Use Statistical Tables to test for serial correlation given the
following Durbin-Watson d statistics for serial...
Use Statistical Tables to test for serial correlation given the
following Durbin-Watson d statistics for serial
correlation. Draw a picture for hypothesis testing. State your
hypothesis.
d=0.62, K=2, N=21, 5-percent, one-sided positive test
d=3.89, K=3 N=18, 5-percent, one-sided positive test
d=1.31, K=4, N=36, 5-percent, one-sided positive test
d=1.19, K=2, N=85, 5-percent, one-sided positive test
d=1.29, K=4, N=23, 5-percent, one-sided positive test
Use Statistical Tables to test for serial correlation given the
following Durbin-Watson d statistics for serial correlation. Draw a
picture for hypothesis testing. State your hypothesis.
i. d=0.62, K=2, N=21, 5-percent, one-sided positive test
ii. d=3.89, K=3 N=18, 5-percent, one-sided positive test
iii. d=1.31, K=4, N=36, 5-percent, one-sided positive test
Comment on whether each of the following statements is true or
false.
(a) The Durbin Watson statistic is useless because it is based
on assumptions that are rarely satisfied in time series
regressions.
(b) a Durbin Watson statistic below 2 shows negative serial
correlation because it is a statistic based on the AR(1)
coefficient of the error term.
(c) Consider a time series process that follows a random walk
drift. Is the first difference of that time series stationary? Is...
A) Explain the Durbin Watson test.
b) Give reasons why we introduce a stochastic disturbance term in a
regression equation.
c) Explain how you can informally detect heteroscedasticity.
d) Explain the rationale for using the adjusted R square.
e) Why does the classical linear model assume that there is no
multicollinearity among the explanatory variables?
Hypothesis test for correlation. Use the given data to do the following tasks.
x
y
5
20
6
20
7
15
8
16
9
11
10
11
(a) Calculate the correlation coefficient r. (use three sig figs)(b) Find the regression line: y=y= + xx. (round values to two decimal places)(d) Test the claim that there is correlation and find the p-value: (State answer to three significant figures, which is different than stating values to three decimal places. For our purposes, stating a value...
1.)
Hypothesis test for correlation. Use the given
data to do the following tasks.
x
y
5
20
6
20
7
15
8
16
9
11
10
11
(a) Calculate the correlation coefficient r. (use three
sig figs)
(b) Find the regression line: y=y= + xx.
(round values to two decimal places)
(d) Test the claim that there is correlation and find the
p-value: (State answer to three significant figures,
which is different than stating values to three decimal places. For
our purposes, stating...
Hypotheses for a statistical test are given along with a
confidence interval for a sample. Use the confidence interval to
state a formal conclusion of the test for that sample and give the
significance level used to make the conclusion.
Ho: p
= 0.5 vs Ha: p ≠ 0.5
95% confidence interval for p: 0.36 to 0.55.
90% confidence interval for p: 0.32 to 0.48.
99% confidence interval for p: 0.18 to 0.65.
To test the following statistical hypothesis, which statistical
test would you use?
Younger girls compared to older girls (1= younger, 2=older)
score higher on self-esteem (total score ranging from 1 to 50).
Select one:
a. t-test
b. paired samples t-test
c. Chi-square
d. Correlation
When using the LM test for serial correlation, what is the null
hypothesis?
Select one:
a. No serial correlation is present.
b. It depends on the model specification.
c. Statistically significant serial correlation with the first
lag.
d. Statistically significant serial correlation with unspecified
lag.