Ans. The F-statistic that tests the null hypothesis that the true coefficient of determination is zero = (t-statistic)^2
Thus, the value of F-statistic = (2)^2 = 4
Thus, F-statistic that tests the null hypothesis that the true coefficient of determination is zero = 4
Question 28 3 pts In a simple regression model, the value of the t-statistic, which tests...
Question 28 3 pts In a simple regression model, the value of the t-statistic, which tests the null hypothesis that the slope true slope coefficient is zero, is equal to 2. The F-statistic that tests the null hypothesis that the true coefficient of determination is zero is equal to: 04 O 6 O2 O 0.5
In a simple regression model, the value of the t-statistic, which tests the null hypothesis that the slope true slope coefficient is zero, is equal to 2. The F- statistic that tests the null hypothesis that the true coefficient of determination is zero is equal to: 4 6 O 2 0.5
Imagine that you regressed the earnings of individuals on a constant, a binary variable (“Male”) which takes on the value of 1 for males and is 0 otherwise, and another binary variable (“Female”) which takes on the value of 1 for female and is 0 otherwise. Because females typically earn less than males, you would expect: Group of answer choices autocorrelation or serial correlation to be a serious problem. the estimated coefficient for Male to have a positive sign, and...
2 pts Question 4 In the classical regression model we maximize the sum of the squared errors. O True False 2 pts D Question 5 The terms coefficients of determination and R-square are synonyms, measuring how well a regression model fits the data. O True False 2 pts Question 6 Student's t-statistic is calculated as the ratio of an estimated coefficient divided by its standard error. True False
Which of the following statements about the t-statistic in regression is not true? a. The t-statistic provides some idea of how well a predictor predicts the outcome variable. b. The t-statistic is equal to the regression coefficient divided by its standard deviation. c. The t-statistic can be used to see whether a predictor variables makes a statistically significant contribution to the regression model. d. The t-statistic tests whether the regression coefficient, b, is equal to 0.
Question 7 3 pts Suppose that you have 50 observations on the variables Y and X. If the sample correlation coefficient is 0.5 (r=0.5), and you want to test the null hypothesis that the true population correlation coefficient (rho) is equal to zero, then the test statistic associated with this null hypothesis is: o 5 04 O2 O 3 Question 8 3 pts Suppose you estimate a multiple regression model using OLS and the coefficient of determination is very high...
In general, if the regression F statistic is zero, which of the following is true? The slope is zero O The standard error of the estimate is zero The coefficient of determination (R2) is 1 O Your calculator is broken
Question 12 3 pts Consider the estimated multiple regression model using OLS, with the standard errors in parentheses below each estimated coefficient. There are 1,576 observations in the sample: Ỹ = 10 + 2x - 5X36 (3) (1.5) (2) Suppose the null hypothesis is that the true coefficient (population parameter) for X3 is equal to 1. The test statistic associated with this null hypothesis is: -3 0-2 O 2
Question 3 (5 points) Question 1(C): You have performed a simple linear regression model to understand the effect of Number of Bedrooms on House Price House Price is in Thousand S and Number of Bedrooms is in number of bedrooms Coefficient t-statistic p-value Intercept 28.77 6.52 <0.000 Number of Bedrooms 13.27 9.18 <0.000 Which of the below statement is true. Select one option from below: O p-value<0.001 implies that we cannot reject the null hypothesis. O p-value<0.001 implies that the...
Please answer the following questions, thannks plzz Question 11 3 pts If the Durbin-Watson statistic is less than 1, then o negative serial correlation is likely an issue. spurious regression is likely an issue. O positive serial correlation is likely an issue. O non-stationarity is likely an issue. Question 12 3 pts Consider the estimated multiple regression model using OLS, with the standard errors in parentheses below each estimated coefficient. There are 1,576 observations in the sample: Y; = 10...