a. 0.37 ![]() |
||
b. 0.43 ![]() |
||
c. 0.85 ![]() |
||
d. 0.12 ![]() |
a. rxy ![]() |
||
b. rxy sy/sx ![]() |
||
c. rxy (sy/sx)2 ![]() |
||
d. sy/sx ![]() |
a. 0.60 ![]() |
||
b. 0.1 ![]() |
||
c. 0.9 ![]() |
||
d. 0.7 ![]() |
a. 2 ![]() |
||
b. 0.99 ![]() |
||
c. 1 ![]() |
||
d. 0 ![]() |
a. 1 ![]() |
||
b. 2 ![]() |
||
c. 0.5 ![]() |
||
d. 0.25 ![]() |
a. Heteroscedasticity results in biased parameter estimates. ![]() |
||
b. Heteroscedasticity leads to inefficient estimation. ![]() |
||
c. Heteroscedasticity leads to inconsistency. ![]() |
||
d. All of the above. ![]() |
a. To determine if the means of two samples are equal ![]() |
||
b. To determine if the variances of two or more samples are equal ![]() |
||
c. To determine if the variances of more than two samples are equal ![]() |
||
d. To determine if the means of two or more populations are equal ![]() |
a. MSTR/MSE ![]() |
||
b. MST/MSE ![]() |
||
c. MSE/MSTR ![]() |
||
d. MSE/MST ![]() |
a. F = t ![]() |
||
b. F = t2 ![]() |
||
c. F > t ![]() |
||
d. F < t ![]() |
a. The variances of the response variables of the two populations are equal. ![]() |
||
b. The values of the response variables are normally distributed. ![]() |
||
c. The samples from the two populations are randomly selected, independent samples. ![]() |
||
d. The sample sizes of two populations are equal. ![]() |
a. F-statistics ![]() |
||
b. Degree of freedom ![]() |
||
c. Correlation coefficients ![]() |
||
d. Sum of squares ![]() |
a. The correlation coefficient is also known as Pearson’s r, named after its inventor Karl Pearson. ![]() |
||
b. The value of a correlation coefficient computed from a sample always lies between -1 and +1. ![]() |
||
c. A significant correlation indicates a causal relationship between two random variables. ![]() |
||
d. When a sample correlation is significant, the null hypothesis of no linear association can be rejected. ![]() |
a. A chi-square goodness of fit test is valid if each of the expected cell frequencies is less than five. ![]() |
||
b. A contingency table is a type of table in a matrix format that displays the frequency distribution of the variables. ![]() |
||
c. The smaller the value of the chi-square test statistic, the more likely the null hypothesis will be rejected. ![]() |
||
d. The statistic is zero if the observed frequencies are equal to the expected frequencies. ![]() |
a. The variance of the residuals has no influence on the uncertainty in estimating the regression coefficients. ![]() |
||
b. In simple linear regression, the slope of the regression line is proportional to the correlation between X and Y. ![]() |
||
c. The R2 for a regression of Y onto X and the R2 for the regression of X onto Y are equal. ![]() |
||
d. Least squares residuals are not correlated with the fitted values. ![]() |
a. 0.5 ![]() |
||
b. 0.9 ![]() |
||
c. -0.5 ![]() |
||
d. 1.5 ![]() |
a. Mean ![]() |
||
b. Error sum of squares ![]() |
||
c. Correlation ![]() |
||
d. None of the above ![]() |
a. There is a significant difference between at least two of the groups. ![]() |
||
b. There is a significant difference between genders. ![]() |
||
c. There is a significant difference between at least two of the four treatment regimens. ![]() |
||
d. There is a significant difference between all eight groups. ![]() |
a. two-way ANOVA ![]() |
||
b. one-way ANOVA ![]() |
||
c. t-test ![]() |
||
d. chi-square test ![]() |
a. N-p-1 ![]() |
||
b. N-p+1 ![]() |
||
c. N-p ![]() |
||
d. N-1 ![]() |
a. 0.333 ![]() |
||
b. 0.5 ![]() |
||
c. 0.300 ![]() |
||
d. 0.75 ![]() |
a. 2.12 ![]() |
||
b. 2.48 ![]() |
||
c. 7.50 ![]() |
||
d. 1.56 ![]() |
a. 2.3 ![]() |
||
b. 5.2 ![]() |
||
c. 2.5 ![]() |
||
d. 1.2 ![]() |
a. The overall F-test ![]() |
||
b. The t-test ![]() |
||
c. The partial F-test ![]() |
||
d. The chi-square test ![]() |
a. 5 ![]() |
||
b. 35 ![]() |
||
c. 45 ![]() |
||
d. 34 ![]() |
a. ∑(yi-ymean)2 ![]() |
||
b. ∑(fi-ymean)2 ![]() |
||
c. ∑(fi-yi)2 ![]() |
||
d. None of the above ![]() |
a. The model predicts outcomes 79% of the time. ![]() |
||
b. Twenty-one percent of the independent variables should be removed from the analysis. ![]() |
||
c. Seventy-nine percent of variations in the observed values of the dependent variable are explained by the independent variables. ![]() |
||
d. Only seventy-nine percent of the independent variables are significant. ![]() |
a. negative linear correlation ![]() |
||
b. some linear correlation ![]() |
||
c. no linear correlation ![]() |
||
d. perfect linear correlation ![]() |
a. Quantify correlations between predictors ![]() |
||
b. Identify causal relationships between variables ![]() |
||
c. Explain variation in one variable based on variations of other variables ![]() |
||
d. All of the above ![]() |
a. When performing residual analysis ![]() |
||
b. When correcting for multicollinearity ![]() |
||
c. When qualitative variables are used in the model ![]() |
||
d. None of the above ![]() |
a. Number of independent variables and sample size ![]() |
||
b. Number of dependent variables ![]() |
||
c. Sample size ![]() |
||
d. Significant level and sample size ![]() |
a. r > 1 ![]() |
||
b. -1≤r≤1 ![]() |
||
c. r ≤1 ![]() |
||
d. 0≤r≤1 ![]() |
a. Adjusted coefficient of determination decreases. ![]() |
||
b. Unadjusted coefficient of determination increases. ![]() |
||
c. Adjusted coefficient of determination increases. ![]() |
||
d. Unadjusted coefficient of determination decreases. ![]() |
a. PCA transforms data to a new coordinate system, with each coordinate being referred to as a principal component. ![]() |
||
b. In PCA, each of the principal components is a nonlinear combination of the original variables. ![]() |
||
c. The principal components are arranged in order of decreasing variance. ![]() |
||
d. The most informative principal component is the first component. ![]() |
a. SSR/SST ![]() |
||
b. SSE/SSR ![]() |
||
c. SSE/SST ![]() |
||
d. SST/SSE ![]() |
a. The sum of the residuals for a least squares line is zero. ![]() |
||
b. R2 is equal to the square of the sample correlation between the observed values and the fitted values. ![]() |
||
c. R2 = SSR/SST. ![]() |
||
d. If the correlation rX,Y is 0, there is no relationship between X and Y. ![]() |
a. 12.4 ![]() |
||
b. 24.5 ![]() |
||
c. 11.2 ![]() |
||
d. 27.3 ![]() |
a. 29.55 and the model is significant ![]() |
||
b. 11.25 and the model is significant ![]() |
||
c. 2.5 and the model is not significant ![]() |
||
d. 7.5 and the model is not significant ![]() |
a. 4 and 45 ![]() |
||
b. 4 and 40 ![]() |
||
c. 5 and 20 ![]() |
||
d. 2 and 10 ![]() |
a. interactions ![]() |
||
b. multicollinearity ![]() |
||
c. residuals ![]() |
||
d. autocorrelation ![]() |
a. heteroscedasticity ![]() |
||
b. multicollinearity ![]() |
||
c. elasticity ![]() |
||
d. homoscedasticity ![]() |
a. two or more predictor variables in a multiregression are correlated ![]() |
||
b. the probability distribution for the response variable has the same standard deviation regardless of the value of the predictors ![]() |
||
c. the values of a variable at different points in time are correlated with itself ![]() |
||
d. None of the above ![]() |
a. An F test ![]() |
||
b. A Z test ![]() |
||
c. A t test ![]() |
||
d. A chi-square test ![]() |
a. 25 ![]() |
||
b. 16 ![]() |
||
c. 15 ![]() |
||
d. 10 ![]() |
a. To investigate the relationship between two variables, controlled for the effects of other variables. ![]() |
||
b. To investigate the relationship between two variables within a portion of the sample. ![]() |
||
c. To remove independent variables from the regression. ![]() |
||
d. To find out which independent variables are the most predictive. ![]() |
a. 1.05 and there is no problem with multicollinearity ![]() |
||
b. 25 and there is no problem with multicollinearity ![]() |
||
c. 20 and there is a problem with multicollinearity ![]() |
||
d. 10 and there is a problem with multicollinearity ![]() |
a. 1/(1- Rj2) ![]() |
||
b. 1- Rj2 ![]() |
||
c. 1+Rj2 ![]() |
||
d. 1/(1+ Rj2) ![]() |
a. Heteroscedasticity results in biased parameter estimates. ![]() |
||
b. Heteroscedasticity leads to inefficient estimation. ![]() |
||
c. Heteroscedasticity leads to inconsistency. ![]() |
||
d. All of the above. ![]() |
a. Constant variation ![]() |
||
b. Independent ![]() |
||
c. A mean of zero ![]() |
||
d. Exponentially distributed ![]() |
a. The best model minimizes prediction errors. ![]() |
||
b. The best model should be as simple as possible, with the least number of independent variables. ![]() |
||
c. The best model only includes predictors that make a significant contribution to the model. ![]() |
||
d. All of the above. ![]() |
a. Multicollinearity is a result of strong correlations between independent variables. ![]() |
||
b. Multicollinearity reduces the variances of the parameter estimates. ![]() |
||
c. Multicollinearity can be reduced by combining the involved variables into one. ![]() |
||
d. Multicollinearity can lead to wrong signs and magnitudes of regression coefficient estimates. ![]() |
a. The starting model is the one with all the predictors in it, and at each step the procedure tries to drop out one nonsignificant predictor, stopping when all predictors are significant. ![]() |
||
b. The procedure starts without any predictors and tries to add them, step by step, while it also tries to drop out predictors at each step. ![]() |
||
c. The procedure begins with the model having no predictors at all and adds the best available predictor at each step. ![]() |
||
d. None of the above. ![]() |
a. Redundancy occurs when two or more independent variables convey approximately the same predictive information about the dependent variable, consequently, the model using these predictors has predictive power similar to those models using only one of the predictors. ![]() |
||
b. Redundancy occurs when the number of predictors is greater than ten. ![]() |
||
c. Redundancy occurs when adding another variable does not increase predictive power of the regression. ![]() |
||
d. None of the above ![]() |
a. The height of an uncle on the mother’s side ![]() |
||
b. The height of an aunt on the father’s side ![]() |
||
c. The height of an in-law ![]() |
||
d. The height of a friend on the father’s side ![]() |
a. α = 4.3 and β = 0.12 ![]() |
||
b. α = 71.5 and β = 1.13 ![]() |
||
c. α = 12.5 and β = 10.2 ![]() |
||
d. α = 11.5 and β = 0.13 ![]() |
a. The natural logarithm of the odds ratio ![]() |
||
b. The natural logarithm of the probability ![]() |
||
c. The natural logarithm of the risk factors ![]() |
||
d. None of the above ![]() |
a. 71% ![]() |
||
b. 10% ![]() |
||
c. 25% ![]() |
||
d. 41% ![]() |
a. t-test ![]() |
||
b. F-test ![]() |
||
c. Wald test ![]() |
||
d. Mann-Whitney test ![]() |
a. g(p) = p ![]() |
||
b. g(p) = ln(p) ![]() |
||
c. g(p) = p-1 ![]() |
||
d. g(p) = ln(p/(1-p)) ![]() |
a. The link function provides the relationship between the linear predictor and the mean of the distribution function. ![]() |
||
b. Each outcome of the dependent variables is assumed to be generated from a distribution in the exponential family. ![]() |
||
c. Generalized Linear Models and General Linear Models refer to the same type of model. ![]() |
||
d. Generalized Linear Models include logistic regression, exponential regression, and multiple linear regression. ![]() |
a. 1 ![]() |
||
b. a0 ![]() |
||
c. 0 ![]() |
||
d. –( a0 + a1) ![]() |
a. –a1/2a2 ![]() |
||
b. a1/a2 ![]() |
||
c. 0 ![]() |
||
d. a1/2a2 ![]() |
a. The mean of the errors is not zero. ![]() |
||
b. The variances of the predictors are not constant. ![]() |
||
c. The variance of the dependent variable is small. ![]() |
||
d. The variance of the errors is not constant. ![]() |
a. Models should have no more parameters than necessary to represent the relationship adequately. ![]() |
||
b. All models are wrong; some are useful. ![]() |
||
c. The best regression models are linear. ![]() |
||
d. When building models, one should try to use as many predictors as possible. ![]() |
a. Polynomial regression is used to address multicollinearity. ![]() |
||
b. The shape of data is not always linear and an nth polynomial can be used to create a better fit. ![]() |
||
c. When your dependent variable is categorical, polynomial regression will provide a better fit. ![]() |
||
d. None of the above. ![]() |
a. y = a0 + a1x + a2x2+…..amxm +ε ![]() |
||
b. y = a0 + a1x1 +ε ![]() |
||
c. y = log(a0 + a1x1)+ε ![]() |
||
d. y = a0 + a1a2x +ε ![]() |
a. y = a0 + a1x + a2x2+…..amxm +ε ![]() |
||
b. y = a0 + a1x1 +ε ![]() |
||
c. y = log(a0 + a1x1)+ε ![]() |
||
d. y = a0 + a1a2x +ε ![]() |
a. p(x) = β0 + β ∙x ![]() |
||
b. log(p(x)/(1-p(x))) = β0 + β ∙x ![]() |
||
c. log(p(x))= β0 + β ∙x ![]() |
||
d. p(x)/(1-p(x) = β0 + β ∙x ![]() |
a. Type 1 error is made when a test fails to reject a false null hypothesis. ![]() |
||
b. Type 1 error is made when a test rejects a true null hypothesis. ![]() |
||
c. Type 1 error is made when a test rejects a false null hypothesis. ![]() |
||
d. None of the above. ![]() |
a. Logistic regression ![]() |
||
b. Support vector machine ![]() |
||
c. Naïve Bayse classification ![]() |
||
d. All of the above ![]() |
a. 30 and 50 ![]() |
||
b. 80 and 10 ![]() |
||
c. 60 and 30 ![]() |
||
d. 70 and 35 ![]() |
a. Wilcoxon ![]() |
||
b. Kruskal-Wallis ![]() |
||
c. F-test ![]() |
||
d. None of the above ![]() |
a. Wilcoxon signed-rank test ![]() |
||
b. Mann-Whitney test ![]() |
||
c. Kruskal-Wallis test ![]() |
||
d. None of the above ![]() |
a. Principal Component Analysis ![]() |
||
b. Multiple regression ![]() |
||
c. Hypothesis testing ![]() |
||
d. All of the above ![]() |
a. Sign test ![]() |
||
b. Wilcoxon sign-rank test ![]() |
||
c. Kolmogorov–Smirnov test ![]() |
||
d. Mann-Whitney-Wilcoxon test ![]() |
a. Pearson’s correlation coefficient ![]() |
||
b. ANOVA ![]() |
||
c. A sign test ![]() |
||
d. Logistic regression ![]() |
a. Nonparametric tests are more likely to reject the null hypothesis, compared with their parametric equivalents. ![]() |
||
b. Nonparametric tests use the Z-distribution for large samples. ![]() |
||
c. Nonparametric tests are cumbersome to use for large sample sizes. ![]() |
||
d. Nonparametric tests are more conservative as compared with their parametric equivalents. ![]() |
a. All variables in a multiple regression analysis must be quantitative. ![]() |
||
b. All variables in a multiple regression analysis must be positive. ![]() |
||
c. All variables in a multiple regression analysis must be qualitative. ![]() |
||
d. None of the above. ![]() |
a. If the sampled populations are normally distributed, parametric tests such as F and t tests are more powerful than their nonparametric counterparts. ![]() |
||
b. The Wilcoxon rank-sum test requires that we take independent random samples. ![]() |
||
c. Nonparametric tests can be easily extended to multiple regression. ![]() |
||
d. The Kruskal-Wallis test is the nonparametric counterpart of the one-way ANOVA test. ![]() |
a. t-test ![]() |
||
b. Kolmogorov–Smirnov test ![]() |
||
c. Mann-Whitney test ![]() |
||
d. F-test ![]() |
a. 0.14 bits ![]() |
||
b. 0.74 bits ![]() |
||
c. 0.94 bits ![]() |
||
d. 0.54 bits ![]() |
a. 0.61 ![]() |
||
b. 0.39 ![]() |
||
c. 0.41 ![]() |
||
d. 0.59 ![]() |
a. 0.22 ![]() |
||
b. 1.50 ![]() |
||
c. 0.92 ![]() |
||
d. 0.46 ![]() |
a. Classification ![]() |
||
b. Numerical prediction ![]() |
||
c. Hypothesis testing ![]() |
||
d. None of the above ![]() |
a. Information gain ![]() |
||
b. Gini coefficient ![]() |
||
c. Entropy ![]() |
||
d. Number of nodes ![]() |
a. posteriori = likelihood x prior / evidence ![]() |
||
b. prior = likelihood x posteriori / evidence ![]() |
||
c. posteriori = evidence x prior / likelihood ![]() |
||
d. posteriori = likelihood x evidence/ prior ![]() |
a. PCA reduces a large number of interrelated variables to a small number of uncorrelated principal components. ![]() |
||
b. PCA linearizes the problem. ![]() |
||
c. PCA reduces the variance of variables. ![]() |
||
d. PCA identifies the number of independent variables in the original problem. ![]() |
a. Explanatory variables, only appearing in the structural equations ![]() |
||
b. Errors in the structural equations ![]() |
||
c. Response variables whose values are determined by the model ![]() |
||
d. Variables uncorrelated with the error of the structural equations ![]() |
a. Margin ![]() |
||
b. Hyperplane ![]() |
||
c. Support vectors ![]() |
||
d. None of the above ![]() |
a. P(t) ![]() |
||
b. 1-P(t) ![]() |
||
c. 1+P(t) ![]() |
||
d. P(t)2 ![]() |
a. trend ![]() |
||
b. seasonal ![]() |
||
c. irregular ![]() |
||
d. cyclical ![]() |
a. Classification ![]() |
||
b. Outlier analysis ![]() |
||
c. Clustering ![]() |
||
d. All of the above ![]() |
a. The approach is based on a linear regression of the current value of the series against the white noise of one or more prior values of the series. ![]() |
||
b. Frequency domain is used to analyze the time series. ![]() |
||
c. The time series is decomposed into trend, seasonal, and residual components. ![]() |
||
d. The approach combines moving average and autoregressive approaches. ![]() |
a. Recent observations are given relatively more weight in forecasting than the older observations. ![]() |
||
b. The weights assigned to the observations are equal to 1/N, where N is the number of observations. ![]() |
||
c. In single exponential smoothing, the weights decrease geometrically. ![]() |
||
d. Single exponential smoothing does follow the data well when there is a trend. ![]() |
a. Factor loadings are the correlation coefficients between the variables and the factors. ![]() |
||
b. Factor loading of a variable is the percentage of variable in that variable explained by the factor. ![]() |
||
c. In practice, factor loadings should be 0.95 or higher to confirm that independent variables are represented by a particular factor. ![]() |
||
d. If the communality (the sum of the squared factor loadings for all factors for a given variable) exceeds 1.0, there is a spurious solution. ![]() |
a. A hazard function can be interpreted as the expected number of events per individual per unit of time. ![]() |
||
b. For an exponential survival function, the hazard rate is a constant. ![]() |
||
c. The probability of an event is the cumulative hazard function. ![]() |
||
d. The hazard function can be derived from the survival function. ![]() |
a. PCA transforms data to a new coordinate system, with each coordinate being referred to as a principal component. ![]() |
||
b. In PCA, each of the principal components is a nonlinear combination of the original variables. ![]() |
||
c. The principal components are arranged in order of decreasing variance. ![]() |
||
d. The most informative principal component is the first component. ![]() |
a. Structural-equation models are multiple-equation regression models in which the response variable in one regression equation might be an explanatory variable in another equation. ![]() |
||
b. Path diagrams can be used to represent an SEM in the form of a causal graph. ![]() |
||
c. In a recursive SEM, causation in the model is bidirectional. ![]() |
||
d. SEMs can include variables that are indirectly measured through their effects. ![]() |
a. Observations or measurements are labeled with predefined classes. ![]() |
||
b. In supervised learning, class labels of the data are not known. ![]() |
||
c. Supervised learning consists of two steps: training and testing. ![]() |
||
d. Decision tree induction is a supervised learning algorithm. ![]() |
a. There is one structural equation for each endogenous variable. ![]() |
||
b. An endogenous variable may appear as an explanatory variable in other structural equations. ![]() |
||
c. Exogenous variables are determined outside of the model. ![]() |
||
d. All of the above. ![]() |
a. The Cox proportional hazard model is a parametric model. ![]() |
||
b. The Cox proportional hazard model is a semi-parametric model. ![]() |
||
c. The Cox proportional hazard model cannot accommodate time-dependent covariates. ![]() |
||
d. All of the above. ![]() |
a. Violation of the assumption of proportional hazards ![]() |
||
b. Influential observations ![]() |
||
c. Nonlinearity in the relationship between the covariates and the log-hazard ![]() |
||
d. All of the above ![]() |
a. e1071 ![]() |
||
b. lm ![]() |
||
c. arima ![]() |
||
d. None of the above ![]() |