Which of the following is NOT correct with regard to the p-value attached to a test statistic?
A. p-values can only be used for two-sided tests
B. It is the marginal significance level where we would be indifferent between rejecting and not rejecting the null hypothesis
C. It is the exact significance level for the test
D. Given the p-value, we can make inferences without referring to statistical tables
Chọn đáp án: A
Which of the following is a correct interpretation of a “95% confidence interval” for a regression parameter?
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”?
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 the normal and t-distributions?
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?
Which of the following is NOT a good reason for including lagged variables in a regression?
Which of the following would you expect to be a problem associated with adding lagged values of the dependent variable into a regression equation?
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?
Which of the following is NOT a good reason for including a disturbance term in a regression equation?