2. The OLS estimators of the coefficients in multiple regression will have omitted variable bias a) if and only if the omitted variable is not mean zero. b) if and only if the omitted variable has a positive coefficient. c) always d) if and only if the omitted variable is a determinant of Y and is correlated with at least one of the regressors.
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- In the context of a controlled experiment, consider the simple linear regression formulation Yi = β0 + β1Xi + Ui. Let the Yi be the outcome, Xi the treatment level when the treatment is binary, and Ui contain all the additional determinants of the outcome. Then: a. the OLS estimator of the slope will be inconsistent in the case of a randomly assigned Xi since there are omitted variables present. b. Xi and Ui will not be independently distributed if the Xi are randomly assigned. c. β0 represents the causal effect of X on Y when X is zero. d. E(Y|X= 1) is the expected value for the treatment group. e. All of the above. f. None of the above.Show that if X is not a deterministic random variable, then H(X) is strictly positive. What happens to the probabilities if a random variable is non-deterministic?A possible important environmental determinant of lung function in children is the amount of cigarette smoking in the home. Suppose this question is studied by selecting two groups: Group 1 consists of 23 nonsmoking children 5-9 years of age, both of whose parents smoke, who have a mean forced expiratory volume (FEV) of 2.1 L and a standard deviation of 0.7 L; group 2 consists of 20 nonsmoking children of comparable age, neither of whose parents smoke, who have a mean FEV of 2.3 L and a standard deviation of 0.4 L.*8.31 What are the appropriate null and alternative hypotheses to compare the means of the two groups? *8.32 What is the appropriate test procedure for the hypotheses in Problem 8.31? *8.33 Carry out the test in Problem 8.32 using the criticalvalue method. *8.34 Provide a 95% CI for the true mean difference in FEV between 5- to 9-year-old children whose parents smoke and comparable children whose parents do not smoke. *8.35 Assuming this is regarded as a pilot study, how many…
- FOR THIS, WE REJECT THE NULL FOR BOTH MODELS.1) Assuming you have a data matrix X that has n rows and p variables and you know both µ and Σ. How is (X- µ)‘Σ-1(X- µ) distributed? 2) Assuming that you don’t know the values of µ and Σ. How is the statistical distance distributed as n-p gets large?4) Here are data on the lengths of male and female roaches (in mm). Your job is to find out if there is adifference between male and female roaches (this should be two sided - why?).males 15.4 13.9 12.7 9.6 6.6 10.7 9.9 13.3 16.2 9.0 11.4 16.6 12.2females 16.7 16.3 12.8 16.9 15.1 12.8 18.7 18.3 8.6 13.6 15.3 16.2 13.4It's up to you to figure out what the best procedure is, what kind of hypotheses to use, which α to use,what test to use, and so on. Make sure you follow all the appropriate steps. You should probably use Ras you’ll get done much quicker. Remember to very clearly state your results in writing. Never turn in just an R printout .Hint: how do you decide which test to use? What kind of distributions do the data have?
- In the simple linear regression model , the Gauss Markov ( classical ) assumptions guarantee that the OLS estimator of the unknown parameters is BLUE. Among those assumptions , in order to have consistency of the OLS estimator we need ( this is a question on the necessary condition ): Question 4Select one: a. we need that the errors are not correlated with each others and that they have zero mean b. we need that the errors are homoscedastic ( all have the same variance) c. we need that the residuals are not correlated with the explanatory variables and that the residuals have zero mean d. we need that the errors have zero mean and that they are not correlated with the regressors ( no endogeneity) e. we need that the errors are homoscedastic ( all have the same variance) and not correlated with each others ( no serial correlation)In a Bernoulli process with success rate .4, if we consider the total number of successes X which happened on trials 7,9,15,16, 23, and if Y is the total number of successes on trials 15,23, 32,38, 43, then what is the covariance of X with Y?The production department of Celltronics International wants to explore the relationship between the number of employees who assemble a subassembly and the number produced. As an experiment, 2 employees were assigned to assemble the subassemblies. They produced 11 during a one-hour period. Then 4 employees assembled them. They produced 18 during a one-hour period. The complete set of paired observations follows. Number ofAssemblers One-HourProduction (units) 2 11 4 18 1 5 5 23 3 18 The dependent variable is production; that is, it is assumed that different levels of production result from a different number of employees. Click here for the Excel Data File Draw a scatter diagram. On the graph below, use the point tool to plot the point corresponding to the first Number of Assemblers and her Production (No of Assemblers1). Repeat the process for the remainder of the sample (No of Assemblers2,…
- A possible important environmental determinant of lung function in children is the amount of cigarette smoking in the home. Suppose this question is studied by selecting two groups: Group 1 consists of 23 nonsmoking children 5−9 years of age, both of whose parents smoke, who have a mean forced expiratory volume (FEV) of 2.1 L and a standard deviation of 0.7 L; group 2 consists of 20 nonsmoking children of comparable age, neither of whose parents smoke, who have a mean FEV of 2.3 L and a standard deviation of 0.4 L. A) What are the appropriate null and alternative hypotheses to compare the means of the two groups? B) What is the appropriate test procedure for the hypotheses in Problem A? C) Carry out the test in Problem B using the criticalvalue method. D) Provide a 95% CI for the true mean difference in FEV between 5- to 9-year-old children whose parents smoke and comparable children whose parents do not smoke.A possible important environmental determinant of lung function in children is the amount of cigarette smoking in the home. Suppose this question is studied by selecting two groups: Group 1 consists of 23 nonsmoking children 5−9 years of age, both of whose parents smoke, who have a mean forced expiratory volume (FEV) of 2.1 L and a standard deviation of 0.7 L; group 2 consists of 20 nonsmoking children of comparable age, neither of whose parents smoke, who have a mean FEV of 2.3 L and a standard deviation of 0.4 L.8.31 What are the appropriate null and alternative hypotheses to compare the means of the two groups?8.32 What is the appropriate test procedure for the hypotheses in Problem 8.31?8.33 Carry out the test in Problem 8.32 using the criticalvalue method.8.34 Provide a 95% CI for the true mean difference in FEV between 5- to 9-year-old children whose parents smoke and comparable children whose parents do not smoke.8.35 Assuming this is regarded as a pilot study, how many children…A possible important environmental determinant of lung function in children is the amount of cigarette smoking in the home. Suppose this question is studied by selecting two groups: Group 1 consists of 23 nonsmoking children 5−9 years of age, both of whose parents smoke, who have a mean forced expiratory volume (FEV) of 2.1 L and a standard deviation of 0.7 L; group 2 consists of 20 nonsmoking children of comparable age, neither of whose parents smoke, who have a mean FEV of 2.3 L and a standard deviation of 0.4 L. A) Assuming this is regarded as a pilot study, how many children are needed in each group (assuming equal numbers in each group) to have a 95% chance of detecting a significant difference using a two-sided test with α = .05? B) Answer the question in Problem A if the investigators use a one-sided rather than a two-sided test. Suppose 40 children, both of whose parents smoke, and 50 children, neither of whose parents smoke, are recruited for the study. C) How much power would…