Homework Answers
Answer 1
The correct answer is (a) they are approximately normally distributed in large enough sample sizes.
Asymptotic normality means that as number of sample increases or we say tends to infinity, this distribution will converge to a normal distribution
According to central limit theorem as sample size gets larger a distribution will always converge to normal distribution and this is what we called asymptotic normal.
Hence, the correct answer is (a) they are approximately normally distributed in large enough sample sizes.
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1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed...
1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed...
1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to o
1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed...
1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to o
1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed in...
1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to o
1. If OLS estimators satisfy asymptotic normality, it implies that a. they are approximately normally distributed...
1. If OLS estimators satisfy asymptotic normality, it implies that a. they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to a
1. If OLS estimators satisfy asymptotic normality, it implies that a. they are approximately normally distributed...
1. If OLS estimators satisfy asymptotic normality, it implies that a. they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to a
1. If OLS estimators satisfy asymptotic normality, it implies that a. they are approximately normally distributed b. th...
1. If OLS estimators satisfy asymptotic normality, it implies that a. they are approximately normally distributed b. they are approximately normally distributed in samples with less than 10 observations large enough sample sizes c. they have a constant mean equal to zero and variance equal to d. they have a constant mean equal to one and variance equal to o 2 In a multiple regression model, the OLS estimator is consistent if a. there is no correlation between the dependent...
5. Asymptotic normality In large samples, even if the error term is not normally distributed, we...
5. Asymptotic normality In large samples, even if the error term is not normally distributed, we can still compute approximately valid confidence intervals under the Gauss- Markov assumptions True False
Which of the following statements is true? (a) If the calculated value of F statistic is...
Which of the following statements is true? (a) If the calculated value of F statistic is higher than the critical value, we reject the alternative hypothesis in favor of the null hypothesis. (b) The F statistic is always nonnegative as SSR, is never smaller than SSRur. (C) Degrees of freedom of a restricted model is always less than the de- grees of freedom of an unre- stricted model. (d) The F statistic is more flexible than the t statistic to...
1. A researcher has just finished a statistical analysis and claims that he found evidence that...
1. A researcher has just finished a statistical analysis and claims that he found evidence that x affects y positively. Using a 1-tailed test, he found that the estimated coefficient for x is significantly positive at the 5% level, but is not significant at the 4% level. Assume that the classical linear regression assumptions hold. If the researcher used a 2-tailed test instead, what would he have found? a. The estimated coefficient for x is significantly positive at the 2.5%...
Suppose the lengths of the pregnancies of a certain animal are approximately normally distributed with mean...
Suppose the lengths of the pregnancies of a certain animal are approximately normally distributed with mean p=231 days and standard deviation o = 12 days. Complete parts (a) through (f) below. (a) What is the probability that a randomly selected pregnancy lasts less than 227 days? The probability that a randomly selected pregnancy lasts less than 227 days is approximately (Round to four decimal places as needed) Interpret this probability. Select the correct choice below and fill in the answer...
1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to o
1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to o
1. If OLS estimators satisfy asymptotic normality, it implies that a they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to o
1. If OLS estimators satisfy asymptotic normality, it implies that a. they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to a
1. If OLS estimators satisfy asymptotic normality, it implies that a. they are approximately normally distributed in large enough sample sizes b. they are approximately normally distributed in samples with less than 10 observations c. they have a constant mean equal to zero and variance equal to a d. they have a constant mean equal to one and variance equal to a
1. If OLS estimators satisfy asymptotic normality, it implies that a. they are approximately normally distributed b. they are approximately normally distributed in samples with less than 10 observations large enough sample sizes c. they have a constant mean equal to zero and variance equal to d. they have a constant mean equal to one and variance equal to o 2 In a multiple regression model, the OLS estimator is consistent if a. there is no correlation between the dependent...
5. Asymptotic normality In large samples, even if the error term is not normally distributed, we can still compute approximately valid confidence intervals under the Gauss- Markov assumptions True False
Which of the following statements is true? (a) If the calculated value of F statistic is higher than the critical value, we reject the alternative hypothesis in favor of the null hypothesis. (b) The F statistic is always nonnegative as SSR, is never smaller than SSRur. (C) Degrees of freedom of a restricted model is always less than the de- grees of freedom of an unre- stricted model. (d) The F statistic is more flexible than the t statistic to...
Suppose the lengths of the pregnancies of a certain animal are approximately normally distributed with mean p=231 days and standard deviation o = 12 days. Complete parts (a) through (f) below. (a) What is the probability that a randomly selected pregnancy lasts less than 227 days? The probability that a randomly selected pregnancy lasts less than 227 days is approximately (Round to four decimal places as needed) Interpret this probability. Select the correct choice below and fill in the answer...
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