Question 1

Which of the following statements is true?

Accepted Answer

A) When the standard error of an estimate increases, the confidence interval for the estimate narrows down. 
B) Standard error of an estimate does not affect the confidence interval for the estimate. 
C)  The lower bound of the confidence interval for a regression coefficient, say âj, is given by
  - [standard error × (
  )]. 
D)  The upper bound of the confidence interval for a regression coefficient, say âj, is given by
  + [Critical value × standard error (
  )]. 
A) When the standard error of an estimate increases, the confidence interval for the estimate narrows down. 
B) Standard error of an estimate does not affect the confidence interval for the estimate. 
C)  The lower bound of the confidence interval for a regression coefficient, say âj, is given by
  - [standard error × (
  )]. 
D)  The upper bound of the confidence interval for a regression coefficient, say âj, is given by
  + [Critical value × standard error (
  )].

Question 2

If   and   are estimated values of regression coefficients associated with two explanatory variables in a regression equation, then the standard error (   ) = standard error (   ) - standard error (   ).

Accepted Answer

A) True 
 B)False

Question 3

Which of the following is true of standard error?

Accepted Answer

A) It can take negative values. 
B) ​It is an estimate of the standard deviation. 
C)  ​It is the square root of the variance. 
D)  It complicates the computation of confidence intervals. 
A) It can take negative values. 
B) ​It is an estimate of the standard deviation. 
C)  ​It is the square root of the variance. 
D)  It complicates the computation of confidence intervals.

Question 4

Which of the following correctly identifies a reason why some authors prefer to report the standard errors rather than the t statistic?

Accepted Answer

A) Having standard errors makes it easier to compute confidence intervals. 
B) Standard errors are always positive. 
C)  The F statistic can be reported just by looking at the standard errors. 
D)  Standard errors can be used directly to test multiple linear regressions. 
A) Having standard errors makes it easier to compute confidence intervals. 
B) Standard errors are always positive. 
C)  The F statistic can be reported just by looking at the standard errors. 
D)  Standard errors can be used directly to test multiple linear regressions.

Question 5

The population parameter in the null hypothesis _____.​

Accepted Answer

A) ​is always greater than zero 
B) ​is always equal to zero 
C)  ​is always less than zero 
D)  ​is not always equal to zero 
A) ​is always greater than zero 
B) ​is always equal to zero 
C)  ​is always less than zero 
D)  ​is not always equal to zero

Which of the following statements is true?

If and are estimated values of regression coefficients associated with two explanatory variables in a regression equation, then the standard error ( ) = standard error ( ) - standard error ( ).

Which of the following is true of standard error?

Which of the following correctly identifies a reason why some authors prefer to report the standard errors rather than the t statistic?

The population parameter in the null hypothesis _____.

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: Binary or Dummy Variables

Heteroskedasticity

More on Specification and Data Problems

Basic Regression Analysis With Time Series Data

Further Issues in Using Ols With Time Series 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 Stage Least Squares

Simultaneous Equations Models

Limited Dependent Variable Models and Sample Selection Corrections

Advanced Time Series Topics

Carrying Out an Empirical Project

Filters

Exam 4: Multiple Regression Analysis: Inference

Which of the following statements is true?

If and are estimated values of regression coefficients associated with two explanatory variables in a regression equation, then the standard error ( ) = standard error ( ) - standard error ( ).

Which of the following is true of standard error?

Which of the following correctly identifies a reason why some authors prefer to report the standard errors rather than the t statistic?

The population parameter in the null hypothesis _____.​

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: Binary or Dummy Variables

Heteroskedasticity

More on Specification and Data Problems

Basic Regression Analysis With Time Series Data

Further Issues in Using Ols With Time Series 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 Stage Least Squares

Simultaneous Equations Models

Limited Dependent Variable Models and Sample Selection Corrections

Advanced Time Series Topics

Carrying Out an Empirical Project

Filters

The population parameter in the null hypothesis _____.