUESTION 20

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

1

2

3

4

4 points   

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

y = B0 + B1x1

None of the above

4 points   

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?

x1, x3 and x5

x1, x2, x3 and x4

x1, x3 and x4

x1, x2, x3, x4 and x5

4 points   

QUESTION 23

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

for the sample size

for the ridge trace

for nonzero mean

for nonconstant variance

4 points   

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?

0

1

2

3

4 points   

QUESTION 25

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

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

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

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

All of the above

120

60

40

3

Explanation / Answer

19ans ) 60

20 ans ) 4-1= 3

21ans ) y = B0 + B1x1

22ans ) x1, x2, x3 and x4

23 ans) non constant variance

24ans) 3-2 = 1

25 ans ) all the above

24

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