S/F Ekonometri Ch 5.1

10 Questions | Total Attempts: 63

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S/F Ekonometri Ch 5.1


Questions and Answers
  • 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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