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MCQ On Regression

This document contains 10 multiple choice questions and answers about regression modeling concepts like polynomial degree impact on overfitting, using R-squared to measure goodness of fit, properties of residuals, heteroskedasticity, strength of correlation, assumptions of linear regression, and using scatter plots to test linear relationships. The questions cover topics such as how increasing polynomial degree can increase overfitting, how R-squared and adjusted R-squared can be used to evaluate variable importance, properties of residuals in regression, definitions of heteroskedasticity, differences between correlation, p-values and t-statistics in showing relationship strength, and assumptions made in deriving linear regression parameters.

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Lloyd Sebastian
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696 views

MCQ On Regression

This document contains 10 multiple choice questions and answers about regression modeling concepts like polynomial degree impact on overfitting, using R-squared to measure goodness of fit, properties of residuals, heteroskedasticity, strength of correlation, assumptions of linear regression, and using scatter plots to test linear relationships. The questions cover topics such as how increasing polynomial degree can increase overfitting, how R-squared and adjusted R-squared can be used to evaluate variable importance, properties of residuals in regression, definitions of heteroskedasticity, differences between correlation, p-values and t-statistics in showing relationship strength, and assumptions made in deriving linear regression parameters.

Uploaded by

Lloyd Sebastian
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Q1. Which of the following step / assumption in regression modeling impacts the trade-
off between under-fitting and over-fitting the most.

A. The polynomial degree

B. Whether we learn the weights by matrix inversion or gradient descent

C. The use of a constant-term

Solution: A

Choosing the right degree of polynomial plays a critical role in fit of regression. If we choose
higher degree of polynomial, chances of overfit increase significantly.

Q5. In a linear regression problem, we are using “R-squared” to measure goodness-of-


fit. We add a feature in linear regression model and retrain the same model.

Which of the following option is true?

A. If R Squared increases, this variable is significant.

B. If R Squared decreases, this variable is not significant.

C. Individually R squared cannot tell about variable importance. We can’t say anything about
it right now.

D. None of these.

Solution: C

“R squared” individually can’t tell whether a variable is significant or not because each time
when we add a feature, “R squared” can either increase or stay constant. But, it is not true in
case of “Adjusted R squared” (increases when features found to be significant).

Q6. Which one of the statement is true regarding residuals in regression analysis?

A. Mean of residuals is always zero

B. Mean of residuals is always less than zero

C. Mean of residuals is always greater than zero

D. There is no such rule for residuals.


Solution: A

Sum of residual in regression is always zero. It the sum of residuals is zero, the ‘Mean’
will also be zero.

Q7. Which of the one is true about Heteroskedasticity?

A. Linear Regression with varying error terms

B. Linear Regression with constant error terms

C. Linear Regression with zero error terms

D. None of these

Solution: A

The presence of non-constant variance in the error terms results in heteroskedasticity.


Generally, non-constant variance arises because of presence of outliers or extreme leverage
values.

Q8. Which of the following indicates a fairly strong relationship between X and Y?

A. Correlation coefficient = 0.9

B. The p-value for the null hypothesis Beta coefficient =0 is 0.0001

C. The t-statistic for the null hypothesis Beta coefficient=0 is 30

D. None of these

Solution: A

Correlation between variables is 0.9. It signifies that the relationship between variables is
fairly strong.

On the other hand, p-value and t-statistics merely measure how strong is the evidence that
there is non zero association. Even a weak effect can be extremely significant given enough
data.

Q9. Which of the following assumptions do we make while deriving linear regression
parameters?

1. The true relationship between dependent y and predictor x is linear


2. The model errors are statistically independent
3. The errors are normally distributed with a 0 mean and constant standard
deviation
4. The predictor x is non-stochastic and is measured error-free

A. 1,2 and 3.

B. 1,3 and 4.

C. 1 and 3.

D. All of above.

Solution: D

When deriving regression parameters, we make all the four assumptions mentioned above. If
any of the assumptions is violated, the model would be misleading.

Q10. To test linear relationship of y(dependent) and x(independent) continuous


variables, which of the following plot best suited?

A. Scatter plot

B. Barchart

C. Histograms

D. None of these

Solution: A

To test the linear relationship between continuous variables Scatter plot is a good option. We
can find out how one variable is changing w.r.t. another variable. A scatter plot displays the
relationship between two quantitative variables.

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