Which of the following is the most accurate definition of the term “the OLS estimator”?
A. It comprises the numerical values obtained from OLS estimation
B. It is a formula that, when applied to the data, will yield the parameter estimates
C. It is equivalent to the term “the OLS estimate”
D. It is a collection of all of the data used to estimate a linear regression model.
Giải bởi Vietjack
Chọn đáp án: B
What is the relationship, if any, between t-distributed and F-distributed random variables?
Which one of the following is NOT an assumption of the classical linear regression model?
Which of the following statements is correct concerning the conditions required for OLS to be a usable estimation technique?
Which of the following is NOT a good reason for including a disturbance term in a regression equation?
Which of the following is NOT correct with regard to the p-value attached to a test statistic?
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?
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?
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 a correct interpretation of a “95% confidence interval” for a regression parameter?
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?
Which of the following is NOT a good reason for including lagged variables in a regression?
The numerical score assigned to the credit rating of a bond is best described as what type of number?
Consider an increase in the size of the test used to examine a hypothesis from 5% to 10%. Which one of the following would be an implication?
