ZuoTi.Pro
Question

10. General multiple linear restrictions can be tested using the sum of squared residuals form of the F statistic 11. The F s
business   economics   
0 0
Add a comment Improve this question Transcribed image text
Next > < Previous
Sort answers by oldest

Homework Answers

Answer #1

Note: These two questions are different. And i can solve only one of them. Here the answer of one question.

11.

True / Yes, the F statistic for all the overall significance of a regression tests the null hypothesis that all slope parameters are zero, with the intercept unrestricted. Under Ho, the explanatory variables have no effect on the expected value of y.

Explanation

The F statistic depicts percentage of variation in the dependent variable is explained by explanatory or independent variable. In other words, it is test of overall significance of all slope parameter, with the intercept unrestricted. In Ho hypothesis we states that, the explanatory variables have no effect on the expected value of y. (i.e)

Ho: B1 = B2 = - - - = BK = 0 (explanatory variables have no effect on the expected value of y or all slope parameters are zero)

H1 :B1 = B2 = - - - = BK\neq 0(explanatory variables have effect on the expected value of y or all slope parameters are not zero)

0 0
Add a comment
Know the answer?
Add Answer to:
10. General multiple linear restrictions can be tested using the sum of squared residuals form of...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions

  • Test statistic for the test of linear restrictions uses all of the following, except ________. Multiple...

    Test statistic for the test of linear restrictions uses all of the following, except ________. Multiple Choice a. error sum of squares of the restricted model b. number of linear restrictions c. number of explanatory variables in the unrestricted model d. total sum of squares of the restricted model

  • The following output is a regression of hourly EARNINGS on HEIGHT. a. Create a 99% confidence...

    The following output is a regression of hourly EARNINGS on HEIGHT. a. Create a 99% confidence interval for the slope coefficient B1 and interpret it. b. Is the slope coefficient on HEIGHT statistically significant at a level of significance of 1%? c. Years of schooling S also affects EARNINGS but has not been added to the regression. Where does the effect of Soccur in this regression output? SUMMARY OUTPUT Regression Statistics Multiple R 0.241124399 R Square 0.058140976 Adjusted R Square...

  • Which statement is not correct? Multiple Choice R-squared is a measure of the degree of variability...

    Which statement is not correct? Multiple Choice R-squared is a measure of the degree of variability in the dependent variable about its sample mean explained by the regression line. The adjusted R-squared measure should be used in the case of more than one independent variable. The null hypothesis that R2 = 0 can be tested using the F-statistic. Forecasters should always select independent variables on the basis of R2. All of the options are correct.

  • 3) Consider the following linear regression: y =a + Bx + Show that minimizing the sum...

    3) Consider the following linear regression: y =a + Bx + Show that minimizing the sum of squared residuals ( - ) to obtain OLS estimators of the slope and the intercept results in the following algebraic properties a) b) Ex = 0 = 0 4) You run the following regression: TestScore = a + (Female) + where TestScore is measured on a scale from 400 to 1000, and female is an indicator for the gender of the student. You...

  • Question 4 (3 points) The statsmodels ols() method is used on a cars dataset to fit...

    Question 4 (3 points) The statsmodels ols() method is used on a cars dataset to fit a multiple regression model using Quality as the response variable. Speed and Angle are used as predictor variables. The general form of this model is: Y = Bo + B. Speed+B Angle If the level of significance, alpha, is 0.10, based on the output shown, is Angle statistically significant in the multiple regression model shown above? Select one. OLS Regression Results ==================================== ========== 0.978...

  • 2. Using data from 2013 on 64 black females, the estimated linear regression between WAGE (earnings...

    2. Using data from 2013 on 64 black females, the estimated linear regression between WAGE (earnings per hour, in S) and years of education, EDUC is WAGE8.451.99EDUC The standard error of the estimated slope coefficient is 0.52. Construct and interpret a 95% interval estimate for the effect of an additional year of education on a black female's expected hourly wage rate a. b. The standard error of the estimated intercept is 7.39. Test the null hypothesis that the intercept A-0...

  • 4. Linear Regression [TOTAL 5 MARKS] McDonald (1989) collected the amphipod crustacean Platorchestia platensis on a...

    4. Linear Regression [TOTAL 5 MARKS] McDonald (1989) collected the amphipod crustacean Platorchestia platensis on a beach near Stony Brook, Long Island. He removed and counted the number of eggs for 28 females, and then freeze-dried and weighed the mothers (in mg) summary (1m (eggs~mass, eggdata) ) Call 1m (formula data eggdata) eggs mass, Coefficients: Estimate Std. Error t value Pr (>I t|) 12.6890 4.2009 3.021 0.0056 (Intercept) 1.6017 0.6176 2.593 0.0154 mass Signif. codes: 0* 0.001 0.01 0.05 .0.1...

  • A multiple linear regression model based on a sample of 30 weeks is developed to predict...

    A multiple linear regression model based on a sample of 30 weeks is developed to predict standby hours based on the total staff present and remote hours. The SSR is 24672.31and the SSE is 32019.36. Complete parts​ (a) through​ (d) below. a. Determine whether there is a significant relationship between standby hours and the two independent variables​ (total staff present and remote​ hours) at the 0.05 level of significance. What are the correct hypotheses to​ test? H0​:________________ H1​: ________________ Calculate...

  • Need help with stats true or false questions Decide (with short explanations) whether the following statements are true or false a) We consider the model y-Ao +A(z) +E. Let (-0.01, 1.5) be a 95% con...

    Need help with stats true or false questions Decide (with short explanations) whether the following statements are true or false a) We consider the model y-Ao +A(z) +E. Let (-0.01, 1.5) be a 95% confidence interval for A In this case, a t-test with significance level 1% rejects the null hypothesis Ho : A-0 against a two sided alternative. b) Complicated models with a lot of parameters are better for prediction then simple models with just a few parameters c)...

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT