Consider the equation, y = + 1x1 + 2x2 + u. A null hypothesis, H0: 2 = 0 states that:

A) x2 has no effect on the expected value of 2. B) x2 has no effect on the expected value of y. C) 2 has no effect on the expected value of y. D) y has no effect on the expected value of x2. A) x2 has no effect on the expected value of 2. B) x2 has no effect on the expected value of y. C) 2 has no effect on the expected value of y. D) y has no effect on the expected value of x2.

If R2ur = 0.6873, R2r = 0.5377, number of restrictions = 3, and n - k - 1 = 229, F statistic equals:

A) 21.2 B) 28.6 C) 36.5 D) 42.1 A) 21.2 B) 28.6 C) 36.5 D) 42.1

Exam 4: Multiple Regression Analysis Inference

If the calculated value of the t statistic is greater than the critical value, the null hypothesis, H₀ is rejected in favor of the alternative hypothesis, H₁.

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(True/False)

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Question 1

Correct Answer:

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True

H₁: âj 0, where â_j is a regression coefficient associated with an explanatory variable, represents a one-sided alternative hypothesis.

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Question 2

Correct Answer:

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False

The population parameter in the null hypothesis _____.

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(Multiple Choice)

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Question 3

Correct Answer:

Verified

Which of the following statements is true?

(Multiple Choice)

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Question 4

Which of the following correctly defines F statistic if SSRr represents sum of squared residuals from the restricted model of hypothesis testing, SSRur represents sum of squared residuals of the unrestricted model, and q is the number of restrictions placed?

(Multiple Choice)

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Question 5

The normality assumption implies that:

(Multiple Choice)

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Question 6

Suppose that in order to estimate of the average effect of participation in a job training program (train) on wage, you included controls for education (educ), years of experience (exper) in your model: log(wage) = + + + + u . Which of the following is a reason why the coefficient, , might be biased?

(Multiple Choice)

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Question 7

Which of the following statements is true?

(Multiple Choice)

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Question 8

Which of the following is true of confidence intervals?

(Multiple Choice)

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Question 9

Which of the following statements is true of hypothesis testing?

(Multiple Choice)

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Question 10

The ordinary least square estimators have the smallest variance among all the unbiased estimators.

(True/False)

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Question 11

In regression analysis, the standard errors should not always be included along with the estimated coefficients.

(True/False)

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Question 12

Which of the following statements is true?

(Multiple Choice)

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Question 13

Which of the following is a statistic that can be used to test hypotheses about a single population parameter?

(Multiple Choice)

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Question 14

Suppose that you are interested in estimating the average impact a job training program has on wages. After controlling for observed factors that influence wages, participation in the training program, you find that the coefficient for the training is 0.55 and the standard error is 1.06. Thus, we can infer that the training program has a positive and statistically significant impact on wages at a 95% confidence level.

(True/False)

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Question 15

Consider the equation, y = + ₁x₁ ₊ ₂x₂ + u. A null hypothesis, H₀: ₂ = 0 states that:

(Multiple Choice)

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Question 16

Whenever the dependent variable takes on just a few values it is close to a normal distribution.

(True/False)

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Question 17

The significance level of a test is:

(Multiple Choice)

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Question 18

If R²ur = 0.6873, R²r = 0.5377, number of restrictions = 3, and n - k - 1 = 229, F statistic equals:

(Multiple Choice)

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Question 19

Which of the following tools is used to test multiple linear restrictions?

(Multiple Choice)

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Question 20

Showing 1 - 20 of 28

If the calculated value of the t statistic is greater than the critical value, the null hypothesis, H₀ is rejected in favor of the alternative hypothesis, H₁.

H₁: âj 0, where â_j is a regression coefficient associated with an explanatory variable, represents a one-sided alternative hypothesis.

The population parameter in the null hypothesis _____.

Which of the following statements is true?

Which of the following correctly defines F statistic if SSRr represents sum of squared residuals from the restricted model of hypothesis testing, SSRur represents sum of squared residuals of the unrestricted model, and q is the number of restrictions placed?

The normality assumption implies that:

Which of the following statements is true?

Which of the following is true of confidence intervals?

Which of the following statements is true of hypothesis testing?

The ordinary least square estimators have the smallest variance among all the unbiased estimators.

In regression analysis, the standard errors should not always be included along with the estimated coefficients.

Which of the following statements is true?

Which of the following is a statistic that can be used to test hypotheses about a single population parameter?

Consider the equation, y = + ₁x₁ ₊ ₂x₂ + u. A null hypothesis, H₀: ₂ = 0 states that:

Whenever the dependent variable takes on just a few values it is close to a normal distribution.

The significance level of a test is:

If R²ur = 0.6873, R²r = 0.5377, number of restrictions = 3, and n - k - 1 = 229, F statistic equals:

Which of the following tools is used to test multiple linear restrictions?

The Nature of Econometrics and Economic Data

The Simple Regression Model

Multiple Regression Analysis Estimation

Multiple Regression Analysis Ols Asymptotics

Multiple Regression Analysis Further Issues

Multiple Regression Analysis With Qualitative Information

Heteroskedasticity

More on Specification and Data Issues

Basic Regression Analysis With Time Series Data

Further Issues in Using Ols With Time Sries Data

Serial Correlation and Heteroskedasticity in Time Series Regressions

Pooling Cross Sections Across Time Simple Panel Data Methods

Advanced Panel Data Methods

Instrumental Variables Estimation and Two Strage Least Squares

Simultaneous Equations Models

Limited Dependent Variable Models and Sample Selection Correctons

Advanced Time Series Topics

Carrying Out an Empirical Project

Filters

Exam 4: Multiple Regression Analysis Inference

If the calculated value of the t statistic is greater than the critical value, the null hypothesis, H0 is rejected in favor of the alternative hypothesis, H1.

H1: âj 0, where âj is a regression coefficient associated with an explanatory variable, represents a one-sided alternative hypothesis.

The population parameter in the null hypothesis _____.​

Which of the following statements is true?

Which of the following correctly defines F statistic if SSRr represents sum of squared residuals from the restricted model of hypothesis testing, SSRur represents sum of squared residuals of the unrestricted model, and q is the number of restrictions placed?

The normality assumption implies that:

Which of the following statements is true?

Which of the following is true of confidence intervals?

Which of the following statements is true of hypothesis testing?

The ordinary least square estimators have the smallest variance among all the unbiased estimators.​

In regression analysis, the standard errors should not always be included along with the estimated coefficients. ​

Which of the following statements is true?

Which of the following is a statistic that can be used to test hypotheses about a single population parameter?

Consider the equation, y = + 1x1 + 2x2 + u. A null hypothesis, H0: 2 = 0 states that:

Whenever the dependent variable takes on just a few values it is close to a normal distribution.

The significance level of a test is:

If R2ur = 0.6873, R2r = 0.5377, number of restrictions = 3, and n - k - 1 = 229, F statistic equals:

Which of the following tools is used to test multiple linear restrictions?

The Nature of Econometrics and Economic Data

The Simple Regression Model

Multiple Regression Analysis Estimation

Multiple Regression Analysis Ols Asymptotics

Multiple Regression Analysis Further Issues

Multiple Regression Analysis With Qualitative Information

Heteroskedasticity

More on Specification and Data Issues

Basic Regression Analysis With Time Series Data

Further Issues in Using Ols With Time Sries Data

Serial Correlation and Heteroskedasticity in Time Series Regressions

Pooling Cross Sections Across Time Simple Panel Data Methods

Advanced Panel Data Methods

Instrumental Variables Estimation and Two Strage Least Squares

Simultaneous Equations Models

Limited Dependent Variable Models and Sample Selection Correctons

Advanced Time Series Topics

Carrying Out an Empirical Project

Filters

If the calculated value of the t statistic is greater than the critical value, the null hypothesis, H₀ is rejected in favor of the alternative hypothesis, H₁.

H₁: âj 0, where â_j is a regression coefficient associated with an explanatory variable, represents a one-sided alternative hypothesis.

The population parameter in the null hypothesis _____.

The ordinary least square estimators have the smallest variance among all the unbiased estimators.

In regression analysis, the standard errors should not always be included along with the estimated coefficients.

Consider the equation, y = + ₁x₁ ₊ ₂x₂ + u. A null hypothesis, H₀: ₂ = 0 states that:

If R²ur = 0.6873, R²r = 0.5377, number of restrictions = 3, and n - k - 1 = 229, F statistic equals: