
Econometrics
Authored by Dhananjaya K
Business
University
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6 questions
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1.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
In a linear regression model, the constant variance of error (residual) refers to the assumption of
Zero mean value of error term
Homoscedasticity
No autocorrelation
No multicollinearity
2.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
In the model
ꞵ1 measures the effect of X1 on Y after controlling the effect of X2 on Y
ꞵ2 measures the effect of X2 on Y after controlling the effect of ꞵ0 on Y
ꞵ2 measures the effect of X2 on Y after controlling the effect of ꞵ0 and ꞵ1 on Y
ꞵ1 measures the effect of X1 on Y after controlling the effect of ꞵ0 and ꞵ2 on Y
3.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
The measure of the proportion of variance (change) in dependent variable (Y) explained by the independent variables (X2, X3….) is given by
F
R
t
R2 (R square)
4.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
Multiple co-efficient of determination measures the
Goodness of fit of multiple regression model
Homoscedasticity of multiple regression model
Autocorrelation of multiple regression model
Multicollinearity of multiple regression model
5.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
The value of Adjusted R2 is always less than R2. This statement is
Incorrect
Correct
Depends on k value
Depends on n value
6.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
In the equation, the partial regression coefficients are given by
ꞵ1 and ꞵ2
ꞵ0 and ꞵ1
ꞵ0 and ꞵ2
X1 and X2
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