Linear regression interview questions

This document provides questions and answers related to concepts of linear regression.

1. In simple linear regression, there is _______ dependent variable and

________ independent variable(s)

1. One, multiple
2. Multiple, one
3. One, one
4. Multiple, multiple

2. In multi-linear regression, there is _______ dependent variable and

________ independent variable(s)

1. Multiple, one
2. One, multiple
3. Multiple, multiple
4. One, one

3. It is OK to add independent variables to a multi-linear regression model as it

increases the explained variance of the model and makes the model more
efficient

1. True
2. False

4. Linear or multilinear regression helps in predicting _______

1. Continuous valued output

2. Discrete valued output

5. Linear regression analysis helps in studying __________ relationship between

variables.

1. Deterministic
2. Statistical

6. Linear regression analysis helps in doing which of the following?

1. Causal analysis
2. Effects in forecasting
3. Forecasting trends
4. All of the above
7. The best fit line is achieved by finding values of the parameters which minimizes
the sum of __________

1. Sum of squared regression (SSR)

2. Sum of squared residuals/errors (SSE)
3. Sum of squares total (SST)

8. Best fit line is also termed as _______

1. The maximum squares regression line

2. Least squares regression line

9. Which of the following can be used to understand the statistical relationship

between dependent and independent variables in linear regression?

1. Coefficient of determination
2. Correlation coefficient
3. Both of the above
4. None of the above

10. It is absolutely OK to state that correlation does imply causation

1. True
2. False

11. The value of coefficient of determination, R-squared, is _________

1. Less than 0
2. Greater than 1
3. Between 0 and 1

12. Which of the following can be used to understand the positive or negative
relationship between dependent and independent variables

1. Coefficient of determination
2. Pearson correlation coefficient
3. Both of the above
4. None of the above

13. The goal of the regression model is to achieve the R-squared value ________

1. Closer to 0
2. Closer to 1
3. More than 1
14. Pearson correlation coefficient does always have a positive value

1. True
2. False

15. Value of Pearson correlation coefficient near to zero represents the fact there is a
stronger relationship between dependent and independent variables

1. True
2. False

16. Population correlation coefficient and sample correlation coefficient are one and
the same

1. True
2. False

17. The value of the Pearson correlation coefficient falls in the range of _________

1. 0 and 1
2. 0 and -1
3. -1 and 1
4. 1 and 2

18. The large value of R-squared can be safely interpreted as the fact that the
estimated regression line fits the data well.

1. True
2. False

19. The value of R-squared does not depend upon the data points; Rather it only
depends upon the value of parameters

1. True
2. False

20. The value of correlation coefficient and coefficient of determination is used to

study the strength of the relationship in ________

1. Samples only
2. Both Samples and Population
3. Population only
21. Which of the following tests can be used to determine whether a linear
association exists between the dependent and independent variables in a simple
linear regression model?

1. T-test
2. ANOVA F-test
3. Both of the above
4. None of the above

22. In order to estimate the population parameter, the null hypothesis is that the
population parameter is ________ to zero?

1. Equal
2. Not equal

23. Which of the following can be used for learning the value of parameters for the
regression model for population and not just the samples?

1. Hypothesis testing
2. Confidence intervals
3. Both of the above
4. None of the above

24. The value of R-Squared _________ with the addition of every new
independent variable?

1. May increase or decrease

2. Always increases
3. Always decreases

25. In order to reject the null hypothesis while estimating the population parameter,
p-value has to be _______ given 0.05 is set as the significance level

1. More than 0.05

2. Less than 0.05

26. The value of ____________ may increase or decrease based on whether a

predictor variable enhances the model or not

1. R-squared
2. Adjusted R-squared

27. The value of Adjusted R-squared _________ if the predictor variable enhances
the model less than what is predicted by chance?

1. Increases
2. Decreases
28. In regression model t-tests, the value of t-test statistics is equal to
___________?

1. Coefficient divided by Standard error of the coefficient

2. Standard error of coefficient divided by coefficient
3. Coefficient plus standard error of the coefficient

29. In ANOVA test for regression, degrees of freedom (regression) is _________

1. Equal to the number of parameters being estimated

2. One more than the number of parameters being estimated
3. One less than the number of parameters being estimated

30. In ANOVA test for regression, degrees of freedom (regression) is _________

1. Equal to the number of predictor variables

2. One more than the number of predictor variables
3. One less than the number of predictor variables

31. For SST as the sum of squares total, SSE as the sum of squared errors, and SSR
as the sum of squares regression, which of the following is correct?

1. SST = SSR – SSE

2. SST = SSR + SSE
3. SST = SSR/SSE

32. The value of the R-squared or coefficient of determination is which of the

following?

1. SSR / SST
2. SSE / SST

33. Mean squared error can be calculated as _______

1. Sum of squares residuals or error/degrees of freedom

2. Sum of squares regression/ degrees of freedom
3. Sum of squares total/ degrees of freedom

34. Sum of Squares Regression (SSR) is ________

1. Sum of Squares of predicted value minus the average value of the

dependent variable
2. Sum of Squares of Actual value minus predicted value
3. Sum of Squares of Actual value minus the average value of the
dependent variable

35. Sum of Squares Error (SSE) is ________

 1. Sum of Squares of predicted value minus the average value of the
dependent variable
2. Sum of Squares of Actual value minus predicted value
3. Sum of Squares of Actual value minus the average value of the
dependent variable

36. Sum of Squares Total (SST) is ________

1. Sum of Squares of predicted value minus the average value of the

dependent variable
2. Sum of Squares of Actual value minus predicted value
3. Sum of Squares of Actual value minus the average value of the
dependent variable

37. ______ the value of the sum of squares regression (SSR), better the regression
model

1. Greater
2. Lesser

38. The objective for regression model is to minimize ______ and maximize
______

1. SSR, SSE
2. SSE, SSR
3. SSR, SST
4. SSE, SST

39. Which of the following can be used to test the hypothesis that there exists a
linear regression model with at least one predictor variable?

1. F-test
2. T-test

40. Which of the following is the ratio of explained variance and unexplained
variance in relation to doing hypothesis testing with regression model?

1. T-statistics
2. F-statistics

Answers: 1.3, 2.2, 3.2, 4.1, 5.2, 6.4, 7.2, 8.2, 9.3, 10.2, 11.3, 12.3, 13.2, 14.2, 15.2, 16.2, 17.3,
18.1, 19.1, 20.2, 21.3, 22.1, 23.3, 24.2, 25.2, 26.2, 27.2, 28.1, 29.3, 30.3, 31.2, 32.1, 33.1, 34.1,
35.2, 36.3, 37.1, 38.2, 39.1, 40.2