Homework Help is Here – Start Your Trial Now!
Engineering
Computer Science
Consider the following Python code: # 1.a first estimate model using NWS SE # dictionary with cov options # cov_opts = {'maxlags':24, # number of NW lags for SE # 'use_correction': True} # small sample correction # reg_fit = smf.ols("LeadReal ~ 1", data=df).fit(cov_type='HAC', #cov type # cov_kwds=cov_opts) # 1.b first estimate model using reg_f __fit = smf.ols("LeadReal ~ 1", data=df).fit() # 2. extract info from reg object reg_fit.params # extract only coeff reg_fit.bse # extract only SE reg_fit.summary() # print nice reg table with more info a. b. This code produces HAC-adjusted standard errors as is This code features a biased estimator The commented (H) part of this code specifies the options required for tho HAC-adjusted

Consider the following Python code: # 1.a first estimate model using NWS SE # dictionary with cov options # cov_opts = {'maxlags':24, # number of NW lags for SE # 'use_correction': True} # small sample correction # reg_fit = smf.ols("LeadReal ~ 1", data=df).fit(cov_type='HAC', #cov type # cov_kwds=cov_opts) # 1.b first estimate model using reg_f __fit = smf.ols("LeadReal ~ 1", data=df).fit() # 2. extract info from reg object reg_fit.params # extract only coeff reg_fit.bse # extract only SE reg_fit.summary() # print nice reg table with more info a. b. This code produces HAC-adjusted standard errors as is This code features a biased estimator The commented (H) part of this code specifies the options required for tho HAC-adjusted

Database System Concepts
Database System Concepts
7th Edition
ISBN:9780078022159
Author:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Publisher:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Chapter1: Introduction
Section: Chapter Questions
Problem 1PE
See similar textbooks
icon
Related questions
Question
Consider the following Python code: # 1.a first estimate model using NWS SE # dictionary with cov options # cov_opts = {'maxlags':24, # number of NW lags for SE # 'use_correction':True} # small sample correction # reg_fit = smf.ols("LeadReal ~ 1", data=df).fit(cov_type='HAC', # cov type # # 1.b first estimate model using reg_fit = smf.ols("LeadReal ~ 1", data=df).fit() cov_kwds=cov_opts) # 2. extract info from reg object reg_fit.params reg_fit.bse # extract only coeff # extract only SE reg_fit.summary() # print nice reg table with more info a. b. C. d. This code produces HAC-adjusted standard errors as is This code features a biased estimator The commented (#) part of this code specifies the options required for the HAC-adjusted standard errors All of the above
Transcribed Image Text:Consider the following Python code: # 1.a first estimate model using NWS SE # dictionary with cov options # cov_opts = {'maxlags':24, # number of NW lags for SE # 'use_correction':True} # small sample correction # reg_fit = smf.ols("LeadReal ~ 1", data=df).fit(cov_type='HAC', # cov type # # 1.b first estimate model using reg_fit = smf.ols("LeadReal ~ 1", data=df).fit() cov_kwds=cov_opts) # 2. extract info from reg object reg_fit.params reg_fit.bse # extract only coeff # extract only SE reg_fit.summary() # print nice reg table with more info a. b. C. d. This code produces HAC-adjusted standard errors as is This code features a biased estimator The commented (#) part of this code specifies the options required for the HAC-adjusted standard errors All of the above
Expert Solution
steps

Step by step

Solved in 3 steps

SEE SOLUTIONCheck out a sample Q&A here
Blurred answer
Knowledge Booster
Types of trees
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, computer-science and related others by exploring similar questions and additional content below.
Recommended textbooks for you
Database System Concepts
Database System Concepts
Computer Science
ISBN:
9780078022159
Author:
Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Publisher:
McGraw-Hill Education
Starting Out with Python (4th Edition)
Starting Out with Python (4th Edition)
Computer Science
ISBN:
9780134444321
Author:
Tony Gaddis
Publisher:
PEARSON
Digital Fundamentals (11th Edition)
Digital Fundamentals (11th Edition)
Computer Science
ISBN:
9780132737968
Author:
Thomas L. Floyd
Publisher:
PEARSON
C How to Program (8th Edition)
C How to Program (8th Edition)
Computer Science
ISBN:
9780133976892
Author:
Paul J. Deitel, Harvey Deitel
Publisher:
PEARSON
Database Systems: Design, Implementation, & Manag…
Database Systems: Design, Implementation, & Manag…
Computer Science
ISBN:
9781337627900
Author:
Carlos Coronel, Steven Morris
Publisher:
Cengage Learning
Programmable Logic Controllers
Programmable Logic Controllers
Computer Science
ISBN:
9780073373843
Author:
Frank D. Petruzella
Publisher:
McGraw-Hill Education
SEE MORE TEXTBOOKS