# S/F Ekonometri Ch 5.1

10 Questions | Total Attempts: 123  Settings Create your own Quiz • 1.
The t test of signiﬁcance discussed in this chapter requires that the sampling distributions of estimatorsˆβ1 and β2ˆ follow the normal distribution
• A.

True

• B.

False

• 2.
Even though the disturbance term in the CLRM is not normally distributed, the OLS estimators are still unbiased.
• A.

True

• B.

False

• 3.
If there is no intercept in the regression model, the estimated u i ( = ˆ u i ) will not sum to zero
• A.

True

• B.

False

• 4.
The p value and the size of a test statistic mean the same thing.
• A.

True

• B.

False

• 5.
In a regression model that contains the intercept, the sum of the residuals is always zero.
• A.

True

• B.

False

• 6.
If a null hypothesis is not rejected, it is true
• A.

True

• B.

False

• 7.
The higher the value of σ2 ,the larger is the variance of ^β2 given in Eq. (3.3.1).
• A.

True

• B.

False

• 8.
The conditional and unconditional means of a random variable are the same things
• A.

True

• B.

False

• 9.
In the two-variable PRF, if the slope coefﬁcient β 2 is zero, the intercept β 1 is estimated by the sample mean ¯ Y
• A.

True

• B.

False

• 10.
The conditional variance, var( Y i | X i ) = σ 2 ,and the unconditional variance of Y ,var( Y ) = σ 2 Y ,will be the same if X had no inﬂuence on Y .
• A.

True

• B.

False

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