Chow breakpoint test is used here to find that if there is a significant difference in the estimated equations when we fit the sample of data before 1992 and after 1992 separately. Here, 1992 is a breakpoint and hence we separate the data at this point.
Null Hypothesis: The regression coefficients of both the equations are equal i.e a1 = a2, b1 = b2, c1 = c2
k = 3 (indicating three coefficients)
As the statistics are significant, p<0.05 for all, we can reject
the null hypothesis indicating that the coefficients are not equal.
The equations are different before and after breakpoint.
Qeustion 32 a) Write the null hypothesis for the Chow test Interpret the results for the Chow test. (5) Chow Breakpoint...
Attached are the results of a diagnostic test on an estimated model, autocorrelation, heteoskedasticity and non-normality respectivey, can you please comment on the results and state the conclusion for each test using a 5% significance level Breusch-Godfrey Serial Correlation LM Test F-statistic Obs R-squared 0.7659 0.7612 0.458959 Prob. F(4,438) 1.861565 Prob. Chi-Square(4) Test Equation: Dependent Variable: RESID Method: Least Squares Date: 05/22/19 Time: 22:02 Sample: 1982M01 2019M02 Included observations: 446 Presample missing value lagged residuals set to zero. Coefficient Std....
Fit an initial model with the above covariates and examine the Odds ratios with their CI and comment on the results (as far as the OR are concerned). Probability modeled is Pain-Yes Odds Ratios with 95% Wald Connderbc. Limits Treatment Dvs Duraton Odds Ratio Parttion for the Hosmer and Lemeshow Test Pain No Group Total ObservedExpected Observed Expected 5.90 5.78 5.49 4.91 4. 18 3.46 2.68 1.56 0.90 0.14 0.10 0.22 0.51 .09 1.82 2.54 3.32 4.44 5.10 5.86 5...
Question 4 View Policies Current Attempt in Progress A null hypothesis for a goodness-of-fit test and a frequency table from a sample are given. Ho: Pa=0.1.Po = 0.36. Pe = 0.2.Pa = 0.14, pe = 0.1, p = 0.1 H, : Some p, is wrong A 185 B 786 C 480 D 315 E 191 F 143 (a) Find the expected count for the category labeled B. The expected count is i (b) Find the contribution to the sum of...
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...
1. We reject the null hypothesis only when: a. our sample mean is larger than the population mean. b. the p value associated with our test statistic is greater than the significance level of the test we have chosen. c. our sample mean is smaller than the population mean. d. the p value associated with our test statistic is smaller than the significance level of the test we have chosen. 2. In a study of simulated juror decision making, researchers...
Consider the excel regression above. What null hypothesis is the (default) F-test, which is reported on the results, testing? What is the calculated F-statistic value and what is the p-value of the test? How many numerator degrees of freedom (restrictions) are involved? Regression Statistics MultipleR 0.267643168 0.071632865 R Square Adj R Square 0.068838449 Standard Error571.4177199 Observations 3000 ANOVA df Significance F MS 9 75330553.98 8370061.553 25.634287096.23834E-43 Regression Residual 2990976289449.8 326518.2106 Total 2999 1051620004 Coefficients Standard ErrortStat P-value Lower 95% Upper...
Answer the following questions about 2. what test needs to be used explain why by making a null hypothesis. 5. Create a regression equation with the data giving underneath the problem. A manger is interested in employee turnover. They examine data from 40 of its employees. The following variables were collected: - Employee Type: Employees are either current or former. - Department: Employees either work in sales or in the warehouse. - Rating: The employee's most recent performance rating out...