What happens to a simple regression slope, constant, standard errors, t-test score, f-test score, p-value, when...

What happens to a simple regression slope, constant, standard errors, t-test score, f-test score, p-value, when you delete relevant data from the data set? Example: all data points higher or lower than a certain percentile.

Expert Solution

orchestra answered 2 years ago

Suppose you estimate a simple linear regression model and obtain a t-value for the slope coefficient...

Suppose you estimate a simple linear regression model and obtain a t-value for the slope coefficient of -3.1. Based on this, explain which of the following statements are correct or wrong: a) A 95% confidence interval for the true slope would exclude 0. b) It is possible that the point estimate for the slope is b_1=4. c) At the 10% level of significance you fail to reject the null hypothesis that the true slope is equal to 0. d) The...

Importance of R Square Value in Simple Linear Regression. What happens when you increase number of...

Importance of R Square Value in Simple Linear Regression. What happens when you increase number of controlled variables? Is it good to increase the number of controlled variable? If yes, why and if not why not? Be specific on your discussion.

Discuss the t test and p value as a means of determining importance of regression parameters.

Which of the following is not a characteristic of the F-test in a simple regression?

Which of the following is not a characteristic of the F-test in a simple regression? 1.It is a test for overall fit of the model. 2.The test statistic can never be negative. 3.It requires a table with numerator and denominator degrees of freedom. 4.The F-test gives a different p-value than the t-test.

When do researcher use t score over F score

What is the P- Value that corresponds to the given standard score and determine wether to...

What is the P- Value that corresponds to the given standard score and determine wether to reject the null hypothesis at the 0.05 significance level. Is the alternative hypothesis supported? z = -3.4 for H0: u = 26 cm and HA: u < 26cm

For the following estimated slope coefficients and their heteroskedasticity robust standard errors, find the t-statistics for...

For the following estimated slope coefficients and their heteroskedasticity robust standard errors, find the t-statistics for the null hypothesis H0: β1 = 0. Assuming that your sample has more than 100 observations, indicate whether or not you are able to reject the null hypothesis at the 10%, 5%, and 1% level of a one-sided and two-sided hypothesis. (a) 1 = 4.2, SE( 1) = 2.4 (b) 1 = 0.5, SE( 1) = 0.37 (c) 1 = 0.003, SE( 1) =...

What happens when alpha is larger than the p-value

In a simple linear regression model, the ANOVA F test is a test of model significance...

In a simple linear regression model, the ANOVA F test is a test of model significance (i.e. a test of whether the linear regression model is significantly better than the trivial model yi = β0 + εi). This test can be performed in another way (i.e. by the 'extra sum of squares' or ESS method considering the simple linear regression model as the 'full model' and the trivial model yi = β0 + εi as the 'reduced model'). There is...

Refer to this regression equation: (standard errors in parentheses.) Q = 8,400 - 10 P...

Refer to this regression equation: (standard errors in parentheses.) Q = 8,400 - 10 P + 5 A + 4 Px + 0.05 I (1,732) (2.29) (1.36) (1.75) (0.15) R2 = 0.65 N = 120 F = 35.25 Standard error of estimate = 34.3 Q = Quantity demanded P = Price = 1,000 A = Advertising expenditures, in thousands = 40 PX = price of competitor's good = 800 I = average monthly income = 4,000 1) Calculate the...

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