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Using the following completed regression model AR(1) with correlated residuals: Y. =-10+25x, in which p=.5 is...
1.7. Consider a multiple regression model: y Ao + β1x1 + β, x2 +11. Which of...
1.7. Consider a multiple regression model: y Ao + β1x1 + β, x2 +11. Which of the following is the correct way to find the OLS estimate B using the "partialling out" technique? (a) Run y-%+71x1+1. and obtain r. Then run 3: α° + ait e, al will be equal to y-a0 + α|r + e. ai will be equal to β . run y-a, +ar+e.ử, will be equal to B run y-a, +ar+e.ử, will be equal to β b)...
Help me with two questions PLEASE: QUESTION 1 Regarding a regression model, all of the following...
Help me with two questions PLEASE:
QUESTION 1
Regarding a regression model, all of the following can be
negative except the
a. correlation coefficient
b. coefficient of “x” in the regression equation
c. coefficient of determination
d. y-intercept in the regression equation
QUESTION 2
Regression analysis was performed on a time series containing 5
years of quarterly sales. The sales data contains both trend and
seasonal effects. The following estimated regression equation was
obtained.
The sales forecast...
1. Using question 12 (delaying major purchases) as the response variable (Y) compute a regression model...
1. Using question 12 (delaying major purchases) as the response variable (Y) compute a regression model with the following questions 9, 25 (gender: males as 0 and females coded as 1) as your predictor variables. You will have to use the data set Economic Gun Legislation Survey Regression Exercise posted for Week 9 on the webpage. Please do the following in exactly this order: a. Excel Output b. Model: write down model like in form y- b, b,X, -b.X. +...
Consider the following formulations of the 1 variable regression model: Y = β0 + β1x +...
Consider the following formulations of the 1 variable regression model: Y = β0 + β1x + u and Y = α0 + α1(x − ¯x) + a a) would the estimates of β0 and α0 the same? Explicitly shows this by deriving the estimates. b) What about β1 and α1 ? c) In the regression Y = β0 +β1x+u suppose we multiply each X value by a constant, say, 2. Will it change the residuals and fitted values of Y?...
please help! Following is a simple linear regression model: y = a + A + &...
please help!
Following is a simple linear regression model: y = a + A + & The following results were obtained from some statistical software. R2 = 0.523 Syx (regression standard error) = 3.028 n (total observations) = 41 Significance level = 0.05 = 5% Variable Interecpt Slope of X Parameter Estimate 0.519 -0.707 Std. Err. of Parameter Est 0.132 0.239 Note: For all the calculated numbers, keep three decimals. Write the fitted model (5 points) 2. Make a prediction...
Question 1 1 pts The equation of the regression line between two variables x (independent variable)...
Question 1 1 pts The equation of the regression line between two variables x (independent variable) and y (dependent variable) is given by ý = -3x -- 2; and the correlation coefficient iss =-.95. The possible x- values range from 1 to 10. Based on the given r, which of the following conclusions may be made? X and Y are very weakly correlated. and y are moderately correlated, and y tends to increase as x is increased. X and y...
(10 points) The following regression output is available. Notice that some of the values are missing....
(10 points) The following regression output is
available. Notice that some of the values are missing.
Predictor Coef SE
Coef T P
Constant 5.932 2.558 2.320 0.068
x 0.511 6.083 0.001
Analysis of Variance
Source DF SS MS F P
Regression 648.72 648.72 57.20 0.001
Residual
Error 56.70
Total 16 705.43
Based on the information given, what is the value of sum of
squares of the X’s (SSxx)?
7626.92
23.142
535.591
None of the above
1. (10 points) Consider the following partially completed computer printout for a regression analysis Based on the information provided, which of the following statements is true at a...
Suppose that you construct the following regression model to test forecast bias. Y(t) = a +...
Suppose that you construct the following regression model to test forecast bias. Y(t) = a + b*X(t-1) + error where y(t) = spot exchange rate at time t and X(t-1) = forecasted exchange rate at time t-1. Test a=0 and b=1 using 1% or 5% statistical significance level. Regression results: a b estimated coefficient 0.053 1.197 p-value 0.291 0.365 Based on the results, explain whether forecasted values are biased (overestimated or understimated) or unbiased and why. (You don't need any...
5. Which one of the following problems will not cause the endogeneity problem in a linear...
5. Which one of the following problems will not cause the endogeneity problem in a linear regression model? (a) Omitting relevant variables (b) Including irrelevant variables. (c) Errors-in-variables. (d) Simultaneous equations (e) Models with lagged dependent variables and autocorrelated errors. 6. Consider the following linear regression model y=Bo+Bi +B22e where r2 is an endogenous regressor. With two qualified instrumental variables z1 and 22 for r2, you want to estimate ( B, B2) using 2SLS. Then, the first-stage estimation is: (a)...
4. (60%) Consider the following linear regression model s XIXJ YB1+B2X u, i 1,2.. .n Suppose...
4. (60%) Consider the following linear regression model s XIXJ YB1+B2X u, i 1,2.. .n Suppose the following sample is observed. 6 X 2 10 8 4 Y 3 4 5 6 2 4.8 3.Y 4c (1) Find the OLS estimates for B, and B2. (2) Compute the estimate of Var(u). (3) What are the variances of the OLS estimates? (4) Compute the coefficient of determination. (5) Show the relationship between r2 and Dxy (6) Compute the correlation coefficient pxy...
1.7. Consider a multiple regression model: y Ao + β1x1 + β, x2 +11. Which of the following is the correct way to find the OLS estimate B using the "partialling out" technique? (a) Run y-%+71x1+1. and obtain r. Then run 3: α° + ait e, al will be equal to y-a0 + α|r + e. ai will be equal to β . run y-a, +ar+e.ử, will be equal to B run y-a, +ar+e.ử, will be equal to β b)...
Help me with two questions PLEASE:
QUESTION 1
Regarding a regression model, all of the following can be
negative except the
a. correlation coefficient
b. coefficient of “x” in the regression equation
c. coefficient of determination
d. y-intercept in the regression equation
QUESTION 2
Regression analysis was performed on a time series containing 5
years of quarterly sales. The sales data contains both trend and
seasonal effects. The following estimated regression equation was
obtained.
The sales forecast...
1. Using question 12 (delaying major purchases) as the response variable (Y) compute a regression model with the following questions 9, 25 (gender: males as 0 and females coded as 1) as your predictor variables. You will have to use the data set Economic Gun Legislation Survey Regression Exercise posted for Week 9 on the webpage. Please do the following in exactly this order: a. Excel Output b. Model: write down model like in form y- b, b,X, -b.X. +...
please help!
Following is a simple linear regression model: y = a + A + & The following results were obtained from some statistical software. R2 = 0.523 Syx (regression standard error) = 3.028 n (total observations) = 41 Significance level = 0.05 = 5% Variable Interecpt Slope of X Parameter Estimate 0.519 -0.707 Std. Err. of Parameter Est 0.132 0.239 Note: For all the calculated numbers, keep three decimals. Write the fitted model (5 points) 2. Make a prediction...
Question 1 1 pts The equation of the regression line between two variables x (independent variable) and y (dependent variable) is given by ý = -3x -- 2; and the correlation coefficient iss =-.95. The possible x- values range from 1 to 10. Based on the given r, which of the following conclusions may be made? X and Y are very weakly correlated. and y are moderately correlated, and y tends to increase as x is increased. X and y...
(10 points) The following regression output is
available. Notice that some of the values are missing.
Predictor Coef SE
Coef T P
Constant 5.932 2.558 2.320 0.068
x 0.511 6.083 0.001
Analysis of Variance
Source DF SS MS F P
Regression 648.72 648.72 57.20 0.001
Residual
Error 56.70
Total 16 705.43
Based on the information given, what is the value of sum of
squares of the X’s (SSxx)?
7626.92
23.142
535.591
None of the above
1. (10 points) Consider the following partially completed computer printout for a regression analysis Based on the information provided, which of the following statements is true at a...
Suppose that you construct the following regression model to test forecast bias. Y(t) = a + b*X(t-1) + error where y(t) = spot exchange rate at time t and X(t-1) = forecasted exchange rate at time t-1. Test a=0 and b=1 using 1% or 5% statistical significance level. Regression results: a b estimated coefficient 0.053 1.197 p-value 0.291 0.365 Based on the results, explain whether forecasted values are biased (overestimated or understimated) or unbiased and why. (You don't need any...
5. Which one of the following problems will not cause the endogeneity problem in a linear regression model? (a) Omitting relevant variables (b) Including irrelevant variables. (c) Errors-in-variables. (d) Simultaneous equations (e) Models with lagged dependent variables and autocorrelated errors. 6. Consider the following linear regression model y=Bo+Bi +B22e where r2 is an endogenous regressor. With two qualified instrumental variables z1 and 22 for r2, you want to estimate ( B, B2) using 2SLS. Then, the first-stage estimation is: (a)...
4. (60%) Consider the following linear regression model s XIXJ YB1+B2X u, i 1,2.. .n Suppose the following sample is observed. 6 X 2 10 8 4 Y 3 4 5 6 2 4.8 3.Y 4c (1) Find the OLS estimates for B, and B2. (2) Compute the estimate of Var(u). (3) What are the variances of the OLS estimates? (4) Compute the coefficient of determination. (5) Show the relationship between r2 and Dxy (6) Compute the correlation coefficient pxy...
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