In the regression model Y, = a, +aX;+a,D, +a¿(X,* D)+u, X is a continuous variable and D is dummy variable. To test that the two regressions are identical, you must use the O a. t-statistics separately for a2=0, a2=0, O b. F-statistics for the joint hypothesis that a2=0, a3=0 O c. F-statistics for the joint hypothesis that oao=D0, a1=0 O d. t-statistics separately for a3=0

In the regression model Y, = a, +aX;+a,D, +a¿(X,* D)+u, X is a continuous variable and D is dummy variable. To test that the two regressions are identical, you must use the O a. t-statistics separately for a2=0, a2=0, O b. F-statistics for the joint hypothesis that a2=0, a3=0 O c. F-statistics for the joint hypothesis that oao=D0, a1=0 O d. t-statistics separately for a3=0

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

In running a regression of the retunrs of stock XYZ against the returns on the market, the Std for the returns of stock XYZ is 20% and that of the market returns is 15%. If the estimated beta is found to be 0.75 : What is the maximum possible value of beta given that the standar deivation of the returns of stock XYZ is 20% and those of the market is 15% ?
For these (x,y) pairs of data points: 1,5 3,7 4,6 5,8 7,9 Compute . Compute . What is the equation of the regression line?
Use the general equation for the least square regression line to show that this line always passes through the point (x,y) * bars above the x and y.That is, set x=x(with a bar above the x) and show that the line predicts that y=y (with a bar above the y).
The following table indicates the ages of a sample of female employees of People Plus Pty, and the corresponding monthly income of each employee (in thousands of Rands). Age In Years (x) 404932273846 Monthly Income (R000s) (y) 434936314142 By completing the table given below, and then applying the relevant formulae, determine the linear regression function for this bivariate data set. X Y X^2 XY TOTAL If a female employee is 39 years of age, estimate her monthly income.
I have some doubts regarding linear regression. if any 2 variables in X1, X2 AND Y have a positive correlation, then in the linear regression Y = b0 + b1X1 +b2X2 +e, will the sign of b1 and b2 both be positive? will the residuals that we get from linear regression will always be uncorrelated given X?
Suppose that the sales of a company (Y) is regressed on advertising expenditure (x) and labor cost (z), and the estimated regression equation is Y = 5 + 0.5x + 0.7z + u (where u is the error term). Here, sales, advertising expenditure and labor cost are measured in million Tk. Standard error for the coefficient of x is 0.04, standard error for the coefficient of z is 0.01, and the sample size is 20. Can we conclude that advertising expenditure is a statistically significant variable?
Consider the following simple linear regression model: y = β0 + β1x + u. Using a sample of n observations on x and y, you estimate the model by OLS and obtain the estimates βˆ 0, βˆ 1, and the R-squared of the regression, R2 . Then you scale this sample by a factor of 100, obtain a new sample {xi/100; yi/100} for i = 1, . . . , n, re-estimate the model by OLS, and denote the new coefficient estimates by β˜ 0, β˜ 1, and the new R-squared of the regression by R˜2 . a) Give the expression of β˜ 1 in terms of βˆ 1, and justify your answer.
Suppose a researcher, using wage data on 200 randomly selected maleworkers and 240 female workers, estimates the OLS regression ''Wage'' = 10.73 + 1.78 X Male, R2 = 0.09, SER = 3.8, (0.16) (0.29)where Wage is measured in dollars per hour and Male is a binary variablethat is equal to 1 if the person is a male and 0 if the person is a female.Define the wage-gender gap as the difference in mean earnings betweenmen and women.a. What is the estimated gender gap?b. Is the estimated gender gap significantly different from 0? (Computethe p-value for testing the null hypothesis that there is no gender gap.)c. Construct a 95% confidence interval for the gender gap.d. In the sample, what is the mean wage of women? What is the meanwage of men?e. Another researcher uses these same data but regresses Wages on Female, a variable that is equal to 1 if the person is female and 0 if the person is male. What are the regression estimates calculated from this regression?"Wage" =______ +________ X Female,…
In a typical multiple linear regression model where x1 and x2 are non-random regressors, the expected value of the response variable y given x1 and x2 is denoted by E(y | 2,, X2). Build a multiple linear regression model for E (y | *,, *2) such that the value of E(y | x1, X2) may change as the value of x2 changes but the change in the value of E(y | X1, X2) may differ in the value of x1 . How can such a potential difference be tested and estimated statistically?
The following table contains data for the number of bacteria y (in millions) growing in a particular medium after x hours. Using a calculator or statistical software, find the linear regression line for the data in the table. Enter your answer in the form y=mx+b, with m and b both rounded to two decimal places. x y 0 3.67 1 5.24 2 7.04 3 10.31 4 9.83 5 11.04 6 14.68 7 15.02
The least-squares regression line relating two statistical variables is given as = 24 + 5x. Compute the residual if the actual (observed) value for y is 38 when x is 2. 4 38 2
The following table shows the marks in statistics and economics for ten students. Fit a least square line to the data using a) ‘X’ as the independent variable b) What will be the regression equation if X= 20