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In: Finance
You estimated a regression model using annual returns of ExxonMobil (as a dependent variable) and of...
You estimated a regression model using annual returns of ExxonMobil (as a dependent variable) and of the market (as an independent variable). The R-squared of this regression is 0.2, and the total standard deviation of ExxonMobil's returns in the estimation window is 25%. In this case, the standard deviation of the unsystematic (or idiosyncratic) component of ExxonMobil's returns is:
Solutions
jeff jeffy answered 2 months agoRelated Solutions
You estimated a regression model using annual returns of ExxonMobil (as a dependent variable) and of...
You estimated a regression model using annual returns of
ExxonMobil (as a dependent variable) and of the market (as an
independent variable). The R-squared of this regression is 0.2, and
the total variance of ExxonMobil's returns in the estimation window
is 0.0625. In this case, the variance of the unsystematic (or
idiosyncratic) component of ExxonMobil's returns is:
Using Excel generate a simple regression model with Y as the dependent variable and X1 and...
Using Excel generate a simple regression model with Y
as the dependent variable and X1 and X2 as the independent
variables in the attached spreadsheet.
Write the following from the output:
Intercept:
Coefficients of Independent variable:
R-square:
Significance F:
Based on the model generated, forecast profits for a firm with
X1= Based on the model generated, forecast profits for a firm with
x1=250 and X2=100.
Evaluate the predictability of the model using explanatory
language that someone who does not have...
Fit a multiple regression model using MPG as the dependent variable and DISP, HP, and WT...
Fit a multiple regression model using MPG as the dependent
variable and DISP, HP, and WT as the independent variables.
Is the overall regression model significant? Test at the α =
0.05 level of significance. State the null hypothesis, the
alternative hypothesis =, the test statistic calculated and
critical values and your test conclusion.
mpg
disp
hp
wt
21
160
110
2.62
21
160
110
2.875
22.8
108
93
2.32
21.4
258
110
3.215
18.7
360
175
3.44
18.1
225...
Develop estimated regression equations, first using annual income as the independent variable and then using household...
Develop estimated regression equations, first using annual
income as the independent variable and then using household size as
the independent variable. Which variable is the better predictor of
annual credit card charges? Discuss your findings -
Income
($1000s)
Household
Size
Amount
Charged ($)
54
3
4,016
30
2
3,159
32
4
5,100
50
5
4,742
31
2
1,864
55
2
4,070
37
1
2,731
40
2
3,348
66
4
4,764
51
3
4,110
25
3
4,208
48
4
4,219
27...
Develop estimated regression equations, first using annual income as the independent variable and then using household...
Develop estimated regression equations, first using annual
income as the independent variable and then using household size as
the independent variable. Which variable is the better predictor of
annual credit card charges? Discuss your findings -
Income
($1000s)
Household
Size
Amount
Charged ($)
54
3
4,016
30
2
3,159
32
4
5,100
50
5
4,742
31
2
1,864
55
2
4,070
37
1
2,731
40
2
3,348
66
4
4,764
51
3
4,110
25
3
4,208
48
4
4,219
27...
Estimate a multiple linear regression relationship with the U.K. stock returns as the dependent variable, and...
Estimate a multiple linear regression relationship with the U.K.
stock returns as the dependent variable, and U.K. Corporate Bond
yield (Interest rate), U.S. Stock Returns, and Japan Stock Returns
as the independent variables using the monthly
data covering the sample period 1980-2017 (Finding the
determinants of U.K. stock returns).
Show the estimated regression relationship
Conduct a t-test for statistical significance of the individual
slope coefficients at the 1% level of significance. Provide the
interpretation of the significant slope estimates.
Conduct...
What is the estimated regression equation using Account Balance as the dependent variable, and Income, Years of Education, as well as Size of Household as the independent variable?
Regression Statistics
Multiple R
0.878541582
R Square
0.771835311
Adjusted R Square
0.75472296
Standard Error
552.6878046
Observations
44
ANOVA
df
SS
MS
F
Regression
3
41332908
13777636
45.10399
Residual
40
12218552
305463.8
Total
43
53551461
Coefficients
Standard Error
t Stat
P-value
Intercept
2095.365223...
a) What is the primary difference between the dependent variable of an OLS regression model and...
a) What is the primary difference between the dependent variable
of an OLS regression model and a logit model?
b) What is the primary difference between the model results of
an OLS regression model and a logit model?
REGRESSION - USING CALCULATOR 1- You are given data for Xi (independent variable) and Yi (dependent...
REGRESSION - USING CALCULATOR
1- You are given data for Xi (independent
variable) and Yi (dependent variable).
2- Calculate the correlation coefficient, r:
3- Calculate the coefficient of determination:
4- Calculate the regression coefficient b1
(the slope):
5- Calculate the regression coefficient b0 (the
Y-intercept, or constant):
6- The regression equation (a straight line) is:
Problem 2:
A researcher is interested in determining whether there is a
relationship between shelf space and number of books sold for her
bookstore.
Shelf...
Your experience tells you that an independent variable is positively correlated to the dependent variable but a multiple regression model give it a negative coefficient.
Your experience tells you that an independent variable is positively correlated to the dependent variable but a multiple regression model give it a negative coefficient. What could cause this? Your judgement is wrong. Statistics don't lie The software package made an error The homoscedasticity assumption has been violated The model may have correlated independent variables The heteroscedasticity assumption has been violated
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