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SOA SRMStatistics for Risk Modeling

Associateship (ASA)
3.5 hours·35 multiple-choice·250 study hours
Score 0/0 · 8 MC
  1. SRM · Q1
    Multiple choice
    Linear models

    A regression with n=50n=50 observations and p=4p=4 predictors has SSE=40SSE=40 and SST=200SST=200. Calculate the adjusted R2R^2.

  2. SRM · Q2
    Multiple choice
    Linear models

    A logistic model has logit(p)=1+0.5x\text{logit}(p)=-1+0.5x. Calculate the predicted probability at x=2x=2.

  3. SRM · Q3
    Multiple choice
    Linear models

    Regressing predictor x3x_3 on the other predictors gives R2=0.80R^2=0.80. Calculate the variance inflation factor for x3x_3.

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