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Exam 4: Multiple Regression Analysis: Inference

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Exam 1: The Nature of Econometrics and Economic Data20 Questionsadd course
Exam 2: The Simple Regression Model20 Questionsadd course
Exam 3: Multiple Regression Analysis: Estimation20 Questionsadd course
Exam 4: Multiple Regression Analysis: Inference20 Questionsadd course
Exam 5: Multiple Regression Analysis: Ols Asymptotics20 Questionsadd course
Exam 6: Multiple Regression Analysis: Further Issues20 Questionsadd course
Exam 7: Multiple Regression Analysis With Qualitative Information: Binary or Dummy Variables20 Questionsadd course
Exam 8: Heteroskedasticity20 Questionsadd course
Exam 9: More on Specification and Data Problems20 Questionsadd course
Exam 10: Basic Regression Analysis With Time Series Data19 Questionsadd course
Exam 11: Further Issues in Using Ols With Time Series Data20 Questionsadd course
Exam 12: Serial Correlation and Heteroskedasticity in Time Series Regressions20 Questionsadd course
Exam 13: Pooling Cross Sections Across Time: Simple Panel Data Methods20 Questionsadd course
Exam 14: Advanced Panel Data Methods20 Questionsadd course
Exam 15: Instrumental Variables Estimation and Two Stage Least Squares20 Questionsadd course
Exam 16: Simultaneous Equations Models20 Questionsadd course
Exam 17: Limited Dependent Variable Models and Sample Selection Corrections20 Questionsadd course
Exam 18: Advanced Time Series Topics20 Questionsadd course
Exam 19: Carrying Out an Empirical Project20 Questionsadd course
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Which of the following correctly defines F statistic if SSRr represents sum of squared residuals from the restricted model of hypothesis testing,SSRurrepresents sum of squared residuals of the unrestricted model,and q is the number of restrictions placed?

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Question 1
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B

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

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C

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

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A

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

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Question 4

Which of the following statements is true of confidence intervals?

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Question 5

A normal variable is standardized by:

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Question 6

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

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Question 7

The significance level of a test is:

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Question 8

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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Question 9

Which of the following statements is true of hypothesis testing?

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Question 10

The general t statistic can be written as:

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Question 11

Consider the equation,Y = β1 + β2X2+ u.A null hypothesis,H0: β2= 0 states that:

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Question 12

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

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Question 13

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

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Question 14

Which of the following statements is true?

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Question 15

Which of the following statements is true?

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Question 16

The normality assumption implies that:

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Question 17

Standard errors must always be positive.

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Question 18

If If <sub>1</sub> and <sub>2</sub>are estimated values of regression coefficients associated with two explanatory variables in a regression equation,then the standard error ( <sub>1</sub> - <sub>2</sub>)= standard error ( <sub>1</sub>)- standard error ( <sub>2</sub>). 1 and If <sub>1</sub> and <sub>2</sub>are estimated values of regression coefficients associated with two explanatory variables in a regression equation,then the standard error ( <sub>1</sub> - <sub>2</sub>)= standard error ( <sub>1</sub>)- standard error ( <sub>2</sub>). 2are estimated values of regression coefficients associated with two explanatory variables in a regression equation,then the standard error ( If <sub>1</sub> and <sub>2</sub>are estimated values of regression coefficients associated with two explanatory variables in a regression equation,then the standard error ( <sub>1</sub> - <sub>2</sub>)= standard error ( <sub>1</sub>)- standard error ( <sub>2</sub>). 1 - If <sub>1</sub> and <sub>2</sub>are estimated values of regression coefficients associated with two explanatory variables in a regression equation,then the standard error ( <sub>1</sub> - <sub>2</sub>)= standard error ( <sub>1</sub>)- standard error ( <sub>2</sub>). 2)= standard error ( If <sub>1</sub> and <sub>2</sub>are estimated values of regression coefficients associated with two explanatory variables in a regression equation,then the standard error ( <sub>1</sub> - <sub>2</sub>)= standard error ( <sub>1</sub>)- standard error ( <sub>2</sub>). 1)- standard error ( If <sub>1</sub> and <sub>2</sub>are estimated values of regression coefficients associated with two explanatory variables in a regression equation,then the standard error ( <sub>1</sub> - <sub>2</sub>)= standard error ( <sub>1</sub>)- standard error ( <sub>2</sub>). 2).

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Question 19

Which of the following statements is true?

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Question 20
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