Question

In: Statistics and Probability

1. Consider the model Ci= β0+β1 Yi+ ui. Suppose you run this regression using OLS and...

1. Consider the model Ci= β0+β1 Yi+ ui. Suppose you run this regression using OLS and get the following results: b0=-3.13437; SE(b0)=0.959254; b1=1.46693; SE(b1)=0.0697828; R-squared=0.130357; and SER=8.769363. Note that b0 and b1 the OLS estimate of b0 and b1, respectively. The total number of observations is 2950. The number of degrees of freedom for this regression is

  • A. 2952
  • B. 2948
  • C. 2
  • D. 2950

2. Consider the model Ci= β0+β1 Yi+ ui. Suppose you run this regression using OLS and get the following results: b0=-3.13437; SE(b0)=0.959254; b1=1.46693; SE(b1)=0.0697828; R-squared=0.130357; and SER=8.769363. Note that b0 and b1 the OLS estimate of b0 and b1, respectively. The total number of observations is 2950. You are told that the 95 percent confidence interval for the lope coefficient does not include 0. Hence we _____ the null hypothesis that the slope coefficient is 0

  • A. fail to reject
  • B. none of these
  • C. neither reject nor fail to reject
  • D. reject

3. Consider the model Ci= β0+β1 Yi+ ui. Suppose you run this regression using OLS and get the following results: b0=-3.13437; SE(b0)=0.959254; b1=1.46693; SE(b1)=0.0697828; R-squared=0.130357; and SER=8.769363. Note that b0 and b1 the OLS estimate of b0 and b1, respectively. The total number of observations is 2950. If you wanted to know the 3 sums of squares what would you ask for?

  • A. F-table
  • B. ANOVA table
  • C. t-table
  • D. None of these

Solutions

Expert Solution

1. Consider the model Ci= β0+β1 Yi+ ui. Suppose you run this regression using OLS and get the following results: b0=-3.13437; SE(b0)=0.959254; b1=1.46693; SE(b1)=0.0697828; R-squared=0.130357; and SER=8.769363. Note that b0 and b1 the OLS estimate of b0 and b1, respectively. The total number of observations is 2950. The number of degrees of freedom for this regression is

  • B. 2948

2. Consider the model Ci= β0+β1 Yi+ ui. Suppose you run this regression using OLS and get the following results: b0=-3.13437; SE(b0)=0.959254; b1=1.46693; SE(b1)=0.0697828; R-squared=0.130357; and SER=8.769363. Note that b0 and b1 the OLS estimate of b0 and b1, respectively. The total number of observations is 2950. You are told that the 95 percent confidence interval for the lope coefficient does not include 0. Hence we _____ the null hypothesis that the slope coefficient is

C. neither reject nor fail to reject

3. Consider the model Ci= β0+β1 Yi+ ui. Suppose you run this regression using OLS and get the following results: b0=-3.13437; SE(b0)=0.959254; b1=1.46693; SE(b1)=0.0697828; R-squared=0.130357; and SER=8.769363. Note that b0 and b1 the OLS estimate of b0 and b1, respectively. The total number of observations is 2950. If you wanted to know the 3 sums of squares what would you ask for

  • A. F-table

orchestra answered 2 years ago
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