Chapter 6

Suppose you estimate a regression model with 6 explanatory variables and an intercept from a sample with 30 observations of each variable. Suppose you are testing statistical significance of one of those explanatory variables against a two-sided alternative and your calculated value of t is 2.90. What will be your test outcome at the 0.01 level of significance?

• The test will be inconclusive.

• The null hypothesis will be rejected.

• The null hypothesis will not be rejected.

• None of the above

The calculated t values of the coefficient estimates of the intercept, x1 and x2 are −4, −7.5 and 3.2, respectively. Which of the following is the correct set of the standard errors (se) of these parameter estimates?

• se of coefficient estimates of: intercept = 4.633, x 1 = 3.041; and x 2 =.2

• se of coefficient estimates of: intercept = −.48, x 1 = −2.54; and x 2 = 3.04

• se of coefficient estimates of: intercept = −.453, x 1 = .967; and x 2 = .386

• se of coefficient estimates of: intercept = .635, x 1 = .568; and x 2 = .2

Câu này ra thi đợt anh

• The calculated F is 4 and the critical value of F with 3 and 30 df is 2.92 at the 5% level and hence the null hypothesis is rejected.

• The calculated F is 5.5 and the critical value of F with 4 and 35 df is 2.61 at the 5% level and hence the null hypothesis is not rejected.

• The calculated F is 8.19 and the critical value of F with 3 and 30 df is 2.28 at the 1% level and hence the null hypothesis is rejected

• The calculated F is 8.4 and the critical value of F with 2 and 30 df is 5.39 at the 1% level and hence the null hypothesis is rejected

• R2 = 0.786; F = 12.282.

• R2 = 0.476; F = 15.684.

• R2 = 0.676; F = 22.533.

• R2 = 0.896; F = 20.52.

• Bj = a

• Bj # a

• Bj > a

• Bj <a

• 
• 
• 
• 

Câu này cũm ra thi nè bé

• 
• 
• 
• 

• [.7876, 17.6324]

• [.9834, 10.3109]

• [.7797, 15.7284]

• [.5923, 10.5104]

Given the observed value of a test statistic, the smallest significance level at which the null hypothesis would be rejected is:
(Câu này cũm ra thi của anh nè)

• the confidence interval.

• the critical value of the t or F ratio.

• the degrees of freedom.

• the p-value for the test.

Em coi câu này lun nhớ

• You are conducting a test of overall significance of the model and the calculated F value is 10.46.

• You found errors in your raw data and hence made appropriate amendments

• You are trying to show the relationship between t and F tests.

• You are trying to estimate the confidence interval of predicted y for x 5 1 = and x 2 2 = and the interval is: 20.9 ± 2.052(2.2).