经济统计计量模型chapter2

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1、Chapter21. Adependentvariableisalsoknownasa(n)a. explanatoryvariableb. controlvariablec. predictorvariabled. responsevariableAnswer:dDifficulty:EasyBloomKnowledgeA-Head:DefinitionoftheSimpleRegressionModelBUSPROG:Feedback:Adependentvariableisknownasaresponsevariable.2. Ifachangeinvariablexcausesacha

2、ngeinvariabley,variablexiscalledthea. dependentvariableb. explainedvariablec. explanatoryvariabled. responsevariableAnswer:cDifficulty:EasyBloomComprehensionA-Head:DefinitionoftheSimpleRegressionModelBUSPROG:Feedback:Ifachangeinvariablexcausesachangeinvariabley,variablexiscalledtheindependentvariabl

3、eortheexplanatoryvariable.3. In the equation y = a. dependent variable阳 + B1x + u, is theb. independentvariablec. slopeparameterd. interceptparameterAnswer:dDifficulty:EasyBloomKnowledgeA-Head:DefinitionoftheSimpleRegressionModelBUSPROG:is the intercept parameter.Feedback:Intheequationy=+x+u,4. Inth

4、eequationy=Po+Rix+u,whatistheestimatedvalueof|h,J*Xa. 一！1、b. c.Answer:aDifficulty:EasyBloomKnowledgeA-Head:DerivingtheOrdinaryLeastSquaresEstimatesBUSPROG:Feedback:Theestimatedvalueofis:-h-.5. Intheequationc=+i+u,cdenotesconsumptionandidenotesincome.Whatistheresidualforthe5thobservationif3$500and3=$

5、475a. $975b. $300c. $25d. $50Answer:cDifficulty:EasyBloomKnowledgeA-Head:DerivingtheOrdinaryLeastSquaresEstimatesBUSPROG:I4AFeedback:Theformulaforcalculatingtheresidualfortheithobservationisu.-二.Inthiscase,theIAAresidualis-t5-C5=$500-$475=$25.6. Whatdoestheequationy-io+优篮denoteiftheregressionequatio

6、nisy=0+1Xi+ua. Theexplainedsumofsquaresb. Thetotalsumofsquaresc. Thesampleregressionfunctiond. ThepopulationregressionfunctionAnswer:cDifficulty:EasyBloomKnowledgeA-Head:DerivingtheOrdinaryLeastSquaresEstimatesBUSPROG:A.jRlFeedback:Theequation|：denotesthesampleregressionfunctionofthegivenregressionm

7、odel.7. Considerthefollowingregressionmodel:y=0+伙+u.WhichofthefollowingisapropertyofOrdinaryLeastSquare(OLS)estimatesofthismodelandtheirassociatedstatisticsa. Thesum,andthereforethesampleaverageoftheOLSresiduals,ispositive.b. ThesumoftheOLSresidualsisnegative.c. Thesamplecovariancebetweentheregresso

8、rsandtheOLSresidualsispositive.d. Thepoint(,)alwaysliesontheOLSregressionline.Answer:dDifficulty:EasyBloomKnowledgeA-Head:PropertiesofOLSonAnySampleofDataBUSPROG:Feedback:AnimportantpropertyoftheOLSestimatesisthatthepoint(,-,)alwaysliesontheOLSregressionline.Inotherwords,if又=-.,thepredictedvalueofi.

9、8. Theexplainedsumofsquaresfortheregressionfunction,时一佻，Bix1,叫isdefinedas.a.；=伸-讦b.c. k11d.：Answer:bDifficulty:EasyBloomKnowledgeas 町 i(yi-寸A-Head:PropertiesofOLSonAnySampleofDataBUSPROG:Feedback:Theexplainedsumofsquaresisdefined9. Ifthetotalsumofsquares(SST)inaregressionequationis81,andtheresiduals

10、umofsquares(SSR)is25,whatistheexplainedsumofsquares(SSE)a. 64b. 56c. 32d. 18Answer:bDifficulty:ModerateBloomApplicationA-Head:PropertiesofOLSonAnySampleofDataBUSPROG:AnalyticFeedback:Totalsumofsquares(SST)isgivenbythesumofexplainedsumofsquares(SSE)andresidualsumofsquares(SSR).Therefore,inthiscase,SS

11、E=81-25=56.10. Iftheresidualsumofsquares(SSR)inaregressionanalysisis66andthetotalsumofsquares(SST)isequalto90,whatisthevalueofthecoefficientofdeterminationa.b.c.d.Answer:cDifficulty:ModerateBloomApplicationA-Head:PropertiesofOLSonAnySampleofDataBUSPROG:AnalyticFeedback:Theformulaforcalculatingthecoe

12、fficientofdeterminationis:1-.Inthiscase,屋=1-0.2711. Whichofthefollowingisanonlinearregressionmodela. y=伊+pix1/2+ub. logy=0+3110gx+uc. y=1/(0+伊x)+ud. y=8+歌+uAnswer:cDifficulty:ModerateBloomComprehensionA-Head:PropertiesofOLSonAnySampleofDataBUSPROG:Feedback:Aregressionmodelisnonlineariftheequationisn

13、onlinearintheparameters.Inthiscase,y=1/(0+伊x)+uisnonlinearasitisnonlinearinitsparameters.12. WhichofthefollowingisassumedforestablishingtheunbiasednessofOrdinaryLeastSquare(OLS)estimatesa. Theerrortermhasanexpectedvalueof1givenanyvalueoftheexplanatoryvariable.b. Theregressionequationislinearintheexp

14、lainedandexplanatoryvariables.c. Thesampleoutcomesontheexplanatoryvariableareallthesamevalue.d. Theerrortermhasthesamevariancegivenanyvalueoftheexplanatoryvariable.Answer:dDifficulty:EasyBloomKnowledgeA-Head:ExpectedValuesandVariancesoftheOLSEstimatorsBUSPROG:Feedback:Theerroruhasthesamevariancegive

15、nanyvalueoftheexplanatoryvariable.13. Theerrorterminaregressionequationissaidtoexhibithomoskedastictyif.a.ithaszeroconditionalmeanb. ithasthesamevarianceforallvaluesoftheexplanatoryvariable.c. ithasthesamevalueforallvaluesoftheexplanatoryvariabled. iftheerrortermhasavalueofonegivenanyvalueoftheexpla

16、natoryvariable.Answer:bDifficulty:EasyBloomKnowledgeA-Head:ExpectedValuesandVariancesoftheOLSEstimatorsBUSPROG:Feedback:Theerrorterminaregressionequationissaidtoexhibithomoskedastictyifithasthesamevarianceforallvaluesoftheexplanatoryvariable.14. Intheregressionofyonx,theerrortermexhibitsheteroskedas

17、ticityif.a.ithasaconstantvarianceb. Var(y|x)isafunctionofxc. xisafunctionofyd. yisafunctionofxAnswer:bDifficulty:EasyBloomKnowledgeA-Head:ExpectedValuesandVariancesoftheOLSEstimatorsBUSPROG:Feedback:HeteroskedasticityispresentwheneverVar(y|x)isafunctionofxbecauseVar(u|x)=Var(y|x).15. Whatistheestima

18、tedvalueoftheslopeparameterwhentheregressionequation,y=o+何+upassesthroughtheorigina.I-3ir 三 l Id.Answer:cDifficulty:EasyBloomKnowledgeA-Head:RegressionthroughtheOriginandRegressiononaConstantBUSPROG:Feedback:Theestimatedvalueoftheslopeparameterwhentheregressionequationpassesthroughtheoriginis16. Ana

19、turalmeasureoftheassociationbetweentworandomvariablesisthecorrelationcoefficient.Answer:TrueDifficulty:EasyBloomKnowledgeA-Head:DefinitionoftheSimpleRegressionModelBUSPROG:Feedback:Anaturalmeasureoftheassociationbetweentworandomvariablesisthecorrelationcoefficient.17. Thesamplecovariancebetweenthere

20、gressorsandtheOrdinaryLeastSquare(OLS)residualsisalwayspositive.Answer:FalseDifficulty:EasyBloomKnowledgeA-Head:PropertiesofOLSonAnySampleofDataBUSPROG:Feedback:ThesamplecovariancebetweentheregressorsandtheOrdinaryLeastSquare(OLS)residualsiszero.18.istheratiooftheexplainedvariationcomparedtothetotal

21、variation.Answer:TrueDifficulty:EasyBloomKnowledgeA-Head:PropertiesofOLSonAnySampleofDataBUSPROG:Feedback:ThesamplecovariancebetweentheregressorsandtheOrdinaryLeastSquare(OLS)residualsiszero.19. Therearen-1degreesoffreedominOrdinaryLeastSquareresiduals.Answer:FalseDifficulty:EasyBloomsK:nowledgeA-He

22、ad:ExpectedValuesandVariancesoftheOLSEstimatorsBUSPROG:Feedback:Therearen-2degreesoffreedominOrdinaryLeastSquareresiduals.20. Thevarianceoftheslopeestimatorincreasesastheerrorvariancedecreases.Answer:FalseDifficulty:EasyBloomsK:nowledgeA-Head:ExpectedValuesandVariancesoftheOLSEstimatorsBUSPROG:Feedback:Thevarianceoftheslopeestimatorincreasesastheerrorvarianceincreases.