Linear Regression Quiz

What is the primary goal of linear regression?

• Maximize correlation

• Minimize standard deviation

• Minimize the sum of squared residuals

• Maximize R-squared

In a simple linear regression, the relationship is between:

• Multiple independent variables and one dependent variable

• One independent and one dependent variable

• Two dependent variables

• Multiple dependent variables and one independent variable

Which of the following is NOT an assumption of linear regression?

• Linearity

• Homoscedasticity

• Normality of independent variables

• Independence of errors

What does the R-squared value represent in a regression model?

• The correlation coefficient

• The percentage of total variation explained by the model

• The residual sum of squares

• The intercept term

Which method is typically used to estimate the coefficients in linear regression?

• Maximum likelihood estimation

• Gradient descent

• Least squares

• Bayesian estimation

What happens when there is multicollinearity in a simple linear regression model?

• The model overfits

• The coefficients become unstable

• The residuals are biased

• It's not possible; multicollinearity occurs in multiple regression only

Which diagnostic plot is used to check for homoscedasticity in regression?

• Q-Q plot

• Residuals vs Fitted values

• Scatterplot of Y vs X

• Histogram of residuals

The p-value of a regression coefficient tells you:

• If the variable is correlated with the dependent variable

• If the coefficient is statistically significantly different from zero

• If the model fits the data well

• If multicollinearity is present

What is the main difference between linear and multiple regression?

• Number of dependent variables

• Type of variables

• Number of independent variables

• Use of nonlinear terms

Which problem occurs when two or more predictors in a regression model are highly correlated?

• Heteroscedasticity

• Autocorrelation

• Multicollinearity

• Overfitting