If your regression results show a high R2,adj R2,and a significant F-test,but low t values for the coefficients,what is the most likely cause?

A) omitted relevant variables B) irrelevant variables included C) collinearity D) heteroskedasiticity A) omitted relevant variables B) irrelevant variables included C) collinearity D) heteroskedasiticity C

When performing an F-test,if the null hypothesis is H0: $\beta$2 = $\beta$3 = 0 what is the alternative hypothesis?

A) $\beta$2 ≠0 and $\beta$3≠0 B) $\beta$2 ≠0 or $\beta$3≠0 C) ($\beta$2 ≠0 and $\beta$3=0)or ($\beta$2 =0 and $\beta$3≠0) D) ($\beta$2 3>0)or ($\beta$2 >0 and $\beta$3 0)or ($\beta$2 >0 and $\beta$3<0)

When are R2 and adjusted R2 equal?

A) when the model is correctly specified B) when K = 1 C) when the error terms are normally distributed D) when an unrestricted model is estimated A) when the model is correctly specified B) when K = 1 C) when the error terms are normally distributed D) when an unrestricted model is estimated

Exam 8: Further Inference in the Multiple Regression Model

If your regression results show a high R²,adj R²,and a significant F-test,but low t values for the coefficients,what is the most likely cause?

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(Multiple Choice)

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Question 1

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If you reject the null hypothesis when performing a RESET test,what should you conclude?

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(Multiple Choice)

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Question 2

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Running auxillary regressions where each explanatory variable is estimated as a function of eth remaining explanatory variables can help detect

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Question 3

Correct Answer:

Verified

When collinear variables are included in an econometric model coefficient estimates are

(Multiple Choice)

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Question 4

You estimate 4 different specifications of an econometric model by adding a variable each time and get the following results Which model appears to be correctly specified?

(Multiple Choice)

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Question 5

The critical value for a given p-value in the F-distribution depends on the degrees of freedom in the numerator and denominator.How do you find the degrees of freedom in the numerator?

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Question 6

The F_(1,218) distribution is equivalent to what distribution?

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Question 7

When a set of variables with exact collinearity is included in an econometric model coefficient estimates are

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Question 8

When performing an F-test,if the null hypothesis is H₀: $\beta$ ₂ = $\beta$ ₃ = 0 what is the alternative hypothesis?

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Question 9

Why should good non-sample information be incorporated into an econometric model via restricted least squares?

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Question 10

When are R² and adjusted R² equal?

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Question 11

The critical value for a given p-value in the F-distribution depends on the degrees of freedom in the numerator and denominator.How do you find the degrees of freedom in the denominator?

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Question 12

What statistical test allows joint hypotheses to be tested?

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Question 13

When two or more variables move together in systematic ways they are said to be ________________?

(Short Answer)

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Question 14

Why is the variance of the forecast y larger than the variance of the expected value of y?

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Question 15

Which of the following measures is NOT used to evaluate model specification?

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Question 16

How does including an irrelevant variable in a regression model affect the estimated coefficient of other variables in the model?

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Question 17

For what does RESET test?

(Essay)

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Question 18

The following model has been estimated using a dataset with 4854 observations. $The following model has been estimated using a dataset with 4854 observations. Calculate the F-statistic to test H0: \beta 2 = \beta 3 =- \beta 4 = \beta 5 = 0$ Calculate the F-statistic to test H₀: $\beta$ ₂ = $\beta$ ₃ =- $\beta$ ₄ = $\beta$ ₅ = 0

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Question 19

How does omitting a relevant variable from a regression model affect the estimated coefficient of other variables in the model?

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Question 20

Showing 1 - 20 of 21

If your regression results show a high R²,adj R²,and a significant F-test,but low t values for the coefficients,what is the most likely cause?

If you reject the null hypothesis when performing a RESET test,what should you conclude?

Running auxillary regressions where each explanatory variable is estimated as a function of eth remaining explanatory variables can help detect

When collinear variables are included in an econometric model coefficient estimates are

You estimate 4 different specifications of an econometric model by adding a variable each time and get the following results Which model appears to be correctly specified?

The critical value for a given p-value in the F-distribution depends on the degrees of freedom in the numerator and denominator.How do you find the degrees of freedom in the numerator?

The F_(1,218) distribution is equivalent to what distribution?

When a set of variables with exact collinearity is included in an econometric model coefficient estimates are

When performing an F-test,if the null hypothesis is H₀: $\beta$ ₂ = $\beta$ ₃ = 0 what is the alternative hypothesis?

Why should good non-sample information be incorporated into an econometric model via restricted least squares?

When are R² and adjusted R² equal?

The critical value for a given p-value in the F-distribution depends on the degrees of freedom in the numerator and denominator.How do you find the degrees of freedom in the denominator?

What statistical test allows joint hypotheses to be tested?

When two or more variables move together in systematic ways they are said to be ________________?

Why is the variance of the forecast y larger than the variance of the expected value of y?

Which of the following measures is NOT used to evaluate model specification?

How does including an irrelevant variable in a regression model affect the estimated coefficient of other variables in the model?

For what does RESET test?

How does omitting a relevant variable from a regression model affect the estimated coefficient of other variables in the model?

An Introduction to Econometrics

Pp : Prob, Probability Primer, Probability Primer

The Simple Linear Regression Model

Interval Estimation and Hypothesis Testing

Prediction, Goodness-Of-Fit and Modeling Issues

The Multiple Regression Model

Using Indicator Variables

Heteroskedasticity

Regression With Time Series Data: Stationary Variables

Random Regressors and Moment Based Estimation

Simultaneous Equations Models

Regression With Time Series Data: Nonstationary Variables

Vector Error Correction and Vector Autoregressive Models

Time-Varying Volatility and Arch Models

Panel Data Models

Qualitative and Limited Dependent Variable Models

Filters

Exam 8: Further Inference in the Multiple Regression Model

If your regression results show a high R2,adj R2,and a significant F-test,but low t values for the coefficients,what is the most likely cause?

If you reject the null hypothesis when performing a RESET test,what should you conclude?

Running auxillary regressions where each explanatory variable is estimated as a function of eth remaining explanatory variables can help detect

When collinear variables are included in an econometric model coefficient estimates are

You estimate 4 different specifications of an econometric model by adding a variable each time and get the following results Which model appears to be correctly specified?

The critical value for a given p-value in the F-distribution depends on the degrees of freedom in the numerator and denominator.How do you find the degrees of freedom in the numerator?

The F(1,218) distribution is equivalent to what distribution?

When a set of variables with exact collinearity is included in an econometric model coefficient estimates are

When performing an F-test,if the null hypothesis is H0: β\betaβ 2 = β\betaβ 3 = 0 what is the alternative hypothesis?

Why should good non-sample information be incorporated into an econometric model via restricted least squares?

When are R2 and adjusted R2 equal?

The critical value for a given p-value in the F-distribution depends on the degrees of freedom in the numerator and denominator.How do you find the degrees of freedom in the denominator?

What statistical test allows joint hypotheses to be tested?

When two or more variables move together in systematic ways they are said to be ________________?

Why is the variance of the forecast y larger than the variance of the expected value of y?

Which of the following measures is NOT used to evaluate model specification?

How does including an irrelevant variable in a regression model affect the estimated coefficient of other variables in the model?

For what does RESET test?

The following model has been estimated using a dataset with 4854 observations. Calculate the F-statistic to test H0: β\betaβ 2 = β\betaβ 3 =- β\betaβ 4 = β\betaβ 5 = 0

How does omitting a relevant variable from a regression model affect the estimated coefficient of other variables in the model?

An Introduction to Econometrics

Pp : Prob, Probability Primer, Probability Primer

The Simple Linear Regression Model

Interval Estimation and Hypothesis Testing

Prediction, Goodness-Of-Fit and Modeling Issues

The Multiple Regression Model

Using Indicator Variables

Heteroskedasticity

Regression With Time Series Data: Stationary Variables

Random Regressors and Moment Based Estimation

Simultaneous Equations Models

Regression With Time Series Data: Nonstationary Variables

Vector Error Correction and Vector Autoregressive Models

Time-Varying Volatility and Arch Models

Panel Data Models

Qualitative and Limited Dependent Variable Models

Filters

If your regression results show a high R²,adj R²,and a significant F-test,but low t values for the coefficients,what is the most likely cause?

The F_(1,218) distribution is equivalent to what distribution?

When performing an F-test,if the null hypothesis is H₀: $\beta$ ₂ = $\beta$ ₃ = 0 what is the alternative hypothesis?

When are R² and adjusted R² equal?