Suppose the following auxiliary equations is estimated on observations 4 to 40
et= 2.34 + .054 X1 + 2.33 X2 - .012 et-1 -.430 et-2 - 1.40et-3 R2= .25
Carry out a LM test for Higher order Autocorrelation at the 5% level.
Suppose the following auxiliary equations is estimated on observations 4 to 40 et= 2.34 + .054...
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3. A researcher estimates a regression model that contains three variables and a constant, based on a random sample of 30 observations. The researcher suspects a problem with positive autocorrelation and wants to test for its existence. She decides to use a 5% level of significance specify the conditions under which she will draw the possible conclusions available with this test, that is what are the appropriate...
Section C (20 Marks) C1 :Below you are given a partial ISD1: 10 marks] computer output based on a sample of 40 observations. Coefficient Standard Error Constant 25.848 8.85 7.364 K 90.432 5.26 X2 25.12 Analysis of Varianee Sum of Mean Source of Degrees s Square Variation Regression Error of Freedom Squares 4,853 970.6 1. Use the output shown above and write the estimated regression equation. (2 marks) Interpret the meaning of the coefficient of X1 and X2. (2 marks)...
Exhibit 15-6 Below you are given a partial computer output based on a sample of 16 observations. Coefficient Standard Error Constant 12.924 4.425 X1 -3.682 2.630 X2 45.216 12.560 Analysis of Variance Source of Variation Degrees of Freedom Sum of Squares Mean Square F Regression 4,853 2,426.5 Error 485.3 Refer to Exhibit 15-6. The estimated regression equation is Refer to Exhibit 15-6. The interpretation of the coefficient of X1 is that Refer to Exhibit 15-6. We want to test whether...
4. Consider the following model: Let X = (1,X1,X2, Xs)". Suppose and that X is not perfectly colinear. Suppose further that ElY]oo and Exoo for 1 j S 3. Using a large sample of i.i.d. observations from (XX1.x2, Xs), you estimate this equation using Ols. Let β-(%, 33) de- note the resulting estimate of β = (Ah-…β3). (a) Let θ-2A-β3. Is θη-2A-A3 a consistent estimate of θ? Is it an unbiased estimate of 0? (b) Express Var(0,] in terms of...
1 out of 1 points This applies to questions 3 and 4 Suppose you have fit a linear regression equation as follows: û = 200+ 0.10X1 +0.20x2 -0.93X3 Calculate the estimated value of y if xj is 100, x2 is 50, and x3 is 200. Provide your answer as a whole number. Selected Answer: 34 Question 4 O out of 1 points Suppose the true value of y is equal to 40 when X1 is 100, x2 is 50, and...
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11. Using Excel - Scatter diagrams, estimated regression equations, and trendlines Suppose a company records data on sales calls, induding the length of each call and whether a sale was made. The manager is interested in determining whether there is a relationship between the average time spent per call and the number of sales made by each employee, so she obtains the average call length and the total number of sales over a 2-week period for a...
Please answer all four subquestions with specific steps
2. (40 marks) The following equations have been estimated by OLS using annual data for a Canadian city for 1991-2018. QW per capita consumption of wine in litres RPW = relative price of wine RPB relative price of beer RPS relative price of spirits RY real per capita disposable income (1) QW- 10.50-7.30RPW + 0.003RY 4.96/(2.00) 0.0002) R2= 0.90 a2= 3.50 2) QW.00H6.9ORPW 0.0050RY 1.10RPB 1.50RPS 10.40 2.30 (0.0009) (7.65) (0.55) (a)...
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2. Berikut adalah keputusan penganggaran persamaan regresi untuk mengkaji penentu tekanan darah sistolik. Below is the regression output showing the results of an examination into the determinants of systolic blood pressure SUMMARY OUTPUT Regression Statistics Multiple R R Square 0.9907 0.9815 4.5467 Standard Error Observations 20 ANOVA df MS Regression Residual Total 3 17560.0464 5853.3488 330.7536 20.6721 17890.8 16 19 Coefficients Standard Error tStat 12.9037 0.5581 Intercept Xt 7.2017 2.4077...
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1. (40 points) Consider the following five observations. (9 points) (x-x) (x - x) (y- y) (x - x)(y-y) 2*- {x = 1012 (-:-)= {(x - 1)2 = 20;-)) = (x x)(y- » a) (6 points) What are the sample means of x and y? b) Complete the entries in the table above. Put the sums in the last row. (Show work below) c) Calculate Bo and write out the equation for the fitted...