10.0 Points Graph one shows a number of observations of the graph to the top right....
1. In regression analysis, the Sum of Squares Total (SST) is a. The total variation of the dependent variable b. The total variation of the independent variable c. The variation of the dependent variable that is explained by the regression line d. The variation of the dependent variable that is unexplained by the regression line Question 2 In regression analysis, the Sum of Squares Regression (SSR) is A. The total variation of the dependent variable B. The total variation of the independent variable...
The information of data 1 Question Consider the following table that relates earning per hour (WAGE) to years of education (EDUC): Dependent Variable: WAGE Method Least Squares Date: 03/09/20 Time 1330 Sample: 11200 Included observations: 1200 Variable Coefficient Std. Error -Statistic tbl) 1770148 Prob. 0.0000 0.0000 1962400 se(b2) EDUC - 10 39996 2 396761 R-squared Adjusted R-squared SE of regression Sum squared resid Log likelihood F-statistic Prob(F statistic) 0 207327 Mean dependent var 0 206666 SD dependent var 13.55328 Akake...
1. Autocorrelation test Given the model Consumption, = a + B.Year + B Disposible Income, +E, and the estimated model: Model 1: OLS, using observations 1959-1995 (T = 37) Dependent variable: c t-ratio p-value const time Disposable Income Coefficient Std. Error 2707.84 385.254 80.9122 13.6539 0.508123 0.0460444 Mean dependent var Sum squared resid R-squared F(2, 34) Log-likelihood Schwarz criterion rho 11328.65 304975.4 0.998650 12577.63 -219.3165 449.4657 0.551018 S.D. dependent var S.E. of regression Adjusted R-squared P-value(F) Akaike criterion Hannan-Quinn Durbin-Watson...
Please help! (a) Let us consider a full model of a balanced (all t treatments have equal number of observations r) CRD design with t treatments and r replications of each treatment, hence having n-rt observations. 2. i. Minimizing sum of square error Δfull (μ'Ti) -Σι-1 Σ-1 (Vi,- μ-Ti)2 with respect to μ and Ti find the least square estimators of μ and Ti as μ and Ti. Hint: Take derivative of the objective function with respect to μ and...
2. (a) Let us consider a full model of a balanced (all t treatments have equal number of observations r) CRD design with t treatments and r replications of each treatment, hence having n rt observations. . Minimizing sum of square error Δ/u114%)-ΣΊ ΣΊ (Vij-μ-%)2 with respect to μ and Ti find the least square estimators of μ and Ti as μ and T. Hint: Take derivative of the objective function with respect to μ and Ti and equate then...
2. (a) Let us consider a full model of a balanced (all t treatments have equal number of observations r) CRD design with t treatments and r replications of each treatment, hence having n-rt observations i. Minimizing sum of square error Δfull(μ, Tỉ)-Σι-12jai (Vij-l-ri)2 with respect to μ and Ti find the least square estimators of μ and Te as μ and Ti Hint: Take derivative of the objective function with respect to u and Ti and equate then to...
Use the EViews Output in the appendix. (36 points) a) Determine the estimated consumption function from the EViews output. [Also provide R'. t-ratios and the F-statistic and the corresponding p-values, DW statistic] Do the results concur with the a priori expectations? 0.S300) 34 32526) Liraha 0.5854) p0.3 160 F-st-Co.Doo0 Perform ALL the relevant ADF tests! b) Is there a unit root in the data (Y & X series)? c) Do you suspect that the regression equation stated in (a) is...
part B & C. the results of the unit root test are goven Homework 7 12.4 The data file oil.dat contains 88 annual observations on the price of oil (in 1967 constant dollars) for the period 1883-1970. (a) Plot the data. Do the data look stationary, or nonstationary? (b) Use a unit root test to demonstrate that the series is stationary (c) What do you conclude about the order of integration of this series? Capture Series: OIL Workfile: OI::oil View...
Two large US corporations, General Electric and Westinghouse, compete with each other and produce many similar products. In order to investigate whether they have similar investment strategies, we estimate the following model using pooled time series data for the period 1935 to 1954 for the two firms: INV, = B.+B_DV + B:Vi+B4DV*V: + BsK+B DV*K: +44 (1) where INV - gross investment in plant and equipment V-value of the firm = value of common and preferred stock K = stock...
One would expect that new home construction and sales depend on mortgage interest rates. If interest rates are high, fewer people will be able to afford to borrow the funds necessary to finance the purchase of a new home. Builders are well aware of this fact and, when mortgage rates are high, they will be less inclined to build new homes. Based upon a sample of 184 monthly observations from January, 1990 to April, 2005, you have estimated the following...