Which of the following is a correct interpretation of a “95% confidence interval” for a regression parameter?
A. We are 95% sure that the interval contains the true value of the parameter
B. We are 95% sure that our estimate of the coefficient is correct
C. We are 95% sure that the interval contains our estimate of the coefficient
D. In repeated samples, we would derive the same estimate for the coefficient 95% of the time
Chọn đáp án: A
Which of the following statements is correct concerning the conditions required for OLS to be a usable estimation technique?
Which of the following is the most accurate definition of the term “the OLS estimator”?
What is the relationship, if any, between the normal and t-distributions?
Consider a standard normally distributed variable, a t-distributed variable with d degrees of freedom, and an F-distributed variable with (1, d) degrees of freedom. Which of the following statements is FALSE?
What is the relationship, if any, between t-distributed and F-distributed random variables?
The value of the Durbin Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this?
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The numerical score assigned to the credit rating of a bond is best described as what type of number?
Suppose that we wanted to sum the 2007 returns on ten shares to calculate the return on a portfolio over that year. What method of calculating the individual stock returns would enable us to do this?
The type I error associated with testing a hypothesis is equal to:
Which of the following is NOT a good reason for including a disturbance term in a regression equation?
Which one of the following is NOT an assumption of the classical linear regression model?
Two researchers have identical models, data, coefficients and standard error estimates. They test the same hypothesis using a two-sided alternative, but researcher 1 uses a 5% size of test while researcher 2 uses a 10% test. Which one of the following statements is correct?