CAS Exam MAS-I Fall 2019, Question 26
Study guide: Exam MAS-I
A number of candidate models were fit using the following variables:
- An intercept term
- Variable A – a Yes/No indicator
- Variable B – a Yes/No indicator
- An interaction of Variables A and B
There are four observations, which were arranged into the following design matrix:
X = \begin{bmatrix} 1 & 0 & 0 & 0 \\ 1 & 1 & 0 & 0 \\ 1 & 0 & 1 & 0 \\ 1 & 1 & 1 & 1 \end{bmatrix}This data was fit using three different link functions:
- I. Identity
- II. Inverse
- III. Log
The predicted values, given below, were the same under all three models:
\hat{Y} = \begin{bmatrix} 0.50 \\ 0.80 \\ 0.40 \\ 0.70 \end{bmatrix}Determine for which of the above link functions the estimated interaction coefficient is non-zero.
- A) Identity, Inverse and Log
- B) Identity and Inverse only
- C) Identity and Log only
- D) Inverse and Log only
- E) The answer is not given by (A), (B), (C) or (D)
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