Sample Final

Sample Final - University of Waterloo A few sample...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: University of Waterloo A few sample questions from the final exam, STAT331 1. True or False? (a) Correlation is always positive. True ; False (b) Akaike Information Criteria (AIC) tends to suggest a model with more parameters, compared with a model proposed by Bayesian Information Criteria (BIC). True ; False (c) The Durbin-Watson test is always conclusive. True ; False (d) If you have too many runs in the runs test, it indicates positive serial correlation. True ; False (e) Can the adjusted R2 be negative. True ; False 2. (a) Which of assumptions we do not need for the GaussMarkov theorem i. ii. iii. iv. homoscedasticity uncorrelatedness normality (T) heavy tailness (T) (b) You have a multiple linear regression model with p predictors and intercept, estimated using n observations. How many degrees of freedom are needed to estimate a variance of residuals? i. n - p ii. n - p - 1 (T) iii. n - 1 (c) What is the distribution of sample variance of residuals? i. 2 (T) ii. F iii. t (d) Can SSE be larger than SST? i. always ii. never (T) iii. sometimes 1 ...
View Full Document

This note was uploaded on 06/21/2009 for the course STAT 331 taught by Professor Yuliagel during the Fall '08 term at Waterloo.

Ask a homework question - tutors are online