The GATE Grind

GATE Regression Analysis: Linear Models and Estimation – Previous Year Questions

11 GATE previous year questions on Linear Models and Estimation (Regression Analysis, Statistics) with answers and explanations, from every paper.

  1. GATE 2021 ST Q18 (1 mark, Multiple choice) – In Y i=β₀+β₁x i+ε i,i=1,…,n,n≥3,the errors are iid with mean zero and variance σ². Let β̂₀,β̂₁ be OLS estimators,x̄=Σx i/n,S₁=Σ(x i−x̄)²,S₂=Σy i(x…
  2. GATE 2021 ST Q35 (1 mark, Numerical answer) – For Y i=α+βx i+ε i,i=1,2,3,fixed x i and iid errors of mean zero and finite variance,let α̂,β̂ be OLS estimates. Data are…
  3. GATE 2022 ST Q54 (2 marks, Numerical answer) – Fit Y=β₀+β₁X+ε with independent N(0,σ²) errors to x=(0,1,2,3,4),y=(3,4,5,6,7). Let Ŷ₀ be the least-squares fitted mean at X=6. If Var Ŷ₀=cσ²,find c to…
  4. GATE 2023 ST Q26 (1 mark, Multiple choice) – Consider y k=α₀+α₁ ln k+ε k,k=1,…,n,with iid errors of density e(− x )/2 on ℝ. Which statement is true?
  5. GATE 2023 ST Q58 (2 marks, Multiple select) – For t=1,…,100,consider y t=α₀+α₁t+α₂t²+ε t,where ε t are iid N(μ,1) and μ is unknown. Which parameters have unbiased estimators?
  6. GATE 2024 ST Q28 (1 mark, Multiple choice) – In y i=β₀+β₁x i+ε i, the errors are uncorrelated with common mean zero and variance σ²>0. Let ȳ be the response mean and β̂₁ the least-squares slope.…
  7. GATE 2024 ST Q29 (1 mark, Multiple choice) – In simple linear regression with intercept,n≥3,uncorrelated mean-zero errors of variance σ², let ŷ i be least-squares fitted values,T₁=Σ(y i−ŷ…
  8. GATE 2024 ST Q35 (1 mark, Numerical answer) – In the no-intercept model y i=β₁x i+ε i with uncorrelated zero-mean errors of common finite variance, data are (2,5),(1,6),(3,4),(2,3),(4,6). Find the…
  9. GATE 2025 ST Q24 (1 mark, Multiple choice) – For data (x i,y i) with Σx i²>0, β̂ minimizes Σ(y i−βx i)². Put v i=y i−x i,u i=2x i, and let γ̂ minimize Σ(v i−γu i)². If β̂=10, find γ̂.
  10. GATE 2025 ST Q35 (1 mark, Numerical answer) – A normal linear regression has n=25 observations, an intercept and four predictors, with unknown error variance. If R²=5/6, find adjusted R² to two…
  11. GATE 2025 ST Q54 (2 marks, Multiple select) – For Y=Xβ+ε with ε~N n(0,I),X real n×p and λ>0, let β̂=(XᵀX+λI p)⁻¹XᵀY. Which hold?