Question Bank

UM19MB602: Introduction to Machine Learning

Unit 2: Regression Methods

Q1. Explain Francis Galton Law of Universal Regression. 4M

Q2. Write an equation of simple linear regression and label each 5M
component in the regression equation.
Q3. Why do we use random error terms in the regression equation? 4M
Q4. “Linear regression function needs to be linear in parameters”, 4M
elaborate.
Q5 Write all the steps followed in linear regression. 6M
Q6. Assume a regression function: 𝑌𝑖 = 𝛽0 + 𝛽1 𝑋𝑖 + 𝑢𝑖 4M
Write the formula to estimate 𝛽0 𝑎𝑛𝑑 𝛽1 .
Q7. Write six statistical properties of OLS estimators. 6M
Q8. What is the standard error in linear regression? 4M
Q9. Write seven assumptions of the Classical Linear Regression Model. 7M
Q10. Distinguish between homoscedasticity and heteroscedasticity in 6M
regression analysis.
Q11. Why the OLS estimator is said to be the best linear unbiased estimator 6M
(BLUE)?
Q12. Explain the following terms: 6M
i) Total Sum of Squares (TSS), ii) Explained Sum of Squares (ESS), and
iii) Residual Sum of Squares (RSS)
Q13. Assume a regression function: 𝑌𝑖 = 𝛽0 + 𝛽1 𝑋𝑖 + 𝑢𝑖 4M
Write the formula to compute 𝑅2 value.
Q14. Write the properties of 𝑅2 . 4M
Q15. Distinguish between Coefficient of Determination and Coefficient of 6M
Correlation.
Q16. Write the assumptions of multiple linear regression. 6M
Q17. What is the null and alternative hypothesis in the hypothesis test for 4M
the regression coefficient?
Q18. What is the null and alternative hypothesis for the overall regression 4M
model test (F test)?
Q19. Assume a regression function: 𝑌𝑖 = 𝛽0 + 𝛽1 𝑋𝑖 + 𝑢𝑖 4M
Write the formula to compute the F statistic.
Q20. What is the formula to compute Z-score, Cook’s distance, and Leverage 6M
value to identify outliers in regression analysis?